Re: st: question from a new user

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 10:20 AM 2/10/2006, Rudy Fichtenbaum wrote:
> I am a relatively new user of Stata having used SAS for many years. 
> I know that when you run a regression in Stata it produces a whole 
> series of results that are stored under e( ) e.g. R squared, N, RSS 
> etc. The problem I am having is I can't figure out how to access 
> those stored results. I want to use the stored results to calculate 
> an LM statistic. I can do this manually using the results and the 
> display command but there must be a way of programing Stata to do this task.
>
> Here is what I want to do. I run a restricted regression and then 
> obtain the residuals. Next I regress the residuals on the 
> independent variables from the unrestricted model. N times the R 
> square from this equation is an LM statistic.
>
> Rudy
Welcome to Stata Rudy.  First off though, kill the little vcf 
attachments when you post since they screw up some people's 
email!  Here is a simple example.  Basically, you just find out how 
the quantities you want are stored and then use them in your calculations.

. webuse auto
(1978 Automobile Data)

. quietly reg weight length

. ereturn list

scalars:
                 e(N) =  74
              e(df_m) =  1
              e(df_r) =  72
                 e(F) =  613.2727965692631
                e(r2) =  .8949323534212077
              e(rmse) =  253.6640262138552
               e(mss) =  39461306.8283367
               e(rss) =  4632871.550041688
              e(r2_a) =  .8934730805520578
                e(ll) =  -513.6524782518598
              e(ll_0) =  -597.0190609278627

macros:
             e(title) : "Linear regression"
            e(depvar) : "weight"
               e(cmd) : "regress"
        e(properties) : "b V"
           e(predict) : "regres_p"
             e(model) : "ols"
         e(estat_cmd) : "regress_estat"

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

functions:
            e(sample)

. display e(N) * e(r2)
66.224994



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Richard Williams, Notre Dame Dept of Sociology
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