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11197 3
2012-06-18
stata 面板回归 残差的输出命令是什么?
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2012-6-18 21:05:47
rog residual
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2012-6-19 08:24:26

Syntax for predict

    For all but the population-averaged model

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


    Population-averaged model

        predict [type] newvar [if] [in] [, PA_statistic nooffset]


    statistic      Description
    -----------------------------------------------------------------------------------------
    Main
      xb           xb, fitted values; the default
      stdp         calculate standard error of the fitted values
      ue           u_i + e_it, the combined residual
    * xbu          xb + u_i, prediction including effect
    * u            u_i, the fixed- or random-error component
    * e            e_it, the overall error component
    -----------------------------------------------------------------------------------------
    Unstarred statistics are available both in and out of sample; type predict ... if
      e(sample) ... if wanted only for the estimation sample.  Starred statistics are
      calculated only for the estimation sample, even when if e(sample) is not specified.


    PA_statistic   Description
    -----------------------------------------------------------------------------------------
    Main
      mu           probability of depvar; considers the offset()
      rate         probability of depvar
      xb           calculate linear prediction
      stdp         calculate standard error of the linear prediction
      score        first derivative of the log likelihood with respect to xb
    -----------------------------------------------------------------------------------------
    These statistics are available both in and out of sample; type predict ... if e(sample)
      ... if wanted only for the estimation sample.


Menu

    Statistics > Postestimation > Predictions, residuals, etc.


Options for predict

        +------+
    ----+ Main +-----------------------------------------------------------------------------

    xb calculates the linear prediction, that is, a + bx_it.  This is the default for all
        except the population-averaged model.

    stdp calculates the standard error of the linear prediction.  For the fixed-effects
        model, this excludes the variance due to uncertainty about the estimate of u_i.

    mu and rate both calculate the predicted probability of depvar.  mu takes into account
        the offset(), and rate ignores those adjustments.  mu and rate are equivalent if you
        did not specify offset().  mu is the default for the population-averaged model.

    ue calculates the prediction of u_it + e_it.

    xbu calculates the prediction of a + bx_it + u_i, the prediction including the fixed or
        random component.

    u calculates the prediction of u_i, the estimated fixed or random effect.

    e calculates the prediction of e_it.

    score calculates the equation-level score.

    nooffset is relevant only if you specified offset(varname) for xtreg.  It modifies the
        calculations made by predict so that they ignore the offset variable; the linear
        prediction is treated as xb rather than xb + offset.
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2019-6-27 17:46:13
是想求完之后输出吗 直接list就好了呀
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