看了xtabond2命令,里面提到这样一句话:
xtabond2 shares features of all estimation commands; see help estcom.
然后点击estcom,出现其帮助文件,里面提到
11. Estimation statistics
Command estat displays scalar- and matrix-valued postestimation statistics such as AIC and BIC.
12. Variance-covariance matrix of the estimators (VCE)
Command estat vce displays the VCE -- either as a covariance matrix or as a correlation matrix.
You can obtain the coefficients and VCE into Stata matrices by using e(b) and e(V) in expressions.
You can obtain the coefficients and VCE into Mata matrices by using st_matrix(e(b)) and st_matrix(e(V)); see [M-5] st_matrix().
谢谢版主
我看到有计算残差的
residuals calculates the residual error of the dependent variable from the linear prediction.
呵呵,只是看到命令帮助,提到
xtabond2 shares features of all estimation commands; see help estcom