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 -------------------------------------------------------------------------
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