sungmoo 发表于 2012-4-24 19:52 
reg y x*
predict yp,xb
predict e,r
谢谢斑竹,
. reg y x*
Source | SS df MS Number of obs = 725
-------------+------------------------------ F( 3, 721) = 98.59
Model | 34.7526737 3 11.5842246 Prob > F = 0.0000
Residual | 84.7207719 721 .117504538 R-squared = 0.2909
-------------+------------------------------ Adj R-squared = 0.2879
Total | 119.473446 724 .165018571 Root MSE = .34279
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y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x1 | -4.36e+07 7585710 -5.74 0.000 -5.85e+07 -2.87e+07
x2 | .3251838 .0201112 16.17 0.000 .2857004 .3646673
x3 | -.1711691 .0379364 -4.51 0.000 -.2456482 -.09669
_cons | -.0446073 .0188537 -2.37 0.018 -.081622 -.0075925
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. predict yp,xb
.
. predict e,r
.
. g d=y-yp-e
.
. su d
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
d | 725 4.25e-10 9.90e-09 -7.45e-08 5.96e-08