xtregar_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}
{* 29mar2005}{...}
{cmd:help xtregar postestimation} {right:dialog:  {bf:{dialog xtrar_p:predict}}}
{right:also see:  {helpb xtregar}}
{hline}

{title:Title}

{p2colset 5 36 33 2}{...}
{p2col :{hi:[XT] xtregar postestimation} {hline 2}}Postestimation tools for xtregar{p_end}
{p2colreset}{...}


{title:Description}

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

{synoptset 13 tabbed}{...}
{p2coldent :command}description{p_end}
{synoptline}
{p2coldent :* {helpb adjust}}adjust predictions of xb or exp(xb){p_end}
INCLUDE help post_estat
INCLUDE help post_estimates
INCLUDE help post_hausman
INCLUDE help post_lincom
INCLUDE help post_mfx
INCLUDE help post_nlcom
{synopt :{helpb xtregar 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}{...}
{phang}
* {opt adjust} will 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 13 tabbed}{...}
{synopthdr :statistic}
{synoptline}
{syntab:Main}
{synopt :{opt xb}}xb, fitted values; the default{p_end}
{synopt :{opt ue}}u_i + e_it, the combined residual{p_end}
{p2coldent :* {opt u}}u_i, the fixed- or random error component{p_end}
{p2coldent :* {opt e}}e_it, the overall error component{p_end}
{synoptline}
{p2colreset}{...}
{p 4 6 2}
{opt u} and {opt e} are available only for the fixed-effects estimator.
Unstarred statistics are available both in and out of sample; type
{cmd:predict} {it:...} {cmd:if e(sample)} {it:...} if wanted only for the
estimation sample.  Starred statistics are calculated only for the estimation
sample even when "{cmd:if e(sample)}" is not specified.


{title:Options for predict}

{dlgtab:Main}

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

{phang}
{opt ue} calculates the prediction of u_it + e_it.

{phang}
{opt u} calculates the prediction of u_i, the estimated fixed or random effect.

{phang}
{opt e} calculates the prediction of e_it.


{title:Example}

{phang}{cmd:. xtregar invest market stock, re lbi}{p_end}
{phang}{cmd:. predict double ihat, xb}{p_end}


{title:Also see}

{psee}
Manual:  {bf:[XT] xtregar postestimation}

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