📄 areg_postestimation.hlp
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{smcl}
{* 25mar2005}{...}
{cmd:help areg postestimation}{right:dialog: {bf:{dialog areg_p:predict}}}
{right:also see: {helpb areg} }
{hline}
{title:Title}
{p2colset 5 32 34 2}{...}
{p2col :{hi:[R] areg postestimation} {hline 2}}Postestimation tools for areg{p_end}
{p2colreset}{...}
{title:Description}
{pstd}
The following postestimation commands are available for {cmd:areg}:
{synoptset 11}{...}
{p2coldent :command}description{p_end}
{synoptline}
INCLUDE help post_estat
INCLUDE help post_estimates
INCLUDE help post_lincom
INCLUDE help post_linktest
INCLUDE help post_lrtest
INCLUDE help post_mfx
INCLUDE help post_nlcom
{synopt :{helpb areg 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}]
{pstd}
where y = xb + d_absorbvar + e and {it:statistic} is
{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 dr:esiduals}} d_absorbvar + e = y - xb{p_end}
{p2coldent: * {opt xbd}} xb + d_absorbvar{p_end}
{p2coldent :* {opt d}} d_absorbvar{p_end}
{p2coldent :* {opt r:esiduals}} residual{p_end}
{p2coldent :* {opt sc:ore}} score; equivalent to {opt residuals}{p_end}
{synoptline}
{p2colreset}{...}
INCLUDE help unstarred
{title:Options for predict}
{phang}{opt xb}, the default, calculates the prediction of xb, the
fitted values, using the average effect of the absorbed variable. Also see
{opt xbd} below.
{phang}{opt stdp} calculates the standard error of xb.
{phang}{opt dresiduals} calculates y - xb, which are the
residuals plus the effect of the absorbed variable.
{phang}{opt xbd} calculates xb + d_absorbvar, which are
the fitted values including the individual effects of the absorbed variable.
{phang}{opt d} calculates d_absorbvar, the individual
coefficients for the absorbed variable.
{phang}{opt residuals} calculates the residuals, that is,
{bind:y - (xb + d_absorbvar)}.
{phang}{opt score} is a synonym for {opt residuals}.
{title:Examples}
{phang}{cmd:. areg lofstay occrate region2-region4, absorb(dcode)}{p_end}
{phang}{cmd:. predict lofhat, xbd}{p_end}
{phang}{cmd:. predict fe, d}{p_end}
{title:Also see}
{psee}
Manual: {bf:[R] areg postestimation}
{psee}
Online: {helpb areg},{break}
{helpb estimates},
{helpb lincom}, {helpb linktest}, {helpb lrtest}, {helpb mfx},
{helpb nlcom}, {helpb predictnl},
{helpb test}, {helpb testnl}
{p_end}
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