There are many tools to closely inspect and diagnose results from regression and other estimation procedures, i.e. after you have performed a command like regress you can use, what Stata calls a command. Postestimation commands are found in two places: in the menu and .
Below you will find a few examples for the most common options; there are many more, including specific ones for different types of regression. For more details for the regress command check help regress postestimation, help logistic postestimation for logistic regression etc.
The predict command lets you create a number of derived variables in a regression context, variables you can inspect and plot. [Click the paperclip to see the options: menu dialog]
predict py | Creates py with the predicted values |
predict res1, residual | Copies the residuals|
predict cd, cooksd | Copies Cook's distance |
Here's a list of derived variables you can copy.
<none> | Predicted values (OLS), predicted probabilities for logistic regression, probit .... |
xb | linear prediction (same as no option for OLS), |
residuals | residuals |
score | score; equivalent to residuals |
rstandard | standardized residuals |
rstudent | Studentized (jackknifed) residuals |
cooksd | Cook's distance |
leverage | hat | leverage (diagonal elements of hat matrix) |
ystar(a,b) | E(y*), y* = max(a,min(y,b)) |
stdp | standard error of the linear prediction |
stdf | standard error of the forecast |
stdr | standard error of the residual |
welsch | Welsch distance |
covratio | COVRATIO |
dfits | DFITS |
dfbeta(varname) | DFBETA for varname |
Here you see the diagnostic plots available from the menu.
Example: Produce a leverage plot, after a regression.
lvr2plot, mlabel(country)
Here's a list of the most common diagnostic commands (see the documentation for details)
dfbeta | influence statistics |
estat hettest | test heteroskedasticity |
estat vif | variance inflation factors |
acprplot | |
avplot | added-variable plot |
avplots | all added-variable plots in one image |
cprplot | component-plus-residual plot |
lvr2plot | leverage-versus-squared-residual plot |
rvfplot | residual-versus-fitted plot |
rvpplot | residual-versus-predictor plot |
Detailed explanations can be found here UCLA Stata Webbook