Re:st: DFFIT and Stata

[johan.hellstrom@pol.umu.se]

Nuno,

I am not sure whether stata has a (post-) command for this, but you can
create a simple program to get the DFFIT measure in stata after your
regression:

program dffit
	version 9
	predict lev, lev
	predict res, resid
	gen dffit = (lev*res)/(1-lev)

end


Best,
Johan Hellstrom


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/