help xtscc postestimation                                       version:  1.1.2
                                                               also see:  xtscc
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Title

xtscc postestimation - Postestimation tools for xtscc

Description

The following postestimation commands are available for xtscc:

command description ------------------------------------------------------------------------- estat VCE and estimation sample summary INCLUDE help post_estimates INCLUDE help post_lincom INCLUDE help post_mfx INCLUDE help post_nlcom predict predictions, residuals, influence statistics, and other diagnostic measures. INCLUDE help post_predictnl INCLUDE help post_test INCLUDE help post_testnl -------------------------------------------------------------------------

Syntax for predict

predict [type] newvar [if] [in] [, statistic]

statistic Description ------------------------------------------------------------------------- xb linear prediction; the default stpd standard error of the linear prediction residuals residuals ------------------------------------------------------------------------- INCLUDE help esample

Options for predict

xb, the default, calculates the linear prediction.

stdp calculates the standard error of the linear prediction.

residuals calculates the residuals.

Example

. webuse grunfeld . xtscc invest mvalue kstock, lag(4)

. predict inv_hat, xb

Author

Daniel Hoechle, University of Basel, daniel.hoechle@unibas.ch

Also see

Online: xtscc; estimates, lincom, mfx, nlcom, predictnl, test, testnl