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Lopa said
I have a general question about predictnl and that is does it evaluate
any function as in any NL function of the parameters and some
explanatory variables or does it only predict dependent variables as
is usually done.
[R] predictnl -- Obtain nonlinear predictions, standard errors,
etc., after
estimation
That help indicates that " pnl_exp is any valid Stata expression" so
that you may calculate any function for each observation, not just the
standard predicted value.
In Stata 10 help,
When calculating inference-related quantities such as standard
errors, pnl_exp is
evaluated repeatedly for different values of the model
parameters. Therefore, think
of predict() and xb() as a means of substituting for the formula
of the calculation
and not a means of substituting the value of the calculation that
is obtained when
the model parameters are set to any specific values. For example,
. predict double pred_var, predict_options
. predictnl newvar = pred_var, se(newvar_se)
will give standard errors (newvar_se) equal to zero, since once
evaluated, pred_var
will contain values that are fixed with respect to e(b). Instead,
. predictnl newvar = predict(predict_options), se(newvar_se)
will produce what is intended.
which states that zero standard errors will result. I have no idea
whether it works this way in Stata 8.2.
Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
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