mvreg_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}
{* 23mar2005}{...}
{bf:mvreg postestimation} {right:dialog:  {bf:{dialog reg3_p:predict}}}
{right:also see:  {helpb mvreg}  }
{hline}

{title:Title}

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


{title:Description}

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

{synoptset 14}{...}
{p2coldent :command}description{p_end}
{synoptline}
INCLUDE help post_estat
INCLUDE help post_estimates
INCLUDE help post_hausman
INCLUDE help post_lincom
INCLUDE help post_nlcom
{p2col :{helpb mvreg 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 14 tabbed}{...}
{synopthdr :statistic}
{synoptline}
{syntab:Main}
{synopt :{opt xb}}xb, linear prediction; the default{p_end}
{synopt :{opt stdp}}standard error of the linear 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 stdd:p}}standard error of the difference in linear predictions{p_end}
{synoptline}
{p2colreset}{...}
{p 4 6 2} 
These statistics are available both in and out of sample; type {cmd:predict} ... {cmd:if e(sample)} ... if wanted only for the estimation sample.  


{title:Options for predict}

{dlgtab:Main}

{phang}
{cmd:equation(}{it:eqno}[{cmd:,}{it:eqno}]{cmd:)} specifies the equation to
which 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()}, results are 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, e.g., {cmd:equation(#1,#2)} or
{opt equation(income,hours)}.  When two equations must be specified, 
{opt equation()} is required.  With {cmd:equation(#1,#2)}, {opt difference}
computes the prediction of {cmd:equation(#1)} minus the prediction of
{cmd:equation(#2)}.

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

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

{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.


{title:Examples}

{phang2}{cmd:. mvreg headroom trunk turn = price mpg displ gear_ratio length weight}

{pstd}
To then test that the coefficients on price are 0 in all equations:

{phang2}{cmd:. test price}

{pstd}
To test that the coefficients on price are 0 in the trunk and turn equations:

{phang2}{cmd:. test [trunk]price [turn]price}

{pstd}
To test an across-equation equality:

{phang2}{cmd:. test [trunk]price = [turn]price}{p_end}
{phang2}{cmd:. test [headroom]price = [trunk]price, accum}

{pstd}
To test a general linear combination:

{phang2}{cmd:. test [trunk]price - [headroom]mpg = [turn]price - [turn]mpg}


{title:Also see}

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

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