{smcl}
{* 07Apr2011/06Apr2011/25Nov2010/11Feb2010/30dec2006/06sep2006/03aug2006}{...}
{hline}
help for {cmd:betafit postestimation}
{hline}

{title:Title}

{p2colset 5 31 34 2}{...}
{p2col :{hi:betafit postestimation} {hline 2}}Postestimation tools for
betafit{p_end}
{p2colreset}{...}


{title:Description}

{p 4 4 2}This file documents postestimation tools for {help betafit}. 

{p 4 4 2}{helpb betafit postestimation##dbetafit:dbetafit} displays discrete changes and 
marginal effects after {help betafit}.

{p 4 4 2}The following standard postestimation commands are also available:

{synoptset 14 tabbed}{...}
{p2coldent :command}description{p_end}
{synoptline}
INCLUDE help post_estat
INCLUDE help post_estimates
INCLUDE help post_lincom
INCLUDE help post_lrtest
INCLUDE help post_mfx
{synopt :{helpb margins}}marginal means, predictive margins, marginal effects, and average marginal effects{p_end}
INCLUDE help post_nlcom
{synopt :{helpb betafit postestimation##predict:predict}}predictions and residuals{p_end}
INCLUDE help post_predictnl
INCLUDE help post_suest
INCLUDE help post_test
INCLUDE help post_testnl
{synoptline}
{p2colreset}{...}


{marker dbetafit}{...}
{hline}
help for {cmd:dbetafit}
{hline}

{title:Syntax for dbetafit}

{p 8 17 2}
{cmd:dbetafit} 
[{cmd:,} 
{cmd:at(}{it:variables_and_values}{cmd:)} 
]


{title:Description}

{p 4 4 2}{cmd:dbetafit} displays changes in predicted dependent variable for
three types of discrete changes in explanatory variables and two types of 
marginal effects:

{p 8 8 2}{cmd:Discrete changes}

{p 8 8 2}{cmd:Min --> Max} shows the change in predicted dependent variable 
when an explanatory variable changes from its minimum value to its maximum
value, while keeping all other variables at their specified values (by 
default their means). This is the only effect shown for indicator or dummy 
variables (variables with only two distinct values).

{p 8 8 2}{cmd:+-SD/2} shows the change in predicted dependent variable when an 
explanatory variable moves from half a standard deviation below its specified 
value (by default the mean) to half a standard deviation above its specified 
value, while keeping all other variables at their specified values. In other 
words, it shows the effect of a standard deviation change in an explanatory 
variable, centred on the specified value, on the predicted dependent 
variable.

{p 8 8 2}{cmd:+-1/2} shows the change in predicted dependent variable when an 
explanatory variable moves from half a unit below its specified value to half 
a unit above its specified value, while keeping all other variables at their 
specified values. In other words, it shows the effect of a unit change in 
explanatory variable, centred on the specified value, on the predicted 
dependent variable.

{p 8 8 2}{cmd:Marginal effects}

{p 8 8 2}{cmd:MFX at x} shows the marginal effect of each (non-indicator or non-dummy) variable,
while keeping all variables at their specified values. The marginal effect is 
the change in predicted dependent variable for a unit change in the explanatory 
variable, assuming that the effect does not change over that interval.

{p 8 8 2}{cmd:Max MFX} is the maximum marginal effect. Marginal effects change
depending on which values of the explanatory variables they are evaluated for. The 
maximum marginal effect shows the marginal effect you would get if you had 
chosen those values of the explanatory variables that would maximize the marginal
effect. The marginal effect is maximum if the predicted proportion is .5; hence
this may lie outside the range of the observed data. 

{p 4 4 2} {cmd:dbetafit} is only allowed after {cmd:betafit} in the alternative
parameterization, i.e. if one or both {cmd:muvar()} and {cmd:phivar()} is 
specified or if the {cmd:alternative} option is specified. {helpb mfx} can be
used to get marginal effects after {cmd:betafit} in both the conventional and the
alternative parametrization.


{title:Options}

{p 4 8 2}{cmd:at(}{it:variables_and_values}{cmd:)} is used to specify at which 
values of the explanatory variables the effects are calculated. 
{it:variables_and_values} is an alternating list of variables and either numeric 
values or mean, median, min, max, p1, p5, p10, p25, p50, p75, p90, p95, p99. The default
is mean for all variables. The statistics p1, p5, ..., p99, are the 1st, 5th, ..., 99th 
percentiles.


