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Re: RE: st: difference in residuals


From   Cinzia Rienzo <[email protected]>
To   [email protected]
Subject   Re: RE: st: difference in residuals
Date   Thu, 5 Apr 2007 14:58:17 +0100 (BST)

Thanks nick, 
but with glm STATA does not allow : predict glm, resid!
I have to check
Thanks

cinzia

Nick Cox wrote:


>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?
>
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