Create residual series.
Creates and saves residuals in the workfile from an estimated equation object.
Syntax
equation_name.makeresids(options) [res1]
Follow the equation name with a period and the makeresids keyword, then provide a name to be given to the stored residual.
Options
o (default) | Ordinary residuals. |
s | Standardized residuals (available only after weighted estimation and GARCH, binary, ordered, censored, and count models). |
g (default for ordered models) | Generalized residuals (available only for binary, ordered, censored, and count models). |
prompt | Force the dialog to appear from within a program. |
Examples
equation eq1.ls y c m1 inf unemp
eq1.makeresids res_eq1
estimates a linear regression of Y on a constant, M1, INF, UNEMP, and saves the residuals as a series named RES_EQ1.
Cross-references
See
“Weighted Least Squares” for a discussion of standardized residuals after weighted least squares and
“Discrete and Limited Dependent Variable Models” for a discussion of standardized and generalized residuals in binary, ordered, censored, and count models.