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Syntax for predict
For all but the population-averaged model
predict [type] newvar [if] [in] [, statistic nooffset]
Population-averaged model
predict [type] newvar [if] [in] [, PA_statistic nooffset]
statistic Description
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Main
xb xb, fitted values; the default
stdp calculate standard error of the fitted values
ue u_i + e_it, the combined residual
* xbu xb + u_i, prediction including effect
* u u_i, the fixed- or random-error component
* e e_it, the overall error component
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Unstarred statistics are available both in and out of sample; type predict ... if
e(sample) ... if wanted only for the estimation sample. Starred statistics are
calculated only for the estimation sample, even when if e(sample) is not specified.
PA_statistic Description
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Main
mu probability of depvar; considers the offset()
rate probability of depvar
xb calculate linear prediction
stdp calculate standard error of the linear prediction
score first derivative of the log likelihood with respect to xb
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These statistics are available both in and out of sample; type predict ... if e(sample)
... if wanted only for the estimation sample.
Menu
Statistics > Postestimation > Predictions, residuals, etc.
Options for predict
+------+
----+ Main +-----------------------------------------------------------------------------
xb calculates the linear prediction, that is, a + bx_it. This is the default for all
except the population-averaged model.
stdp calculates the standard error of the linear prediction. For the fixed-effects
model, this excludes the variance due to uncertainty about the estimate of u_i.
mu and rate both calculate the predicted probability of depvar. mu takes into account
the offset(), and rate ignores those adjustments. mu and rate are equivalent if you
did not specify offset(). mu is the default for the population-averaged model.
ue calculates the prediction of u_it + e_it.
xbu calculates the prediction of a + bx_it + u_i, the prediction including the fixed or
random component.
u calculates the prediction of u_i, the estimated fixed or random effect.
e calculates the prediction of e_it.
score calculates the equation-level score.
nooffset is relevant only if you specified offset(varname) for xtreg. It modifies the
calculations made by predict so that they ignore the offset variable; the linear
prediction is treated as xb rather than xb + offset.
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