Dear all,
I have two questions about -adjust- after -regress-.
First, under what circumstances should the -by()-
variable be included or not included in the regression
model. ( I get different adjust outputs),
Second, according to the help file, the -se- option is
"equivalent to the stdp option of predict". Therefore,
I should be able to get what -adjust- reports using
-predict-, but I can't. Using the auto data and these
commands:
qui regress price mpg foreign
predict yhat
predict se, stdp
adjust , by( foreign) se
by foreign, sort:sum yhat se
I get that mean(yhat)= adjusted(mean) as expected, but
I can't get the adjusted(se). What am I missing?
Thank you in advance,
Ricardo.
=====
Ricardo Ovaldia, MS
Statistician
Oklahoma City, OK
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