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From | Nick Cox <njcoxstata@gmail.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: Standard error of the forecast and multivariate regression |
Date | Wed, 30 Oct 2013 10:20:40 +0000 |
I couldn't answer your question, so I just commented, and can't add to my comment. I would take this to tech support if no StataCorp person comments. Nick njcoxstata@gmail.com On 29 October 2013 16:52, <Gillian.Frost@hsl.gsi.gov.uk> wrote: > Hello all, > > This is probably a statistical question, but I wondered if anyone could > help me. > > I was wondering if anyone could provide me with a reason why it is not > possible to generate the standard error of the forecast using -predict > newvar, stdf- after multivariate regression using -mvreg- ? > I read somewhere in the help files (although I can't see where now) that > the -stdf- option can only be used for a regression where the score can be > calculated using -predict newvar, score-. Now -mvreg- doesn't allow the > score option of -predict-, which I'm guessing is why stdf cannot be > specified. However this doesn't really explain why the score option is > not valid for multivariate regression. Can anyone help? > > Is this specific to Stata, or would this be the same in whichever > statistical package you were using? I'm just wondering if I could turn to > R or some other programme. > > I'd be grateful for any insights. > > Many thanks, > > Gillian > > > ------------------------------------------------------------------------ > ATTENTION: > > This message contains privileged and confidential information intended > for the addressee(s) only. If this message was sent to you in error, > you must not disseminate, copy or take any action in reliance on it and > we request that you notify the sender immediately by return email. > > Opinions expressed in this message and any attachments are not > necessarily those held by the Health and Safety Laboratory or any person > connected with the organisation, save those by whom the opinions were > expressed. > > Please note that any messages sent or received by the Health and Safety > Laboratory email system may be monitored and stored in an information > retrieval system. > ------------------------------------------------------------------------ > Think before you print - do you really need to print this email? > ------------------------------------------------------------------------ > > ------------------------------------------------------------------------ > Scanned by MailMarshal - Marshal's comprehensive email content security > solution. Download a free evaluation of MailMarshal at www.marshal.com > ------------------------------------------------------------------------ > > The original of this email was scanned for viruses by the Government Secure Intranet virus scanning service supplied by Vodafone in partnership with Symantec. (CCTM Certificate Number 2009/09/0052.) On leaving the GSi this email was certified virus free. > Communications via the GSi may be automatically logged, monitored and/or recorded for legal purposes. > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/