*! version 1.0.4 09jun2015
help spivreg postestimation also see: spivreg

Title

spivreg postestimation -- Postestimation tools for spivreg

Description

The following postestimation commands are available after spivreg:

command description

predict predicted values

Syntax for predict

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

statistic

Main
naive predictions based on the observed values of y;
the default

xb linear prediction

Options for predict

Main

naive predicted values based on the observed values of y,
Y*g + lambda*W*y + X*b.

xb calculates the linear prediction X*b.

Remarks

The methods implemented in predict after spivreg are
documented in Drukker, Prucha, and Raciborski (2011) which can be
downloaded from
http://econweb.umd.edu/~prucha/Papers/WP_spivreg_2011.pdf.

The predictor computed by the option naive will generally be biased;
see Kelejian and Prucha (2007) for an explanation.

See Remarks in spreg postestimation
for a more detailed discussion of biased and unbiased spatial predictors.

Examples

Setup

. use pollute

. spmat use cobj using pollute.spmat

. spivreg pollution area (factories = penalties), id(id) dlmat(cobj) elmat(cobj)

Obtain predicted values based on the observed values of y

. predict yhat

References

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,
http://econweb.umd.edu/~prucha/Papers/WP_spivreg_2011.pdf.

Kelejian H. H., and I. R. Prucha. 2007. The relative efficiencies of various
predictors in spatial econometric models containing spatial lags.
Regional Science and Urban Economics 37, 363-374.

Also see

Online: spivreg, spreg (if installed)