Dear Ben,
Many thanks for your prompt reply.
I have another question regarding erest2 and estout (of course the
question is targeted to the whole list).
How can I use eret2 matrix to display the results.
I've tried the syntax below but things did not work as I expected.
sysuse auto, clear
test weight = mpg
mat tmp = r(F) , r(p) , r(df)
eret2 matrix tmp = tmp, replace
estout, cells("tmp")
.
tmp
weight
mpg
_cons
estout, stats("tmp")
.
b
weight 1.746559
mpg -49.51222
_cons 1946.069
tmp
On 9/7/05, Jann Ben <[email protected]> wrote:
> JP writes:
> > I'm trying to use estout to format the coefficients of
> > several regressions
> > as well as the result of an F test that I'm implementing on
> > each of of these
> > models. I've been trying to use eret2 to store the pvalues of
> > my F test, ...
> ...
> > it does not produce the desired effects when I'm trying to store the
> > results of multiple models through the command estimates store
> > (Example 2).
> ...
> > ********************* Example 2 *********************
> >
> > sysuse auto, clear
> >
> > regress price weight mpg
> > estimates store m1
> > test weight = mpg
> > eret2 scalar p_wtmpg = r(p)
> >
> > regress price weight mpg length turn
> > estimates store m2
> > test weight = mpg = length = turn
> > eret2 scalar p_wtmpg = r(p)
> >
> > estout m*, stats(N r2 r2_a p_wtmpg) style(fixed)
>
> -eret2- adds stuff to the "active" estimates. However, the
> "active" estimates have nothing to do with the "stored"
> estimates. Active and stored estimates are two distinct
> sets of e()-returns in Stata.
>
> Thus, if you are working with stored estimates and you want
> to use -eret2-, always store the estimates AFTER applying
> -eret2-. Otherwise, the added statistics will not be part
> of the stored estimates and cannot be tabulated by -estout-.
>
> That is, JP's code should be as follows:
>
> . regress price weight mpg
> . test weight = mpg
> . eret2 scalar p_wtmpg = r(p)
> . estimates store m1
>
> . regress price weight mpg length turn
> . test weight = mpg = length = turn
> . eret2 scalar p_wtmpg = r(p)
> . estimates store m2
>
> . estout m*, stats(N r2 r2_a p_wtmpg) style(fixed)
>
> An alternative is to write a routine for -estadd-, that
> conducts the F test. Other than -eret2-, -estadd- can
> deal with estimates that have already been stored. See
>
> . ssc describe estadd
>
> ben
>
> *
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>
*
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