xthtaylor_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 xthtaylor postestimation} {right:dialog:  {bf:{dialog xtht_p:predict}}{space 2}}
{right:also see:  {helpb xthtaylor}}
{hline}

{title:Title}

{p2colset 5 38 40 2}{...}
{p2col :{hi:[XT] xthtaylor postestimation} {hline 2}}Postestimation tools for xthtaylor{p_end}
{p2colreset}{...}


{title:Description}

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

{synoptset 13 tabbed}{...}
{p2coldent :command}description{p_end}
{synoptline}
{p2coldent :* {helpb adjust}}adjusted predictions of xb{p_end}
{p2col :{helpb estat}}VCE and estimation sample summary{p_end}
INCLUDE help post_estimates
INCLUDE help post_lincom
INCLUDE help post_mfx
INCLUDE help post_nlcom
{synopt :{helpb xthtaylor 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}
* {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}]

{synoptset 13 tabbed}{...}
{synopthdr :statistic}
{synoptline}
{syntab:Main}
{synopt :{opt xb}}B*x[i,t] + G*z[i] fitted values; the default{p_end}
{synopt :{opt stdp}}standard error of the fitted values{p_end}
{synopt :{opt ue}}u[i] + e[i,t], the combined residual{p_end}
{p2coldent :* {opt xbu}}B*x[i,t] + G*z[i] + u[i], prediction including effect{p_end}
{p2coldent :* {opt u}}u[i], the random error component{p_end}
{p2coldent :* {opt e}}e[i,t], prediction of the idiosyncratic error component{p_end}
{synoptline}
{p2colreset}{...}
INCLUDE help unstarred


{title:Options for predict}

{dlgtab:Main}

{phang}
{opt xb}, the default, calculates the linear prediction;
that is, B*x[i,t] + G*z[i].

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

{phang}
{opt ue} calculates the prediction of u[i] + e[i,t].

{phang}
{opt xbu} calculates the prediction of B*x[i,t] + G*z[i] + u[i], the
prediction including the random effect.

{phang}
{opt u} calculates the prediction of u[i], the estimated
random effect.

{phang}
{opt e} calculates the prediction of e[i,t].


{title:Examples}

{phang}{cmd:. xthtaylor lwage wks south smsa ms exp exp2 occ ind union fem blk ed, endog(exp exp2 occ ind union ed) i(id)}{p_end}
{phang}{cmd:. test fem = 0, notest}{p_end}
{phang}{cmd:. test blk = 0, accumulate}{p_end}

{phang}{cmd:. predict xbandre, xbu}{p_end}


{title:Also see}

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

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