Hey guys,
I was hoping you would help me clarify a post-estimation issue I am having in stata.
Assume I run a regression:
y= b0+ b1x1+b2x2.+ b3x3


I can then use the predict command to get the predictions (point estimates) and standard errors at the observation level for:
yhat=b0hat+b1hatx1+b2hatx2+b3hatx3
My question is how do I get the mean prediction and its respective standard error?
My belief is that using the mean command after getting the observation specific predictions (point estimates) as above would be wrong.
Any advice towards solving this issue would be highly appreciated.
Thanks.