xttobit_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 xttobit postestimation}{right:dialog:  {bf:{dialog xttobit_p:predict}}}
{right:also see:  {helpb xttobit}}
{hline}

{title:Title}

{p2colset 5 36 38 2}{...}
{p2col :{hi:[XT] xttobit postestimation} {hline 2}}Postestimation tools for xttobit{p_end}
{p2colreset}{...}


{title:Description}

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

{synoptset 15 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_lrtest
INCLUDE help post_mfx
INCLUDE help post_nlcom
{synopt :{helpb xttobit 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.


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

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

{synoptset 15 tabbed}{...}
{synopthdr :statistic}
{synoptline}
{syntab:Main}
{synopt :{opt xb}}linear prediction assuming u_i=0, the default{p_end}
{synopt :{opt p:r0(a,b)}}Pr({it:a} < y < {it:b}) assuming u_i is zero{p_end}
{synopt :{opt e:0(a,b)}}E(y | {it:a} < y < {it:b}) assuming u_i is zero{p_end}
{synopt :{opt ys:tar0(a,b)}}E(y*), y*=max{a,min(y_j,b)} assuming u_i=0{p_end}
{synopt :{opt stdp}}standard error of the linear prediction{p_end}
{synopt :{opt stdf}}standard error of the linear forecast{p_end}
{synoptline}
{p2colreset}{...}
INCLUDE help esample

INCLUDE help whereab


{title:Options for predict}

{dlgtab:Main}

{phang}
{cmd:xb}, the default, calculates the linear prediction.

{phang}
{opt pr0(a,b)} calculates estimates of
{bind:Pr({it:a} < y < {it:b})} assuming u_i is zero, which is the probability
that y would be observed in the interval (a,b), given the current values of
the predictors, {bf:x}_{it:it}, and given a zero random effect.

{pmore}
{it:a} and {it:b} may be specified as numbers or variable names;{break}
{cmd:pr0(20,30)} calculates {bind:Pr(20 < y < 30)};{break}
{cmd:pr0(lb,ub)} calculates {bind:Pr(lb < y < ub)}; and{break}
{cmd:pr0(20,ub)} calculates {bind:Pr(20 < y < ub)}.

{pmore}
{it:a} missing {bind:({it:a} {ul:>} .)} means minus infinity;
{cmd:pr0(.,30)} calculates {bind:Pr(y < 30)} and
{cmd:pr0(lb,30)} calculates {bind:Pr(y < 30)} in observations for which
{bind:lb {ul:>} .} (and calculates {bind:Pr(lb < y < 30)} elsewhere).

{pmore}
{it:b} missing {bind:({it:b} {ul:>} .)} means plus infinity;
{cmd:pr0(20,.)} calculates {bind:Pr(y > 20)} and
{cmd:pr0(20,ub)} calculates {bind:Pr(y > 20)} in observations for which
{bind:ub {ul:>} .} (and calculates {bind:Pr(20 < y < ub)} elsewhere).

{phang}
{opt e0(a,b)} calculates estimates of {bind:E(y | {it:a} < y < {it:b})}
assuming u_i is zero, which is the expected value of y conditional on y being
in the interval (a,b), meaning that y is censored.  {it:a} and {it:b} are
specified as they are for {cmd:pr0()}.

{phang}
{opt ystar0(a,b)} calculates estimates of E(Y*) assuming u_i
is zero, where {bind:Y* = {it:a}} if {bind:y {ul:<} {it:a}}, {bind:Y* = {it:b}}
if {bind:y {ul:>} {it:b}}, and {bind:Y* = y} otherwise.  {it:a} and {it:b} are
specified as they are for {cmd:pr0()}.

{phang}
{opt stdp} calculates the standard error of the linear prediction.

{phang}
{opt stdf} calculates the standard error of the linear forecast.

{phang}
{opt nooffset} is relevant only if you specified {opth offset(varname)} for
{cmd:xttobit}.  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.


{title:Examples}

{phang}{cmd:. xttobit y1 x1 x2 x3, i(id) ll(20)}{p_end}
{phang}{cmd:. predict lowy1, pr0(., 30)}{p_end}
{phang}{cmd:. predict y1st, ystar0(20, 60)}{p_end}


{title:Also see}

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

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