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st: RE: DFFIT and Stata

From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: RE: DFFIT and Stata
Date   Thu, 28 Aug 2008 13:59:32 +0200

Well, Stata does calculate such a measure

u auto, clear
reg pr we di f
predict dfit, dfits

You should check whether that is what you need. Just type -db predict- after
estimation to see the full range of available post estimation tools...


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nuno
Sent: Thursday, August 28, 2008 1:46 PM
To: [email protected]
Subject: st: DFFIT and Stata

Hi everyone,

I'm trying to calculate the DFFIT measure in order to test for the impact of
the outliers on my regression. However, it seems that is unable to calculate
this measure directly... Can anyone confirms this? Since this is a fairly
known measure, I find it odd that Stata doesn't provide a way of calculating
it directly...



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