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Re: RE: RE: st: difference in residuals


From   Cinzia Rienzo <[email protected]>
To   [email protected]
Subject   Re: RE: RE: st: difference in residuals
Date   Thu, 5 Apr 2007 15:07:15 +0100 (BST)

OK, get it!
thanks so much Nick!
cinzia


Nick Cox wrote:


>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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