Postestimation Analysis (Part1) |Regression Analysis and Estimation Methods |Stata Tutorials Topic35
Stata Tutorials Topic 35: Postestimation Analysis (Part 1) | Regression Analysis and Estimation Methods Using Stata
Hi, I am Bob. In this topic, we will have a look at the postestimation commands after the OLS regressions. After we regress a model, we can use a variety of postestimation Stata commands to get information about the estimation and perform regression diagnostics, including marginal effects of explanatory variables, linear tests of parameter estimates, tests for heteroskedasticity, diagnostic plots, and many others.
Please download the BOB.dta dataset:
https://drive.google.com/file/d/13yxn...
The Stata commands in this video:
*OLS Regression
regress hwage schooling age i.married i.female
*Obtain Residuals and Fitted Values
predict red1, residuals
predict xb1, xb
summarize hwage xb1 red1 if e(sample)
*Homoskedasticity Assumption
graph twoway (scatter red1 xb1, yline(0) msize(tiny))
rvfplot, yline(0) msize(tiny)
estat hettest
estat hettest, rhs mtest
*Normality Assumption
kdensity red1, normal
graph twoway (kdensity hwage, lcolor(blue)) (kdensity xb1, lcolor(orange))
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