st: Standard error of the forecast and multivariate regression

[Gillian.Frost@hsl.gsi.gov.uk]

Hello all,

This is probably a statistical question, but I wondered if anyone could 
help me.

I was wondering if anyone could provide me with a reason why it is not 
possible to generate the standard error of the forecast using -predict 
newvar, stdf- after multivariate regression using -mvreg- ? 
I read somewhere in the help files (although I can't see where now) that 
the -stdf- option can only be used for a regression where the score can be 
calculated using -predict newvar, score-.  Now -mvreg- doesn't allow the 
score option of -predict-, which I'm guessing is why stdf cannot be 
specified.  However this doesn't really explain why the score option is 
not valid for multivariate regression.  Can anyone help?

Is this specific to Stata, or would this be the same in whichever 
statistical package you were using?  I'm just wondering if I could turn to 
R or some other programme.

I'd be grateful for any insights.

Many thanks,

Gillian


------------------------------------------------------------------------
ATTENTION:

This message contains privileged and confidential information intended
for the addressee(s) only. If this message was sent to you in error,
you must not disseminate, copy or take any action in reliance on it and
we request that you notify the sender immediately by return email.

Opinions expressed in this message and any attachments are not
necessarily those held by the Health and Safety Laboratory or any person
connected with the organisation, save those by whom the opinions were
expressed.

Please note that any messages sent or received by the Health and Safety
Laboratory email system may be monitored and stored in an information
retrieval system.
------------------------------------------------------------------------
Think before you print - do you really need to print this email?
------------------------------------------------------------------------

------------------------------------------------------------------------
Scanned by MailMarshal - Marshal's comprehensive email content security
solution. Download a free evaluation of MailMarshal at www.marshal.com
------------------------------------------------------------------------

The original of this email was scanned for viruses by the Government Secure Intranet virus scanning service supplied by Vodafone in partnership with Symantec. (CCTM Certificate Number 2009/09/0052.) On leaving the GSi this email was certified virus free.
Communications via the GSi may be automatically logged, monitored and/or recorded for legal purposes.
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/