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Title
[XT] xtreg postestimation -- Postestimation tools for xtreg
Description
The following postestimation commands are of special interest after xtreg:
Command Description
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xttest0 Breusch and Pagan LM test for random effects
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The following standard postestimation commands are also available:
Command Description
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contrast contrasts and ANOVA-style joint tests of estimates
(1) estat ic Akaike's and Schwarz's Bayesian information criteria (AIC and BIC)
estat summarize summary statistics for the estimation sample
estat vce variance-covariance matrix of the estimators (VCE)
estimates cataloging estimation results
(2) forecast dynamic forecasts and simulations
hausman Hausman's specification test
lincom point estimates, standard errors, testing, and inference for linear combinations of
coefficients
lrtest likelihood-ratio test
margins marginal means, predictive margins, marginal effects, and average marginal effects
marginsplot graph the results from margins (profile plots, interaction plots, etc.)
nlcom point estimates, standard errors, testing, and inference for nonlinear combinations of
coefficients
predict predictions, residuals, influence statistics, and other diagnostic measures
predictnl point estimates, standard errors, testing, and inference for generalized predictions
pwcompare pairwise comparisons of estimates
test Wald tests of simple and composite linear hypotheses
testnl Wald tests of nonlinear hypotheses
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