How to calculate hat values in robust regression

[Thng]

Hi,

I am running a regression analysis that clusters standard errors (at the classroom level due to nested data). I am checking the regression assumptions, but ran into problems when trying to calculate the leverage values. I ran the command <predict h, hat>, but Stata returned an error message stating "Option hat not allowed after robust estimation."

Does anyone know why this is the case? Is it appropriate to calculate hat values in my case, and how do I go about doing it?

Thanks!

[ben earnhart]

"hat" is not an option for -predict-. Assuming you just want a simple predicted value, try

predict yhat

without any options.

Also check -help predict-

[Richard Williams]

Wrong help command. Try

help regress postestimation##predict

Leverage and hat are pseudonyms.

I think this got answered in some other thread, but one strategy is just to not use robust in the estimation.