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From |
Christopher F Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: estimation results |

Date |
Fri, 20 Aug 2004 07:41:02 -0400 |

On Aug 20, 2004, at 2:33 AM, Oleksandr wrote:

I use matrix commands to estimate the coefficients of a regression. IIf you write an e-class command, as described in the programming manual, Stata will do all of this work for you. Here is a code fragment that illustrates this. Prior to this point, I have used matrix commands to tweak the b and V matrices to reflect a different specification:

have got coefficient and variance/covarience matricies: beta and VC. How

to get from VC to std. errors?

I suppose first line is

ER=vecdiag(VC)

The second step is to take a square root of each element of ER. How can

I do it in one line without going into loops and cyles?

More generally, how can I present the results in the form similar to the

Stata: means, std. errors, t-statistics and conf. intervals?

* post the revised coefficient vector and v-c matrix, with

* the standard error of the transformed error term as an additional entry

ereturn post `beta' `VV' , depname(`depn') obs(`enn') esample(`touse')

* display the results and return in ereturn

di _n "Scaled probit estimates (scale : {result:`scale'}) {col 51}Number of obs = {col 70}{result:{ralign 9:`enn'}}"

ereturn display

The 'ereturn display' will present the standard Stata estimation output table, with standard errors, t or z values, p values, confidence intervals, etc.

Just follow the rules in [p] on rolling your own estimation command.

Kit

*

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