You may estimate models where two or more dependent variables are regressed on the same set of predictors. Note that collin is an ado file which has to be downloaded (start with findit collin).Īlternatives to the regress command Two or more dependent variables Produces additional statistics about collinearity, e.g., eigenvalues, condition number and the determinant of the correlation matrix. Saves the values of dfbeta for variable "educ" in variable "dfbe1".ĭisplays the values of AIC and BIC in the output. Saves the values of Cook's d in variable "cd1".Ĭomputes dfbeta for all independent variables and stores the values in variables whose names are given in the output. It is said to do better in detecting non-linearity. Note that an "augmented component plus residual plot" is available with command acprplot. Options for this plot are available, such as "lowess" or "mspline".
Will produce a component plus residual plot for variable "experience". Will display an added variable plot for the dummy variable that represents the category coded "3" of variable "group" ( not the third value of this variable). Will display an added variable plot for variable "experience". Will produce a tableau of added variable plots for all independen variables. fitted values (helpful for assessing heteroskedasticity). Here are some useful post-estimation commands: estat hettestīreusch-Pagan/Cook-Weisberg test for heteroskedasticity. if the svy option (see complex samples) was used. Note that some statistics and plots will not work with survey data, i.e. Regression diagnostics and much else can be obtained after estimation of a regression model. Regress DEPVAR INDVAR1 INDVAR2 INDVAR3, beta robust Keyword beta is required if you want to obtain standardized regression coefficients.Įxample with estimation of robust (Huber-White) standard errors Regress DEPVAR INDVAR1 INDVAR2 INDVAR3, beta
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