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RE: st: ereturn question [Stata 8]


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: ereturn question [Stata 8]
Date   Wed, 4 May 2005 00:53:31 +0100

Thanks. I'd forgotten that. The arbitrariness 
w.r.t. e(b) and e(V) tempts me to post my hack. 
The program is at the end. 

. sysuse auto, clear 

. qui regress displ weight

. eret li

matrices:
                 e(b) :  1 x 2
                 e(V) :  2 x 2

. matdi e(b)[1,1] 
.10574552

. matdi e(V)[1,1] 
.00003862

. mat foo = J(5,5,5) 

. matdi foo[3,3] 
5

. matdi foo [3,3] 
examples: matdi e(b)[1,1]
          matdi foo[3,2]
r(198);

. type matdi.ado
program matdi
        version 8 
        args matrix garbage 
        if "`garbage'" != "" { 
                di "{txt}examples: {cmd}matdi e(b)[1,1]" ///
                   "{break}{col 11}matdi foo[3,2]"
                exit 198 
        } 
        local w = index("`matrix'", "[") - 1 
        if `w' == -1 error 198 
        local matname = substr("`matrix'", 1, `w') 
        local index = substr("`matrix'", `w' + 1,.) 
        tempname m 
        matrix `m' = `matname' 
        di as res `m'`index' 
end 

Nick 
n.j.cox@durham.ac.uk 

Jeff Pitblado, StataCorp LP
> 
> Both Richard Williams <Richard.A.Williams.5@ND.edu> and Nick Cox
> <n.j.cox@durham.ac.uk> suggest the following:
> 
> > mat nu = e(nu)
> > di nu[1,1]
> 
> But they also ask if this is possible without defining a new 
> matrix.  The
> answer is yes, use the -el()- matrix function:
> 
> 	. di el(e(nu),1,1)
> 
> Note that this is allowed with any matrix in e() except for 
> e(b) and e(V);
> these two exceptions are special matrices that the el() 
> function does not have
> access to, but you can use [eqname]_b[indepvarname] system 
> variable for the
> elements of e(b) (and similarly use _se for the standard 
> errors which are the
> square roots fo the diagonal elements of e(V)).

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