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st: Residuals calculation
From
Ari Dothan <[email protected]>
To
[email protected]
Subject
st: Residuals calculation
Date
Fri, 9 Jul 2010 08:48:52 +0300
Hi Statalist,
I have two first-difference equations in which the idiosyncratic error
terms are delta[ehat]_it and delta[vhat]_it.
I need to calculate
Rho[ev]=Sigma_iSigma_tDelta[ehat]*Delta[vhat]/Square_root of
(Sigma_iSigma_tDelta{[ehat]_it}^2*Sigma_iSigma_tDelta[vhat]_it^2.
The results stored in e() include e(rss), but I do not know to
calculate this ratio.
Please help, thanks
--
--
Ari Dothan
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