reg3_postestimation.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 18mar2005}{...}
{cmd:help reg3 postestimation}{right:dialog:  {bf:{dialog reg3_p:predict}}}
{right:also see:  {helpb reg3}   }
{hline}

{title:Title}

{p2colset 5 32 34 2}{...}
{p2col :{hi:[R] reg3 postestimation} {hline 2}}Postestimation tools for reg3{p_end}
{p2colreset}{...}


{title:Description}

{synoptset 14 tabbed}{...}
{p2coldent :command}description{p_end}
{synoptline}
{p2coldent:* {helpb estat}}AIC, BIC, VCE, and estimation sample summary{p_end}
INCLUDE help post_estimates
INCLUDE help post_hausman
INCLUDE help post_lincom
INCLUDE help post_mfx
INCLUDE help post_nlcom
{synopt :{helpb reg3 postestimation##predict:predict}}predictions, residuals,
influence statistics, and other diagnostic measures{p_end}
INCLUDE help post_predictnl
INCLUDE help post_test
INCLUDE help post_testnl
{synoptline}
{p2colreset}{...}
{pstd}* {cmd:estat ic} may not be used after {cmd:reg3, 2sls}.


{marker predict}{...}
{title:Syntax for predict}

{p 8 19 2}
{cmd:predict} {dtype} {newvar} {ifin} 
   [{cmd:,} {opt eq:uation}{cmd:(}{it:eqno}[{cmd:,}{it:eqno}]{cmd:)} 
   {it:statistic}]

{marker statistic}{...}
{synoptset 14 tabbed}{...}
{synopthdr:statistic}
{synoptline}
{syntab:Main}
{synopt :{opt xb}}xb, fitted values; the default{p_end}
{synopt :{opt stdp}}standard error of the prediction{p_end}
{synopt :{opt r:esiduals}}residuals{p_end}
{synopt :{opt d:ifference}}difference between the linear predictions of two
equations{p_end}
{synopt :{opt stddp}}standard error of the difference in linear
predictions{p_end}
{synoptline}
{p2colreset}{...}
INCLUDE help esample


{title:Options for predict}

{dlgtab:Main}

{phang}
{cmd:equation(}{it:eqno}[{cmd:,}{it:eqno}]{cmd:)} specifies to which
equation you are referring.

{pmore}
{opt equation()} is filled in with one {it:eqno} for options {opt xb}, 
{opt stdp}, and {opt residuals}.  {cmd:equation(#1)} would mean the
calculation is to be made for the first equation, {cmd:equation(#2)} would
mean the second, and so on.  Alternatively, you could refer to the equations
by their names.  {cmd:equation(income)} would refer to the equation named
income and {cmd:equation(hours)} to the equation named hours.

{pmore}
If you do not specify {opt equation()}, results are the same as if you
specified {cmd:equation(#1)}.

{pmore}
{opt difference} and {opt stddp} refer to between-equation concepts.
To use these options, you must specify two equations, e.g., 
{cmd:equation(#1,#2)} or {cmd:equation(income,hours)}.  When two equations
must be specified, {opt equation()} is required.

{phang}
{opt xb}, the default, calculates the fitted values{hline 2}the prediction of
xb for the specified equation.

{phang}
{opt stdp} calculates the standard error of the specified prediction.  It can
be thought of as the standard error of the predicted expected value or mean
for the observation's covariate pattern.  This is also referred to as the
standard error of the fitted value.

{phang}
{opt residuals} calculates the residuals.

{phang}
{opt difference} calculates the difference between the linear predictions of
two equations in the system.  With {cmd:equation(#1,#2)}, {opt difference}
computes the prediction of {cmd:equation(#1)} minus the prediction of
{cmd:equation(#2)}.

{phang}
{opt stddp} is allowed only after you have previously fitted a
multiple-equation model.  The standard error of the difference in linear
predictions (x1b - x2b) between equations 1 and 2 is calculated.

{phang}
For more information on using {cmd:predict} after multiple-equation estimation
commands, see {helpb predict}. 


{title:Also see}

{psee}
Manual:  {hi:[R] reg3 postestimation}{p_end}

{psee}
Online:  {helpb reg3};{break} 
{helpb estimates}, {helpb hausman}, 
{helpb lincom}, 
{helpb mfx}, {helpb nlcom}, {helpb predictnl}, {helpb test}, {helpb testnl}
{p_end}