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On 9 August 2013 18:24, Andrew Hovel <[email protected]> wrote:
> I am trying to return an estimation of variance of errors (sigma^2)
> following a function evaluator non-linear regression. -e(dev)- and
> -e(rss)- are not quite what I need. I am using Stata 12 for Windows.
>
> The goal is to use the variance of errors as a transformation to allow
> me to compare predicted values (currently expressed as natural logs)
> to the non-log actual values of the dependent variable.
>
> I use the following command:
>
> nl (depvar = log({b0 =1} + {xb: var1 var2 ...varn})), variables(var1
> var2 ...varn)
>
> Here, "depvar" = ln(saleprice), where I want to compare actual
> "saleprice" to predicted values.
>
> Is there a saved estimation result I'm missing? Or perhaps someone
> knows of an existing program to estimate variance of errors after
> non-linear regression?
>
> Thanks!
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