cnsreg_postestimation.hlp

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{smcl}
{* 25mar2005}{...}
{cmd:help cnsreg postestimation}{right:dialog:  {bf:{dialog cnsreg_p:predict}}}
{right:also see:  {helpb cnsreg}{space 1}}
{hline}

{title:Title}

{p2colset 5 34 36 2}{...}
{p2col :{hi:[R] cnsreg postestimation} {hline 2}}Postestimation tools for cnsreg{p_end}
{p2colreset}{...}


{title:Description}

{pstd}
The following postestimation commands are available for {cmd:cnsreg}:

{synoptset 13 tabbed}{...}
{p2coldent :command}description{p_end}
{synoptline}
INCLUDE help post_adjust1star
INCLUDE help post_estat
INCLUDE help post_estimates
INCLUDE help post_lincom
INCLUDE help post_linktest
INCLUDE help post_lrtest
INCLUDE help post_mfx
INCLUDE help post_nlcom
{synopt :{helpb cnsreg 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}{...}
{p 4 6 2}* {cmd:adjust} does not work with time-series operators.


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

{p 8 16 2}
{cmd:predict}
{dtype}
{newvar}
{ifin}
[{cmd:,} {it:statistic}]

{synoptset 14 tabbed}{...}
{synopthdr :statistic}
{synoptline}
{syntab :Main}
{synopt :{opt xb}}xb, fitted values (the default){p_end}
{synopt :{opt r:esiduals}}residuals{p_end}
INCLUDE help regstats
{synopt :{opt sc:ore}}equivalent to {opt residuals}{p_end}
{synoptline}
{p2colreset}{...}
INCLUDE help esample
INCLUDE help whereab


{title:Options for predict}

{phang}
{opt xb}, the default, calculates the linear prediction.

{phang}
{opt residuals} calculates the residuals, that is, y - xb.

{phang}
{opt pr(a,b)} calculates
{bind:Pr({it:a} < xb + u < {it:b})}, the probability that y|x
would be observed in the interval ({it:a},{it:b}).

{pmore}
{it:a} and {it:b} may be specified as numbers or variable names;
lb and ub are variable names;{break}
{cmd:pr(20,30)} calculates {bind:Pr(20 < xb + u < 30)};{break}
{cmd:pr(lb,ub)} calculates {bind:Pr(lb < xb + u < ub)}; and{break}
{cmd:pr(20,ub)} calculates {bind:Pr(20 < xb + u < ub)}.

{pmore}
{it:a} missing {bind:({it:a} {ul:>} .)} means minus infinity;
{cmd:pr(.,30)} calculates {bind:Pr(xb + u < 30)} and
{cmd:pr(lb,30)} calculates {bind:Pr(xb + u < 30)} in observations for which
{bind:lb {ul:>} .} (and calculates {bind:Pr(lb < xb + u < 30)} elsewhere).

{pmore}
{it:b} missing {bind:({it:b} {ul:>} .)} means plus infinity;
{cmd:pr(20,.)} calculates {bind:Pr(xb + u > 20)} and
{cmd:pr(20,ub)} calculates {bind:Pr(xb + u > 20)} in observations for which
{bind:ub {ul:>} .} (and calculates {bind:Pr(20 < xb + u < ub)} elsewhere).

{phang}
{opt e(a,b)} calculates {bind:E(xb + u | {it:a} < xb + u < {it:b})},
the expected value of y|x conditional
on y|x being in the interval ({it:a},{it:b}), meaning that y|x
is censored.  {it:a} and {it:b} are specified as they are for {opt pr()}.

{phang}
{opt ystar(a,b)} calculates E(y*), where {bind:y* = {it:a}}
if {bind:xb + u {ul:<} {it:a}}, {bind:y* = {it:b}} if
{bind:xb + u {ul:>} {it:b}}, and {bind:y* = xb + u} otherwise,
meaning that y* is truncated.  {it:a} and {it:b} are specified as
they are for {opt pr()}.

{phang}
{opt stdp} calculates the standard error of the prediction, which 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 stdf} calculates the standard error of the forecast, which is the
standard error of the point prediction for a single observation.  It is
commonly referred to as the standard error of the future or forecast value.
By construction, the standard errors produced by {opt stdf} are always larger
than those produced by {opt stdp}. 

{phang}
{opt score} is equivalent to {opt residuals} for linear regression models.


{title:Examples}

{phang}{cmd:. constraint define 1 price = weight}{p_end}
{phang}{cmd:. cnsreg mpg price weight, constraints(1)}{p_end}
{phang}{cmd:. predict mgphat, xb}
    

{title:Also see}

{psee}
Manual:  {bf:[R] cnsreg postestimation}

{psee}
Online:  {helpb cnsreg};{break}
{helpb adjust},
{helpb estimates},
{helpb lincom},
{helpb linktest},
{helpb lrtest},
{helpb mfx},
{helpb nlcom},
{helpb predictnl},
{helpb test},
{helpb testnl}
{p_end}