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Re: st: AW: predict residuals in Stata 10
From
Marco Buur <[email protected]>
To
[email protected]
Subject
Re: st: AW: predict residuals in Stata 10
Date
Tue, 30 Mar 2010 18:00:33 +0200
Thank you
I am not sure which residualds I should use in Duan smearing antilog
transfomation: "ue"(combined), "u"(random error) or "e"(overall
error)
Your help is highly appreciated.
Marco
On Thu, Mar 25, 2010 at 11:49 AM, Martin Weiss <[email protected]> wrote:
>
> <>
>
> Everything depends on which residual you are talking about:
>
>
> *************
> // Setup
> vers 10.1
> webuse nlswork, clear
>
> gen age2 = age*age
> gen ttl_exp2 = ttl_exp*ttl_exp
> gen tenure2 = tenure*tenure
> gen byte black = race==2
>
> xtset idcode
>
> // Fixed-effects model
> xtreg ln_w grade age* ttl_exp* /*
> */ tenure* black not_smsa south, fe
>
> predict comb, ue
> predict error, e
> *************
>
>
> The panel case is obviously not just an extension of -regress- where you can
> indeed use the syntax -predict res, res-. Look at -help xtreg postestimation
> ,mark(predict)- to see all available -predict- options after -xtreg-...
>
>
> HTH
> Martin
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von Marco Buur
> Gesendet: Donnerstag, 25. März 2010 10:35
> An: [email protected]
> Betreff: st: predict residuals in Stata 10
>
> Dear Stata members,
>
> I would like to predict residuals after xtreg command (Stata 10) in
> order to use meanonly residuals for Duan smearing antilog
> transformation
>
> predict res, res
>
> but it doesn't work in Stata 10
>
> Any hint?
>
> Thanks
> Marco
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