Dfbeta Stata Command. What it does is actually quite simple. Command Description dfbeta DFBETA influence statistics estat hettest tests for heteroskedasticity estat imtest information matrix test estat ovtest Ramsey regression specification-error test for omitted variables estat szroeter Szroeters rank test for heteroskedasticity.
The DFBETA value for a subject estimates the change in the regressors coefficient due to deletion of that subject. DFBETAs focus on one coefficient and measure. The Stata command linktest can be used to detect a specification error and it is issued after the logit or logistic command.
The DFBETA value for a subject estimates the change in the regressors coefficient due to deletion of that subject.
The following postestimation commands are of special interest after regress. The DFbeta value shows the degree to which the coefficient will change when that observation is omitted. Command after running the regression. Because it is technically part of a package and the lm because it is a method of an S3 class.
