olsdiag.hlp.htm

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help for olsdiag
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Diagnostics for OLS Regression
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olsdiag [ , id(id variables) sort(sort variable) Install Update Save Full]

Description
-----------

     olsdiag is a menu driven program for running diagnostic plots and
     tests following a regression analysis.  
 
     Select the diagnostic that you wish to perform from the pulldown menu 
     and then click the show button and the diagnostic will be shown.  
     The command issued will be shown in the results window if you wish 
     to run the command yourself with other options.  

     The size and symbol options allow you to choose how the symbols
     will appear and how they will be sized.  The magnification option
     allows you to magnify the symbols when you choose a symbol aside
     from standard circles.

     NOTE! BUG! When you use both the symbol and size options, the size
     of the item being plotted may NOT be proportional to the size variable
     chosen.  This has been reported to Stata (as of 12/2002) and they have
     acknowledged the problem and will fix it in a future update of Stata.
     It appears that choosing larger values of magnification (i.e. psize)
     is a workaround for this problem.

     You can click the help button and it will show you the help file
     for the command that you have selected in the pulldown menu.

     Click on done when you wish to close the program.

Options
-------

If you supply the id() option, the value of the id variable(s) will
be available as one of the symbols to plot as the symbol and size
in the graph.  Otherwise __obsnum is created and can be used to identify
observations by their observation number.

The sort() option allows you to specify a sort variable for the
indexplot command.  The index plots will be sorted by the variable
that you specify with the sort option.

Because olsdiag uses a number of add on ado files, it is likely that
you will not have some of the ado files called by this program installed.
If you use the install option, any needed ado files that you do not have
will be installed.  Of course, you will need to be connected to the internet
for this option to work properly.

If you use the update option, all ado files that olsdiag calls will be
downloaded (even if they are already installed) assuring you that all of these
files are up to date.
 
The save option saves the values created with the predict command, namely

  Name            Description
  __predicted     Linear prediction
  __residual      Residuals
  __rstandard     Standardized residuals
  __rstudent      Studentized residuals
  __DFbeta_*      DFBeta for each predictor
  __cooksd        Cook's D
  __leverage      Leverage
  __covartio      Covratio
  __dfits         Dfits
  __welsch        Welsch distance
   __ABSpredicted  abs(predicted)
  __ABSresidual   abs(residuals)
  __ABSrstandard  abs(rstandard)
  __ABSrstudent   abs(rstudent)
  __ABSDFbeta_*   abs(DFbeta for each predictor)
  __ABSdfits      abs(dfits)
  __ABSwelsch     abs(welsch)

The absolute values are saved so they can be used as weights in the graphs.  
Otherwise, the values with negative weights would be weighted as zero.

The full option is used to see the full set of diagnostics available. 
By default, a subset of all possible diagnostics are shown.

Cutomization for Experts
------------------------

  It is very easy to customize olsdiag.  Each menu item is
  represented by 3 lines of code in the program, like this.

  local itemnum = `itemnum' + 1
  global DB_menu_item`itemnum' "- Summary of Diagnostic Measures"
  global DB_menu_cmd`itemnum'  "diag, id(`id') nolist"

  This item adds 
    "- Summary of Diagnostic Measures"
  to the menu and when chosen runs the command
    diag, id(`id') nolist
  where `id' is substituted with the id variable supplied on the 
  olsdiag command line.

Examples
--------

        . olsdiag
        . olsdiag, install
        . olsdiag, id(myid)

Author
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      Michael N. Mitchell
      Statistical Computing and Consulting
      UCLA, Academic Technology Services
      mnmatucla.edu 

Credits
-------

        This program is merely a shell that calls built in Stata commands
        and programs written by others, including (in alphabetical order)

        - Nicholas J. Cox
        - Phil Ender
        - Jeroen Weesie

        I am grateful for their contributions and hope that they do not mind 
        that their programs are called as part of this program.

        I am also very grateful to Phil Ender, Xiao Chen, and Christine Wells
        for terrific comments and suggestions.