*! version 1.0 01dec2012

Title

sls postestimation -- Postestimation tools for sls

Description

The following postestimation commands are available after sls:

Command Description

predict predictions,
residuals, and other diagnostic measures

Syntax for predict

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

predict [type]
{stub*|newvar1 ... newvarq}
[if] [in] , deydb

statistic

Main
trim trimming vector: 0 for trimmed observations

xb index values; the default

residuals residuals, y-E[y|xb]

ey Expected value of y, conditional on xb, E[y|xb]

score score; derivative of objective function (y-E[y|xb])^2 w.r.t. index, xb

deydi derivative of E[y|xb] w.r.t. index, xb

deydb derivative of E[y|xb] w.r.t. coefficients, b

Examples

. sls y1 x1 x2 x3

. predict expy , ey

. predict db*, deydb

Author

Michael Barker

Georgetown University

mdb96@georgetown.edu

Also see

sls