{title:Examples}

{cmd}
    use http://fmwww.bc.edu/repec/bocode/c/citybudget.dta, clear

    betafit governing, mu(minorityleft noleft houseval popdens)

    dbetafit, at(minorityleft 0 noleft 0)
{txt}
{p 4 4 2}({stata "betafit_ex":click to run}){p_end}


{title:Author of {cmd:dbetafit}}

{p 4 4 2}Maarten L. Buis,{break}Universitaet Tuebingen{break}maarten.buis@uni-tuebingen.de


{marker predict}{...}
{hline}
help for {cmd:predict}
{hline}

{title:Syntax for predict}

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

{synoptset 14 tabbed}{...}
{synopthdr :statistic}
{synoptline}
{synopt :{opt p:roportion}}proportion (the default){p_end}
{synopt :{cmd:xb}}xb, fitted values{p_end}
{synopt :{cmd:stdp}}standard error of the prediction{p_end}
{synopt :{cmd:sd}}standard deviation{p_end}
{synopt :{cmd:alpha}}alpha in the conventional parameterization{p_end}
{synopt :{cmd:beta}}beta in the conventional parameterization{p_end}
{synopt :{cmd:mu}}mu in the alternative parameterization, equivalent to {opt proportion}{p_end}
{synopt :{cmd:phi}}phi in the alternative parameterization{p_end}
{p2coldent :* {opt pe:arson}}Pearson residuals{p_end}
{p2coldent :* {opt work:ing}}working residuals{p_end}
{p2coldent :* {opt part:ial}}partial residuals{p_end}
{p2coldent :* {opt scr:esidual}}score residuals{p_end}
{synopt :{opt sc:ore}}first derivative of the log likelihood with respect to the linear 
predictor. {p_end}
{synoptline}
{p2colreset}{...}
INCLUDE help unstarred


{title:Options for predict}

{phang}
{opt proportion} (the default) calculates the proportions.

{phang}
{opt xb} calculates the linear prediction.

{phang}
{opt stdp} calculates the standard error of the linear prediction.

{phang}
{opt sd} calculates the estimated standard deviation of the depedent variable.

{phang}
{cmd:alpha} calculates alpha in the conventional parameterization. This can be specified after estimating 
a model using {cmd:betafit}, regardless of the parameterization used. 

{phang}
{cmd:beta} calculates beta in the conventional parameterization. This can be specified after estimating 
a model using {cmd:betafit}, regardless of the parameterization used.

{phang}
{cmd:phi} calculates phi in the alternative parameterization. This can be specified after estimating 
a model using {cmd:betafit}, regardless of the parameterization used.

{phang}
{opt pearson} calculates the Pearson residuals, the raw residuals scaled 
by the estimated standard deviation of the predicted proportion.  

{phang}
{opt working} calculates the working residuals as discussed on page 53 of {help betafit_postestimation##hardin:Hardin and Hilbe (2007)}.

{phang}
{opt partial} calculates the partial residuals as discussed on page 54 of 
{help betafit_postestimation##hardin:Hardin and Hilbe (2007)}. This requires that
one of the explanatory variables is specified in the {opt var()} option.

{phang}
{opt scresidual} calculates the score residuals 
(see {help betafit_postestimation##rocha:Rocha and Simas (forthcoming)}) or 
"standardized weighted residuals 1" 
(see {help betafit_postestimation##espinheira:Espinheira et al. (2008)}). 
These residuals tend to 
be more symmetric and normal/Gaussian-like, making them easier to interpret than Pearson residuals.  

{phang}
{opt score} calculates the first derivative of the log likelihood with respect
to the linear predictions.


{title:References}

{marker cox}{...}
{p 4 8 2}
Cox, Nicholas J. 2005.  Speaking Stata: The protean quantile plot. 
{it:The Stata Journal} 5(3): 442-460.
{browse "http://www.stata-journal.com/article.html?article=gr0018"}

{marker espinheira}{...}
{p 4 8 2}
Espinheira, Patr{c i'}cia L., Ferrari, Silvia L.P., and Cribari-Neto, Francisco. 2008. 
On beta regression residuals. {it:Journal of Applied Statistics} 35(4): 407-419.

{marker hardin}{...}
{p 4 8 2}
Hardin, James W. and Hilbe, Joseph M. 2007. {it:Generalized Linear Models and Extensions} (2nd edition).
College Station, TX: Stata Press.

{marker rocha}{...}
{p 4 8 2}
Rocha, Andr{c e'}a V. and Simas, Alexandre B. (forthcoming). 
Influence diagnostics in a general class of beta regression models. 
{it:Mathematics and Statistics}.

{marker winter}{...}
{p 4 8 2}
Winter, Nicholas J.G. 2005. Stata tip 23: Regaining control over axis ranges.
{it:The Stata Journal} 5(3): 467-468.
{browse "http://www.stata-journal.com/article.html?article=gr0019"}


{title:Also see}

{p 4 13 2}
Online: help for {helpb betafit}, {helpb estimates}, {helpb lincom}, 
{helpb lrtest}, {helpb mfx}, {helpb nlcom}, {helpb predict}, {helpb predictnl},
{helpb suest}, {helpb test}, {helpb testnl}
{p_end}