Hi,
I have noticed that when I run the following, they produce exactly similar results for coefficients, SE and residuals. However, their predicted yhats are not similar and this is due to different constents.
My question is
If I need to use predicted yhat, not the residuals, which model will I use? And how will I know that whatever I am choosing is the correct one for yhat?
sysuse auto, clear
xtset rep
regress price mpg weight length i.rep i.trunk
predict ccc1
areg price mpg weight length i.trunk, absorb(rep)
predict ccc
reghdfe price mpg weight length, absorb (rep trunk)
predict ccc2
regress price mpg weight length i.rep i.trunk
predict bbb1, residuals
areg price mpg weight length i.trunk, absorb(rep)
predict bbb, residuals
reghdfe price mpg weight length, absorb (rep trunk) resid
Related Posts with Coefficient, SE and Residuals are same but not the predicted yhat
Changing Label Code in LabelHey everyone, I have received a data set where the sender incorrectly assigned the wrong codes for …
Mixed frequency in panal data Hello sir, in my panel data dependent variable is monthly excess return but independent variables …
Help via mergeI have 2 datasets: HEIGHT AGE SCORE x z x y HEIGHT AGE Controls x z x x y x Ho…
Adding suffix or prefix to each element of a global varlistHello, I have a core set of variables and for each of them I generated several secondary variables.…
Create a rate variable for population as a whole with sample weightsDear Stata users, I am new to stata and am working on a dataset with 20 mio. people for two years w…
Subscribe to:
Post Comments (Atom)
0 Response to Coefficient, SE and Residuals are same but not the predicted yhat
Post a Comment