Introductory Stata 20: Postestimation Statistics Part 2 (estat)
The "estat" command after the OLS regression shows the postestimation statistics of that regression. The "estat summarize" command provides a summary table of the variables we use in the regression. Next, we can check multicollinearity using the "estat vif "command.
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20. Postestimation Statistics 2
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capture log close
log using post2.log, text replace
set showbaselevels on
webuse nlsw88.dta, clear
describe
summarize
regress wage grade age i.married i.union i.race
*summary statistics
estat summarize
*multicollinearity
estat vif
estat vce, correlation
*heteroskedasticity
estat hettest
estat hettest, rhs mtest
*functional form
estat ovtest
log close
#estat #Stata