canon_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}
{* 03may2005}{...}
{cmd:help canon postestimation}{right:dialog:  {bf:{dialog canon_p:predict}}  {bf:{dialog canon_estat:estat}}}
{right:also see:  {helpb canon}{space 9}}
{hline}

{title:Title}

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


{title:Description}

{pstd}
The following postestimation commands are of special interest after 
{cmd:canon}:

{synoptset 18}{...}
{p2coldent :command}description{p_end}
{synoptline}
{synopt :{helpb canon postestimation##estatcorr:estat correlations}}show
correlation matrices{p_end}
{synopt :{helpb canon postestimation##estatload:estat loadings}}show loading
matrices{p_end}
{synopt :{helpb screeplot}}plot canonical correlations{p_end}
{synoptline}
{p2colreset}{...}

{pstd}
In addition, the following standard postestimation commands are
available:

{synoptset 18}{...}
{p2coldent :command}description{p_end}
{synoptline}
{synopt :{helpb estat:estat}}VCE and estimation sample summary{p_end}
INCLUDE help post_estimates
INCLUDE help post_lincom
INCLUDE help post_nlcom
{synopt :{helpb canon postestimation##predict:predict}}predictions,
residuals{p_end}
INCLUDE help post_predictnl
INCLUDE help post_test
INCLUDE help post_testnl
{synoptline}
{p2colreset}{...}


{title:Command-specific postestimation commands}

{pstd}
{cmd:estat correlation} displays the correlation matrices calculated
by {cmd:canon} for the first set of variables, the second set of variables
and those between the two sets of variables.

{pstd}
{cmd:estat loadings} displays the canonical loadings computed by {\ty canon}.


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

{p 8 16 2}
{cmd:predict} {dtype} {newvar} {ifin}
{cmd:,} {it:statistic} [{opt corr:elation()}]

{synoptset 11 tabbed}{...}
{synopthdr :statistic}
{synoptline}
{syntab :Main}
{synopt :{cmd:u}}calculate linear combination of {it:varlist1}{p_end}
{synopt :{cmd:v}}calculate linear combination of {it:varlist2}{p_end}
{synopt :{cmd:stdu}}calculate std. error of linear combination of 
{it:varlist1}{p_end}
{synopt :{cmd:stdv}}calculate std. error of linear combination of 
{it:varlist2}{p_end}
{synoptline}
{phang}There is no default statistic; you must specify one {it:statistic} from
the list.{p_end}
{phang}These statistics are available both in and out of sample; type
"{cmd:predict} {it:...} {cmd:if e(sample)} {it:...}" if wanted only for the
estimation sample.{p_end}
{p2colreset}{...}


{title:Options for predict}

{dlgtab:Main}

{phang}{cmd:u} and {cmd:v} calculate the linear combinations of {it:varlist1}
and {it:varlist2}, respectively.  For the first canonical correlation, 
{cmd:u} and {cmd:v} are the linear combinations having maximal
correlation.  For the second canonical correlation, specified in {cmd:predict}
with the {cmd:correlation(2)} option, {cmd:u} and
{cmd:v} have maximal correlation subject to the constraints that {cmd:u} is
orthogonal to the {cmd:u} from the first canonical correlation,
and {cmd:v} is orthogonal to the {cmd:v} from the first canonical
correlation.  The third and higher are defined similarly.
Canonical correlations may be chosen either with the {cmd:lc()} option
to {cmd:canon}, or by specifying the {cmd:correlation()} option to 
{cmd:predict}. 

{phang}{cmd:stdu} and {cmd:stdv} calculate the standard errors of the
respective linear combinations.

{phang}{cmd:correlation(}{it:#}{cmd:)} specifies the canonical correlation 
for which the requested statistic is to be computed.  The default
value for {cmd:correlation()} is 1.  If the {cmd:lc()} option
to {cmd:canon} was used to calculate one particular canonical correlation,
then only this canonical correlation is in the estimation
results.  You can obtain estimates for it by either specifying 
{cmd:correlation(1)} or by omitting the {cmd:correlation()} option
entirely.  


{marker estatcorr}{...}
{title:Syntax for estat correlation}

{p 8 14 2}
{cmd:estat} {opt cor:relation} [, {opth f:ormat(%fmt)} ]


{marker estatload}{...}
{title:Syntax for estat loadings}

{p 8 14 2}
{cmd:estat} {opt loa:dings} [, {opth f:ormat(%fmt)} ]


{title:Options for estat}

{dlgtab:Main}

{phang} 
{opth format(%fmt)} specifies the display format for numbers in 
matrices; {cmd:format(%8.4f)} is the default.


{title:Examples}

{phang}{cmd:. canon (mpg price weight) (length trunk turn)}{p_end}
{phang}{cmd:. estat load}{p_end}
{phang}{cmd:. estat corr}{p_end}
{phang}{cmd:. predict u1, u corr(1)}{p_end}
{phang}{cmd:. predict u2, u corr(2)}{p_end}


{title:Also see}

{psee}
Manual: {bf:[MV] canon postestimation}

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