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June 2018 Update

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Ingy döt Net 2018-06-22 20:57:24 +00:00
parent ba8067c3b7
commit 22f33d4004
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Task/Multiple-regression/Stata/multiple-regression-4.stata Normal file
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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