lfyxqywb 发表于 2014-11-21 10:49 
但是stdr不是标准差吗? 我的理解是 : 一组数产生一个标准差, 但我一组25个的residual却产生了 25 STDR ...
stdp calculates the standard error of the linear prediction. Here the prediction means the
same thing as the "index", namely, xb. The statistic produced by stdp can be thought of
as the standard error of the predicted expected value, or mean index, for the
observation's covariate pattern. The standard error of the prediction is also commonly
referred to as the standard error of the fitted value. The calculation can be made in or
out of sample.