I'm interested in using Stata to forecast data based on a linear
regression, and then calculate standard errors for the resulting
forecasts. If the regression is y = b0 + b1*x + err, then I can
type "regress y x" to estimate the equation, then type "predict
yfore, xb" to get forecast values. I can also type "predict
yforse, stdp", and this, says the online help, calculates the
'standard error of the linear prediction'.
The next line of the online help indicates that -predict yfcse, stdf-
generates the standard error of the forecast. Formulas used for both
stdp and stdf are in [r] regress.
