{smcl} {* *! version 1.0.4 09jun2015}{...} {cmd:help spivreg postestimation} {right:also see: {helpb spivreg} } {hline} {title:Title} {p 4 16 2} {cmd:spivreg postestimation} {hline 2} Postestimation tools for spivreg{p_end} {title:Description} {pstd} The following postestimation commands are available after {cmd:spivreg}: {synoptset 17 notes}{...} {p2coldent :command}description{p_end} {synoptline} INCLUDE help post_estatic INCLUDE help post_estatsum INCLUDE help post_estatvce INCLUDE help post_estimates INCLUDE help post_lincom INCLUDE help post_lrtest INCLUDE help post_nlcom {synopt :{helpb spivreg postestimation##predict:predict}}predicted values{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}] {synoptset 15 tabbed}{...} {synopthdr :statistic} {synoptline} {syntab :Main} {synopt :{opt na:ive}}predictions based on the observed values of {bf:y}; the default{p_end} {synopt :{opt xb}}linear prediction{p_end} {synoptline} {p2colreset}{...} {title:Options for predict} {dlgtab:Main} {phang} {opt naive} predicted values based on the observed values of {bf:y}, {bf:Y}*{bf:g} + {it:lambda}*{bf:W}*{bf:y} + {bf:X}*{bf:b}. {phang} {opt xb} calculates the linear prediction {bf:X}*{bf:b}. {marker remarks}{...} {title:Remarks} {pstd} The methods implemented in {cmd:predict} after {cmd:spivreg} are documented in Drukker, Prucha, and Raciborski (2011) which can be downloaded from {browse "http://econweb.umd.edu/~prucha/Papers/WP_spivreg_2011.pdf"}. {pstd} The predictor computed by the option {bf:naive} will generally be biased; see Kelejian and Prucha (2007) for an explanation. {pstd} See {help spreg postestimation##remarks:Remarks} in {cmd:spreg postestimation} for a more detailed discussion of biased and unbiased spatial predictors. {title:Examples} {pstd}Setup{p_end} {phang2}{cmd:. use pollute}{p_end} {phang2}{cmd:. spmat use cobj using pollute.spmat}{p_end} {phang2}{cmd:. spivreg pollution area (factories = penalties), id(id) dlmat(cobj) elmat(cobj)}{p_end} {pstd}Obtain predicted values based on the observed values of {bf:y}{p_end} {phang2}{cmd:. predict yhat}{p_end} {title:References} {phang} Drukker, D. M., I. R. Prucha, and R. Raciborski. 2011. A command for estimating spatial-autoregressive models with spatial autoregressive disturbances and additional endogenous variables. Working paper, The University of Maryland, Department of Economics, {browse "http://econweb.umd.edu/~prucha/Papers/WP_spivreg_2011.pdf"}. {phang} Kelejian H. H., and I. R. Prucha. 2007. The relative efficiencies of various predictors in spatial econometric models containing spatial lags. {it:Regional Science and Urban Economics} 37, 363-374. {title:Also see} {psee} Online: {helpb spivreg}, {helpb spreg} (if installed){p_end}