RE: Standard deviation of the residual

[DY Kim]

I ran logistic regression of y. I saved the residuals after estimating the regression.

Step 1: logit y x1 x2 x3
Step 2: predict resid, residuals

From the second step, I can obtain the standard deviation of the residuals. That is just one number.

Next, I want to store the standard deviation of the residual for each observation. Would please provide stata codes? Any help would be appreciated.

[DY Kim]

To compute the standard deviation of the residual, I used the code below. However, it gave the error message.

. predict stdr, stdr
option stdr not allowed
r(198);

[Rich Goldstein]

not sure what your question is in #2, but to see what options are allowed for -predict- after a -logit-, see

help logit postestimation##predict

[DY Kim]

Step 1: logit y x1 x2 x3
Step 2: predict resid, residuals
Step 3: predict stdr, stdr

I already checked the stata command. To compute the standard deviation of the residuals, I use "predict stdr, stdr." I received the error message: "option stdr not allowed r(198);"

[Carlo Lazzaro]

DY:
you may want to consider:

. use "C:\Program Files\Stata16\ado\base\a\auto.dta"
(1978 Automobile Data)

. logit foreign price mpg, vce(cluster foreign)

Iteration 0:   log pseudolikelihood =  -45.03321  
Iteration 1:   log pseudolikelihood = -36.627434  
Iteration 2:   log pseudolikelihood = -36.462562  
Iteration 3:   log pseudolikelihood =  -36.46219  
Iteration 4:   log pseudolikelihood = -36.462189  

Logistic regression                             Number of obs     =         74
                                                Wald chi2(0)      =          .
                                                Prob > chi2       =          .
Log pseudolikelihood = -36.462189               Pseudo R2         =     0.1903

                                (Std. Err. adjusted for 2 clusters in foreign)
------------------------------------------------------------------------------
             |               Robust
     foreign |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       price |    .000266   .0001199     2.22   0.027     .0000309    .0005011
         mpg |   .2338353   .0614319     3.81   0.000     .1134309    .3542396
       _cons |  -7.648111   .0981982   -77.88   0.000    -7.840576   -7.455646
------------------------------------------------------------------------------

. predict residual, res

. egen res_sd=sd(residual)

[DY Kim]

Carlo,

Thank you for your help! Does the command of "predict stdr, stdr" produce the same information as your suggested command of "egen res_sd=sd(residual)." If that is the case, why the former command did not work and generated the error message of "option stdr not allowed r(198);"

[Carlo Lazzaro]

DY:
because -predict stdr, stdr- is not part of -logistic- or -logit- postestmation routines.