Predicting the variance of a dependent variable

[Erik Aadland]

Dear Statalist.
I am interested in predicting the variance in a dependent variable rather than its mean in a linear model.
Any and all suggestions regarding techniques or how to proceed would be greatly appreciated.

Kinds regards,
Erik

[Phil Bromiley]

If you look at the documentation after any Stata routine, it includes a routine Postestimation chapter. This will tell you about things like prediction. You look at regress postestimation, it will tell you how to predict the standard error of a forecast. You can also use the margins procedure to predict mean and standard deviation for specific values of the iv's.

[Erik Aadland]

Thank you very much, Phil.

Best,
Erik