sureg_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}
{* 24mar2005}{...}
{cmd:help sureg}{right:dialog:  {bf:{dialog reg3_p:predict}}}
{right:also see:  {helpb sureg}{space 2}}
{hline}

{title:Title}

{p2colset 5 33 35 2}{...}
{p2col:{hi:[R] sureg postestimation} {hline 2}}Postestimation tools for
sureg{p_end}
{p2colreset}{...}


{title:Description}

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

{synoptset 13}{...}
{synopt:command}description{p_end}
{synoptline}
INCLUDE help post_estat
INCLUDE help post_estimates
INCLUDE help post_lincom
INCLUDE help post_mfx
INCLUDE help post_nlcom
{synopt:{helpb sureg 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:,}
{cmdab:eq:uation:(}{it:eqno}[{cmd:,}{it:eqno}]{cmd:)}
{it:statistic}]

{synoptset 13 tabbed}{...}
{synopthdr:statistic}
{synoptline}
{syntab:Main}
{synopt:{opt xb}}xb fitted values; the default{p_end}
{synopt:{opt stdp}}standard error of the prediction{p_end}
{synopt:{opt r:esiduals}}residuals{p_end}
{synopt:{opt d:ifference}}difference between the linear predictions of two
equations{p_end}
{synopt:{opt stddp}}standard error of the difference in linear predictions{p_end}
{synoptline}
{p2colreset}{...}
INCLUDE help esample


{title:Options for predict}

{dlgtab:Main}

{phang}
{cmd:equation(}{it:eqno}[{cmd:,}{it:eqno}]{cmd:)}
  specifies to which equation(s) you are referring.

{pmore}
{opt equation()} is filled in with one {it:eqno} for options {opt xb},
{opt stdp}, and {opt residuals}.  {cmd:equation(#1)} would mean the
calculation is to be made for the first equation, {cmd:equation(#2)} would mean
the second, and so on.  Alternatively, you could refer to the equations by
their names.  {cmd:equation(income)} would refer to the equation named income
and {cmd:equation(hours)} to the equation named hours.

{pmore}
If you do not specify {opt equation()}, the results are the same as if you specified
{cmd:equation(#1)}.

{pmore}
{opt difference} and {opt stddp} refer to between-equation concepts.
To use these options, you must specify two equations, for example,
{cmd:equation(#1,#2)} or {cmd:equation(income,hours)}.  When two equations
must be specified, {opt equation()} is required.

{phang}
{opt xb}, the default, calculates the fitted values{hline 2}the prediction
of xb for specified equation.

{phang}
{opt stdp} calculates the standard error of the prediction for the specified
equation.  It 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 residuals} calculates the residuals.

{phang}
{opt difference} calculates the difference between the linear
predictions of two equations in the system.
With {cmd:equation(#1,#2)}, {opt difference} computes the prediction of
{cmd:equation(#1)} minus the prediction of {cmd:equation(#2)}.

{phang}
{opt stddp} 
is allowed only after you have previously fitted a multiple-equation model.
The standard error of the difference in linear predictions between equations 1
and 2 is calculated.

{pstd}
For more information on using {opt predict} after multiple-equation
estimation, see {helpb predict}.


{title:Examples}

{phang}{cmd:. sureg (mpg price weight length) (gear price weight length)}{p_end}
{phang}{cmd:. predict mpghat, xb equation(#1)}{p_end}
{phang}{cmd:. predict gearstdp, stdp equation(#2)}{p_end}


{title:Also see}

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

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