ivreg_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}
{* 14mar2005}{...}
{cmd:help ivreg postestimation}{right:dialog:  {bf:{dialog regriv_p:predict}}}
{right:also see:  {helpb ivreg}  }
{hline}

{title:Title}

{p2colset 5 33 35 2}{...}
{p2col :{hi:[R] ivreg postestimation} {hline 2}}Postestimation tools for ivreg{p_end}
{p2colreset}{...}


{title:Description}

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

{synoptset 14 tabbed}{...}
{p2coldent :command}description{p_end}
{synoptline}
{p2coldent :* {helpb adjust}}adjusted predictions of xb{p_end}
{synopt :{helpb estat}}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 ivreg 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}
{synopt :{opt sc:ore}}score; equivalent to {opt residuals}{p_end}
INCLUDE help regstats
{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.  These are
based on the estimated equation when the observed values of the endogenous
variables are used{hline 2}not the projections of the instruments
onto the endogenous variables.

{phang}{opt score} is a synonym for {opt residuals}.

{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)};{break}
{cmd:pr(lb,30)} calculates {bind:Pr(xb + u < 30)} in
observations for which {bind:lb {ul:>} .}{break} 
(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)}; {break}
{cmd:pr(20,ub)} calculates {bind:Pr(xb + u > 20)} in
observations for which {bind:ub {ul:>} .}{break} (and calculates 
{bind:Pr(20 < xb + u < ub)} elsewhere).

{phang}
{cmd:e(}{it:a}{cmd:,}{it:b}{cmd:)} 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,
y|x is censored.  {it:a} and {it:b} are specified as they are for
{opt pr()}.

{phang}
{cmd:ystar(}{it:a}{cmd:,}{it:b}{cmd:)} 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}. 


{title:Examples}

{phang}{cmd:. ivreg rent pcturban (hsngval = faminc reg2-reg4)}{p_end}
{phang}{cmd:. est store ivreg}{p_end}
{phang}{cmd:. hausman ivreg ., constant sigmamore}{p_end}

{phang}{cmd:. regress hsngval faminc reg2-reg4 pcturban}{p_end}
{phang}{cmd:. predict hsng_hat}{p_end}
{phang}{cmd:. predict hsng_res, res}{p_end}
{phang}{cmd:. regress rent hsngval pcturban hsng_hat}{p_end}
{phang}{cmd:. test hsng_hat}{p_end}


{title:Also see}

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

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