-------------------------------------------------------------------------------
       log:  D:\COURSES\PS552\Stata Do Files\RegressionDiagnostics.log
  log type:  text
 opened on:  20 Apr 2004, 11:47:33

. 
. 
. ***************************************************************
. *
. *  Regression Diagnostic Example using grades data
. *
. *  Bert Kritzer
. *  February 24, 2004
. *
. *************************************************************
. 
. drop _all

. use "D:\COURSES\PS552\EXAMPLES\grades.dta", clear

. 
. regress grad_gpa ugrad_gpa gre_verb gre_math

      Source |       SS       df       MS              Number of obs =      42
-------------+------------------------------           F(  3,    38) =   12.05
       Model |  1.30619758     3  .435399193           Prob > F      =  0.0000
    Residual |   1.3725052    38  .036118558           R-squared     =  0.4876
-------------+------------------------------           Adj R-squared =  0.4472
       Total |  2.67870278    41  .065334214           Root MSE      =  .19005

------------------------------------------------------------------------------
    grad_gpa |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
   ugrad_gpa |   .3097719   .0981175     3.16   0.003     .1111435    .5084004
    gre_verb |   .0007806   .0003348     2.33   0.025     .0001028    .0014584
    gre_math |   .0005011   .0003167     1.58   0.122    -.0001401    .0011423
       _cons |   1.864781   .3587148     5.20   0.000     1.138601    2.590961
------------------------------------------------------------------------------

. 
. avplot ugrad_gpa 

. avplot gre_verb 

. avplot gre_math

. avplots

. 
. vif

    Variable |       VIF       1/VIF  
-------------+----------------------
    gre_verb |      1.62    0.615899
    gre_math |      1.60    0.624120
   ugrad_gpa |      1.04    0.960871
-------------+----------------------
    Mean VIF |      1.42

. 
. predict yhat,xb

. predict resid,residuals /* unstandardized residual */

. predict student,rstandard /* internally studentized residual */

. predict dstudent,rstudent /* studentized deleted residual */

. predict lev,leverage

. predict cksd,cooksd

. predict dfit,dfits

. predict dfbugpa,dfbeta(ugrad_gpa)

. predict dfbverb,dfbeta(gre_verb)

. predict dfbmath,dfbeta(gre_math)

. 
. * create an observation identifier
. gen obsnum=_n

. 
. * list observations with large leverage values
. list obsnum if lev>(2*(e(df_m)+1)/e(N))

     +--------+
     | obsnum |
     |--------|
  7. |      7 |
 18. |     18 |
 39. |     39 |
 40. |     40 |
     +--------+

. 
. * list observations with large studentized (standardized) residuals
. list obsnum if abs(student)>2

     +--------+
     | obsnum |
     |--------|
  7. |      7 |
 12. |     12 |
 15. |     15 |
     +--------+

. 
. * list observations with large studentized deleted residuals
. list obsnum if abs(dstudent)>2

     +--------+
     | obsnum |
     |--------|
  7. |      7 |
 12. |     12 |
 15. |     15 |
     +--------+

. 
. * list observations with large dffits (small/medium sample criterion)
. list obsnum if abs(dfit)>1

     +--------+
     | obsnum |
     |--------|
  7. |      7 |
     +--------+

. 
. * list observations with large dffits (large sample criterion)
. list obsnum if abs(dfit)>2*sqrt((e(df_m)+1)/e(N))

     +--------+
     | obsnum |
     |--------|
  7. |      7 |
 12. |     12 |
 13. |     13 |
 15. |     15 |
     +--------+

. 
. * get maximum dfbeta for each observation
. gen maxdfb=max(abs(dfbugpa),abs(dfbverb),abs(dfbmath))

. 
. * list observations with large dfbeta (small/medium sample criterion)
. list obsnum dfbugpa dfbverb dfbmath if maxdfb>1

     +------------------------------------------+
     | obsnum    dfbugpa    dfbverb     dfbmath |
     |------------------------------------------|
  7. |      7   .7934543   1.231131   -.0954826 |
     +------------------------------------------+

. 
. * list observations with large dfbeta (large sample criterion)
. list obsnum dfbugpa dfbverb dfbmath if maxdfb>(2/sqrt(e(N)))

     +--------------------------------------------+
     | obsnum     dfbugpa     dfbverb     dfbmath |
     |--------------------------------------------|
  7. |      7    .7934543    1.231131   -.0954826 |
 12. |     12   -.3411645   -.4514315    .4170867 |
 13. |     13   -.5063894   -.3430791    .4458948 |
 15. |     15     .577161   -.4539611    .0152639 |
     +--------------------------------------------+

. 
. * list observations with large Cooks D (using .5 criterion)
. list obsnum cksd if cksd>.85

. 
end of do-file

. exit, clear