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st: nbreg and standard error of the forecast


From   Garry Anderson <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: nbreg and standard error of the forecast
Date   Fri, 8 Jul 2011 04:15:43 +0000

Hello Statalist,

I was trying to estimate the standard error of the forecast for a point prediction for 1 observation from a negative binomial regression using -predict predstdf,stdf-. However, option stdfr is not allowed, although stdp is allowed.

Any ideas as to how to calculate the standard error of the forecast would be appreciated.

Cheers, Garry




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