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From | "Martin Weiss" <martin.weiss1@gmx.de> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: post estimation tests with areg |
Date | Tue, 21 Sep 2010 20:02:02 +0200 |
<> "I am a novice Stata user (of 2 weeks) with more questions than answers." BTW, Ben, a very warm welcome to you, it is very good to have you on board! Do not let initial frustration put you off, as hard as it may be sometimes. Stata is big fun once you get past the initial problems! ************* h areg post ************* gives you all the post-estimation options after -areg-. In the upper right corner, you will find a blue link to the predict dialog: Having run -areg- previously, you can let the dialog box guide you in your choice of syntax... HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Benhoen2 Sent: Dienstag, 21. September 2010 19:15 To: statalist@hsphsun2.harvard.edu Subject: st: post estimation tests with areg Hello Stata-listers, I am a novice Stata user (of 2 weeks) with more questions than answers. I am using the areg command to efficiently control for ~2000 fixed effects variables in a regression that has 3-7 independent variables for ~ 110,000 cases. Although the regression itself is very useful (and very fast), I have been unsuccessful at finding a way to do the following post-estimation activities: 1) save predicted values and residuals: I have tried using predict xp [varname] and predict r [varname], respectively. Both generate the following error, "too many variables specified" 2) save standardized residuals (Though if I had un-standardized residuals I could calculate myself) 3) test for heteroskedasticity 4) produce VIF statistics among IV, and 5) produce leverage statistics ...essentially many of the post-estimation options from regress. Are there any programs out there to produce these? (A SSC search was unsuccessful) Should I be using another regress command entirely? Is regress the only way to get there? If it turns out that regress is the only way to handle this, any advice on a) how to efficiently create the 2000 fixed effects variables, and b) encourage the most efficient use of regress with these variables. Thanks, in advance, for any and all. Ben Berkeley Lab * * 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/ * * 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/