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RE: RE: st: difference in residuals


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: RE: st: difference in residuals
Date   Thu, 5 Apr 2007 14:58:54 +0100

Nor did I recommend that. 

predict glm, res 

is what I recommended knowing that -res- 
is an abbreviation for -response-. You
should be able to work that kind of 
detail out for yourself by reading the help. 

Nick 
[email protected] 

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

> 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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