xtivreg_postestimation.hlp

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{smcl}
{* 07apr2005}{...}
{cmd:help xtivreg postestimation} {right:predict dialogs:  {bf:{dialog xtivp_1:re/be/fe}}  {bf:{dialog xtivp_2:first-diff}}}
{right:also see:  {helpb xtivreg}{space 13}}
{hline}

{title:Title}

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


{title:Description}

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

{synoptset 13 tabbed}{...}
{p2coldent :command}description{p_end}
{synoptline}
INCLUDE help post_adjust1star
{p2col :{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 xtivreg 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}

{phang}
For all but the first-differenced estimator

{p 8 16 2}{cmd:predict} {dtype} {newvar} {ifin} [{cmd:,}
{it:{help xtivreg postestimation##stat:statistic}}]


{phang}
First-differenced estimator

{p 8 16 2}{cmd:predict} {dtype} {newvar} {ifin} [{cmd:,} 
{it:{help xtivreg postestimation##fdstat:FD_statistic}}]

{marker stat}{...}
{synoptset 13 tabbed}{...}
{synopthdr :statistic}
{synoptline}
{syntab:Main}
{synopt :{opt xb}}Z_(it)d, fitted values; the default{p_end}
{synopt :{opt ue}}u_i + v_it, the combined residual{p_end}
{p2coldent :* {opt xbu}}Z_(it)d + v_i, prediction including effect{p_end}
{p2coldent :* {opt u}}u_i, the fixed or random error component{p_end}
{p2coldent :* {opt e}}v_it, the overall error component{p_end}
{synoptline}
{p2colreset}{...}
INCLUDE help unstarred

{marker fdstat}{...}
{synoptset 13 tabbed}{...}
{synopthdr :FD_statistic}
{synoptline}
{syntab:Main}
{synopt :{opt xb}}xb, fitted values for the first-differenced model; the default{p_end}
{synopt :{opt e}}the first-differenced overall error component{p_end}
{synoptline}
{p2colreset}{...}
INCLUDE help esample


{title:Options for predict}

{dlgtab:Main}

{phang}
{opt xb}, the default, calculates the linear prediction, that is, Z_(it)d.
the default.

{phang}
{opt ue} calculates the prediction of u_i + v_it.  This is not available after
the first-differenced model.

{phang}
{opt xbu} calculates the prediction of Z_(it)d + v_i, the prediction including
the fixed or random component.  This is not available after the
first-differenced model.

{phang}
{opt u} calculates the prediction of u_i, the estimated fixed or random
effect.  This is not available after the first-differenced model.

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


{title:Examples}

{phang}{cmd:. xtivreg ln_wage age (ttl_exp = tenure grade), fe}{p_end}
{phang}{cmd:. estimates store iv}{p_end}
{phang}{cmd:. xtreg ln_wage age ttl_exp, fe}{p_end}
{phang}{cmd:. hausman iv .}{p_end}

{phang}{cmd:. xtivreg y1 x1 x2 (y2 = z1 z2 z3), re}{p_end}
{phang}{cmd:. predict reffect, u}{p_end}


{title:Also see}

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

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