Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: difference in residuals


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: difference in residuals
Date   Thu, 5 Apr 2007 14:43:12 +0100

No, it is not correct. You want 

predict resglm, res 

as Maarten implied. 

Nick 
[email protected] 

Cinzia Rienzo
 
> thanks Marteen, 
> for glm i used:  predict resglm
> for ols i use: predict resols, resid
> 
> is this correct?
> but when i use the predict of Glm i get (almost) the same result!
 
Maarten buis wrote:

> >Looking at the resglm results I don't think they are the 
> residuals but
> >the linear predictor. Did you correctly use -predict- here 
> (the options
> >of predict after -glm- are different than those after -regress-).

Cinzia Rienzo 

> >> i am replicating a paper so i know the results i should 
> get; the aim
> >> is 
> >> to analyse the residual of a regression; 
> >> the problem is that  when i regress the following:
> >> 
> >> glm  lwage1 age  educ educage educage2 educage3 educage4 [aw=hwt]
> >> 
> >> i obtain the same results as the author exept for the 
> variance gap of
> >> 
> >> the 90-10 centile.
> >> 
> >> When instead i regress the following:
> >> reg  lwage1 age  educ educage educage2 educage3 educage4 [aw=hwt]
> >> i get the same 90-10 gap centile but the other results are 
> different.
> >> 
> >> Both regressions give the same coefficient but the residual are 
> >> different: 
> >> 
> >> Variable |       Obs        Mean    Std. Dev.       Min        Max
> >> 
> ------------+--------------------------------------------------------
> >>  resols |   1761676   -.0012382     .454438  -2.421267   3.340183
> >>  resglm |   1761676     1.77811    .3409537   .6651884  2.437594
> >> 
> >> Could you please suggest me what could be the problem or is it 
> >> methodologically not correct to work with the two regressions and 
> >> therefore with the two residuals?

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index