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st: RE: Re: p>t value extraction


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Re: p>t value extraction
Date   Wed, 16 Feb 2005 16:31:22 +0100

----------------begin example----------
sysuse auto, clear
reg price mpg rep78 headroom trunk weight
matrix a = vecdiag(e(V))
matrix b = (e(b)\a)'
svmat b
rename b1 beta
gen se = sqrt(b2)
gen t = beta/se
gen p = ttail(63,t)
--------end example---------


Hope this helps,
Maarten

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