RE: st: Write output to file

[Dirk Nachbar <Dirk.Nachbar@dwp.gsi.gov.uk>]

I think you can install within Stata with

net install outreg

I don't think it does store the variance, use this

logit y x

predict yhat

gen res=(yhat-y)/ sqrt(yhat(1-yhat))

sum res

Dirk Nachbar

Assistant Economist

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Hendri@uvt.nl 04/05/2007 15:00

To statalist@hsphsun2.harvard.edu@internet cc Subject RE: st: Write output to file

Dirk,

    check outreg for output

http://ideas.repec.org/c/boc/bocode/s375201.html

OK, thank you. How do I install that? I found that I have to create a

personal ado folder. How do I tell stata to look there for ado files too?

    On residuals from logits, there is no straightforward interpretation

for them since they are not normally distributed. You can standardize them

by dividing y-yhat by sqrt(yhat(1-yhat)), where yhat is the prediction, and

then check the mean and SD.

I know, the question was meant to ask: where does Stata store that info. I

know e(b) contains estimated coefficients, does it also store the estimated

variance of the noise term?

Thank you,

-Hendri.

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