xtreg_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}
{* 07apr2005}{...}
{cmd:help xtreg postestimation}{...}
{right:predict dialogs:  {bf:{dialog xtrefe_p:re/be/fe/mle}}  {bf:{dialog xtreg_pa_p:pa}}}
{right:also see:  {helpb xtreg} {space 10}}
{hline}

{title:Title}

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


{title:Description}

{pstd}
The following postestimation commands are of special interest after
{cmd:xtreg}:

{synoptset 13}{...}
{p2coldent :command}description{p_end}
{synoptline}
{synopt :{cmd:{helpb xtreg_postestimation##xttest0:xttest0}}}Breusch and Pagan LM test for random effects{p_end}
{synoptline}
{p2colreset}{...}

{phang}
In addition, the following standard postestimation commands are available:

{synoptset 13 tabbed}{...}
{p2coldent :command}description{p_end}
{synoptline}
INCLUDE help post_adjust1star
{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_lrtest
INCLUDE help post_mfx
INCLUDE help post_nlcom
{synopt :{helpb xtreg 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} will not work with time-series operators.{p_end}
{p 4 6 2}+ {cmd:estat ic} will not work with {cmd:xtreg, be}, {cmd:xtreg, pa}, or {cmd:xtreg, re}.{p_end}


{title:Special-interest postestimation commands}

{pstd}
{cmd:xttest0}, for use after {cmd:xtreg, re}, presents the Breusch and Pagan
Lagrange-multiplier test for random effects, a test that Var(v_i)=0.


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

{phang}
For all but the population-averaged model

{p 8 16 2}
{cmd:predict} {dtype} {newvar} {ifin} [{cmd:,} 
{it:{help xtreg_postestimation##statistic:statistic}} {opt nooff:set}]

{phang}
Population-averaged model

{p 8 16 2}
{cmd:predict} {dtype} {newvar} {ifin} [{cmd:,} 
{it:{help xtreg_postestimation##pastatistic:PA_statistic}} {opt nooff:set}]


{marker statistic}{...}
{synoptset 13 tabbed}{...}
{synopthdr :statistic}
{synoptline}
{syntab:Main}
{synopt :{opt xb}}xb, fitted values; the default{p_end}
{synopt :{opt stdp}}calculate standard error of the fitted values{p_end}
{synopt :{opt ue}}u_i + e_it, the combined residual{p_end}
{p2coldent :* {opt xbu}}xb + u_i, prediction including effect{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}{...}
INCLUDE help unstarred

{marker pastatistic}{...}
{synoptset 13 tabbed}{...}
{synopthdr :PA_statistic}
{synoptline}
{syntab:Main}
{synopt :{opt xb}}calculate linear prediction{p_end}
{synopt :{opt stdp}}calculate standard error of the linear prediction{p_end}
{synopt :{opt sc:ore}}first derivative of the log likelihood with respect to xb{p_end}
{synoptline}
{p2colreset}{...}
INCLUDE help esample


{title:Options for predict}

{dlgtab:Main}

{phang}
{opt xb} calculates the linear prediction, that is, a + bx_it.  This is the
default for all except the population-averaged model.

{phang}
{opt stdp} calculates the standard error of the linear prediction.  Note that,
in the case of the fixed-effects model, this excludes the variance due to
uncertainty about the estimate of u_i.

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

{phang}
{opt xbu} calculates the prediction of a + bx_it + u_i, the prediction
including the fixed or random component.

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

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

{phang}
{opt score} calculates the equation-level score.

{phang}
{opt nooffset} is relevant only if you specified {opth offset(varname)} for
{cmd:xtreg}.  It modifies the calculations made by {cmd:predict} so that
they ignore the offset variable; the linear prediction is treated as xb rather
than xb + offset.


{marker xttest0}{...}
{title:Syntax for xttest0}

        {cmd:xttest0}


{title:Examples}

{phang}{cmd:. xtreg ln_w grade age* ttl_exp* tenure* black not_smsa south, re}{p_end}
{phang}{cmd:. estimates store random_effects}{p_end}
{phang}{cmd:. xtreg ln_w grade age* ttl_exp* tenure* black not_smsa south, fe}{p_end}
{phang}{cmd:. hausman . random_effects}{p_end}

{phang}{cmd:. xttest0}


{title:Also see}

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

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