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Re: st: diagnostics with pweight / svyreg


From   Eva Gottschalk <[email protected]>
To   [email protected], Friedrich Huebler <[email protected]>
Subject   Re: st: diagnostics with pweight / svyreg
Date   Fri, 06 Apr 2007 10:19:26 +0200

Well, I'd like to perform the Cook Weisberg test for heteroskedasticity,
which can be done by using the
- hettest
command after an unweighted regression.
I'd also like to discover influential cases with cooks d, but the
command
- predict X, cooksd
also doesn't work after a pweighted regression.

Thanks,
Eva

Zitat von Friedrich Huebler <[email protected]>:

> Eva,
> 
> Which commands are you referring to? Please be more specific. The
> combined subject index in my Stata manual has the following entries
> under "regression diagnostics":
> 
> - ladder
> - logistic
> - predict
> - regress postestimation
> - regress postestimation time series
> 
> Friedrich
> 
> --- Eva Gottschalk <[email protected]> wrote:
> > Need your help!
> > I am calculating an OLS regression with surveydata that is
> weighted
> > for the overrepresentation of east germany (that I control for
> with
> > a dummy in my reg). I'd like to test my model by using regression
> > diagnistics, but most of the commands won't work with weighted
> data.
> > Why is that? So how can I test the Gauss-Markov assumptions?
> Didn't
> > find any help in the stata archiv... So I'm grateful for any
> > comments!
> 
> 
> 
> 
> 
> 
> 
>  
>
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