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  • A typo in -areg postestimation- entry, Stata .pdf manual?

    Dear All,
    reading the Example 2, -areg postestimation- entry, Stata .pdf manual,
    The squared residuals...
    should be
    The squared fitted values...
    instead, as per the following toy-example:
    Code:
    . use https://www.stata-press.com/data/r18/auto2, clear
    (1978 automobile data)
    
    . areg mpg weight gear_ratio, absorb(rep78)
    
    Linear regression, absorbing indicators             Number of obs     =     69
    Absorbed variable: rep78                            No. of categories =      5
                                                        F(2, 62)          =  41.64
                                                        Prob > F          = 0.0000
                                                        R-squared         = 0.6734
                                                        Adj R-squared     = 0.6418
                                                        Root MSE          = 3.5109
    
    ------------------------------------------------------------------------------
             mpg | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
    -------------+----------------------------------------------------------------
          weight |  -.0051031   .0009206    -5.54   0.000    -.0069433    -.003263
      gear_ratio |    .901478   1.565552     0.58   0.567    -2.228015    4.030971
           _cons |   34.05889   7.056383     4.83   0.000     19.95338     48.1644
    ------------------------------------------------------------------------------
    F test of absorbed indicators: F(4, 62) = 1.117               Prob > F = 0.356
    
    . predict fitted, xb
    
    . g sq_fitted=fitted^2
    
    . areg mpg fitted sq_fitted, absorb(rep78)
    
    Linear regression, absorbing indicators             Number of obs     =     69
    Absorbed variable: rep78                            No. of categories =      5
                                                        F(2, 62)          =  46.50
                                                        Prob > F          = 0.0000
                                                        R-squared         = 0.6939
                                                        Adj R-squared     = 0.6643
                                                        Root MSE          = 3.3990
    
    ------------------------------------------------------------------------------
             mpg | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
    -------------+----------------------------------------------------------------
          fitted |  -.9305602   .9537856    -0.98   0.333     -2.83715    .9760302
       sq_fitted |   .0462785   .0227219     2.04   0.046     .0008582    .0916989
           _cons |   19.24899   9.725618     1.98   0.052    -.1922457    38.69022
    ------------------------------------------------------------------------------
    F test of absorbed indicators: F(4, 62) = 1.278               Prob > F = 0.288
    
    .
    Kind regards,
    Carlo
    (StataNow 18.5)

  • #2
    Hi Carlo,

    Thanks for point this out. We will fix it.

    Enrique

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