treatreg_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}
{* 31mar2005}{...}
{cmd:help treatreg postestimation}{...}
{right:dialog:  {bf:{dialog treatr_p:predict}}{space 1}}
{right:also see:  {helpb treatreg}}
{hline}

{title:Title}

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


{title:Description}

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

{synoptset 13 tabbed}{...}
{synopt:command}description{p_end}
{synoptline}
INCLUDE help post_adjust1star
{p2coldent:+ {helpb estat}}AIC, BIC, VCE, and estimation sample summary{p_end}
INCLUDE help post_estimates
INCLUDE help post_lincom
INCLUDE help post_lrtest
INCLUDE help post_mfx
INCLUDE help post_nlcom
{p2col :{helpb treatreg postestimation##predict:predict}}predictions, residuals, influence statistics, and other diagnostic measures{p_end}
INCLUDE help post_predictnl
{p2coldent:+ {helpb suest}}seemingly unrelated estimation{p_end}
INCLUDE help post_test
INCLUDE help post_testnl
{synoptline}
{p 4 6 2}
* {cmd:adjust} does not work with time-series operators.
{p_end}
{p 4 6 2}
+ {cmd:estat ic} and {cmd:suest} do not work after {cmd:treatreg, twostep}.
{p_end}


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

{pstd}
After ML or twostep

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

{pstd}
After ML

{p 8 16 2}
{cmd:predict}
{dtype}
{c -(}{it:stub*}{c |}{it:newvar_reg} {it:newvar_treat} {it:newvar_athrho}
{it:newvar_lnsigma}{c )-}
{ifin}
{cmd:,}
{opt sc:ores}

{marker statistic}{...}
{synoptset 13 tabbed}{...}
{synopthdr:statistic}
{synoptline}
{syntab:Main}
{synopt:{opt xb}}xb, fitted values (the default){p_end}
{synopt:{opt yct:rt}}E(y | treatment = 1){p_end}
{synopt:{opt ycn:trt}}E(y | treatment = 0){p_end}
{synopt:{opt pt:rt}}Pr(treatment = 1){p_end}
{synopt:{opt xbt:rt}}linear prediction for treatment equation{p_end}
{synopt:{opt stdpt:rt}}standard error of the linear prediction for treatment
equation{p_end}
{synopt:{opt stdp}}standard error of the prediction{p_end}
{synopt:{opt stdf}}standard error of the forecast{p_end}
{synoptline}
{p2colreset}{...}
INCLUDE help esample


{title:Options for predict}

{dlgtab:Main}

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

{phang}
{opt yctrt} calculates the expected value of the dependent variable
   conditional on the presence of the treatment: E(y | treatment=1).

{phang}
{opt ycntrt} calculates the expected value of the dependent variable
   conditional on the absence of the treatment: E(y | treatment=0).

{phang}
{opt ptrt} calculates the probability of the presence of the treatment:
   Pr(treatment=1) = Pr(w_j*g + u_j > 0).

{phang}
{opt xbtrt} calculates the linear prediction for the treatment equation.

{phang}
{opt stdptrt} calculates the standard error of the linear prediction for the
   treatment equation.

{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.  It 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}; see {help regress
   postestimation}.

{phang}
{opt scores}, not available with {opt twostep}, calculates equation-level
score variables.

{pmore}
The first new variable will contain the derivative of the log likelihood with
respect to the regression equation.

{pmore}
The second new variable will contain the derivative of the log likelihood with
respect to the treatment equation.

{pmore}
The third new variable will contain the derivative of the log likelihood with
respect to the third equation ({hi:athrho}).

{pmore}
The fourth new variable will contain the derivative of the log likelihood with
respect to the fourth equation ({hi:lnsigma}).


{title:Examples}

{phang}{cmd:. treatreg ww wa cit, treat(wc=wmed wfed)}{p_end}
{phang}{cmd:. predict yhat}{p_end}
{phang}{cmd:. predict yhat, xb}

{phang}{cmd:. predict mystdp, stdp}{p_end}
{phang}{cmd:. predict mystdf, stdf}

{phang}{cmd:. predict yctrt, yctrt}{p_end}
{phang}{cmd:. predict ycntrt, ycntrt}{p_end}
{phang}{cmd:. predict probtrt, ptrt}{p_end}
{phang}{cmd:. predict trtindex, xbtrt}


{title:Also see}

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

{psee}
Online:  
{helpb treatreg},{break}
{helpb adjust},
{helpb estat},
{helpb estimates},
{helpb lincom},
{helpb lrtest},
{helpb mfx},
{helpb nlcom},
{helpb predictnl},
{helpb suest},
{helpb test},
{helpb testnl}
{p_end}