June 2018 Update

This commit is contained in:
Ingy döt Net 2018-06-22 20:57:24 +00:00
parent ba8067c3b7
commit 22f33d4004
5278 changed files with 84726 additions and 14379 deletions

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clear
set seed 17760704
set obs 200
forv i=1/4 {
gen x`i'=rnormal()
}
gen y=1.5+0.8*x1-0.7*x2+1.1*x3-1.7*x4+rnormal()

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reg y x*

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. di _b[x1]
.75252466
. di _b[_cons]
1.3991314
. di _se[x1]
.06895593
. di _se[_cons]
.06978623

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. estat ic
Akaike's information criterion and Bayesian information criterion
-----------------------------------------------------------------------------
Model | Obs ll(null) ll(model) df AIC BIC
-------------+---------------------------------------------------------------
. | 200 -487.1455 -275.6985 5 561.397 577.8886
-----------------------------------------------------------------------------
Note: N=Obs used in calculating BIC; see [R] BIC note.
. estat vce
Covariance matrix of coefficients of regress model
e(V) | x1 x2 x3 x4 _cons
-------------+------------------------------------------------------------
x1 | .00475492
x2 | -.00040258 .00486445
x3 | -.00042516 .00017355 .00521125
x4 | -.00011915 -.0002568 .00054646 .00386583
_cons | .00030777 -.00031109 -.00023794 .00058926 .00487012
. predict yhat, xb
. predict r, r