eivreg_postestimation.hlp

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{smcl}
{* 14mar2005}{...}
{cmd:help eivreg postestimation}{right:dialog:  {bf:{dialog cnsreg_p:predict}}}
{right:also see:  {helpb eivreg}{space 1}}
{hline}

{title:Title}

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


{title:Description}

{pstd}
The following postestimation commands are available for {opt eivreg}:

{synoptset 11}{...}
{p2coldent :command}description{p_end}
{synoptline}
INCLUDE help post_adjust1
{synopt :{helpb estat}}VCE and estimation sample summary{p_end}
INCLUDE help post_estimates
INCLUDE help post_lincom
INCLUDE help post_linktest
INCLUDE help post_mfx
INCLUDE help post_nlcom
{synopt :{helpb eivreg 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}{...}


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

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

{synoptset 14 tabbed}{...}
{synopthdr :statistic}
{synoptline}
{syntab :Main}
{synopt :{opt xb}}xb, fitted values (the default}{p_end}
{synopt :{opt r:esiduals}}residuals{p_end}
INCLUDE help regstats
{synoptline}
{p2colreset}{...}
INCLUDE help esample
INCLUDE help whereab


{title:Options for predict}

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

{phang}{opt residuals} calculates the residuals, that is, y - xb.

{phang}
{cmd:pr(}{it:a}{cmd:,}{it:b}{cmd:)} calculates the
{bind:Pr({it:a} < xb + u < {it:b})}, the probability that y|x would be observed
in the interval ({it:a},{it:b}).

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

{pmore}
{it:a} missing {bind:({it:a} {ul:>} .)} means -infinity;
{cmd:pr(.,30)} calculates {bind:Pr(-infinity < xb + u < 30)} and
{cmd:pr(lb,30)} calculates
{bind:Pr(-infinity < xb + u < 30)} in observations for which
{bind:lb {ul:>} .} (and calculates
{bind:Pr(lb < xb + u < 30)} elsewhere).

{pmore}
{it:b} missing {bind:({it:b} {ul:>} .)} means +infinity;
{opt pr(20,.)} calculates {bind:Pr(+infinity > xb + u > 20)} and
{cmd:pr(20,ub)}
calculates {bind:Pr(+infinity > xb + u > 20)} in observations for which
{bind:ub {ul:>} .} (and calculates
{bind:Pr(20 < xb + u < ub)} elsewhere).

{phang}
{opt e(a,b)} calculates
{bind:E(xb + u | {it:a} < xb + u < {it:b})}, the expected value of y|x
conditional on y|x being in the interval ({it:a},{it:b}), meaning that y|x is
censored.  {it:a} and {it:b} are specified as they are for {opt pr()}.

{phang}
{opt ystar(a,b)} calculates E(y*),
where {bind:y* = {it:a}} if
{bind:xb + u {ul:<} {it:a}}, {bind:y* = {it:b}} if
{bind:xb + u {ul:>} {it:b}}, and {bind:y* = xb + u} otherwise,
meaning that y* is truncated.  {it:a} and {it:b} are specified as
they are for {opt pr()}.

{phang}
{opt stdp} calculates the standard error of the prediction, which can be
thought of as the standard error of the predicted expected value or mean for
the observation's covariate pattern.  This is also referred to as the standard
error of the fitted value.

{phang}
{opt stdf} calculates the standard error of the forecast, which is the
standard error of the point prediction for a single observation and is
commonly referred to as the standard error of the future or forecast value. By
construction, the standard errors produced by {opt stdf} are always larger
than those produced by {opt stdp}.


{title:Example}

{phang}{cmd:. eivreg price weight foreign mpg, r(weight .85 mpg .9)}{p_end}
{phang}{cmd:. predict prhat if e(sample)}


{title:Also see}

{psee}
Manual:  {bf:[R] eivreg postestimation}

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