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Re: st: RE: how do i save the significance levels of coefficients after estimation?


From   "Ada Ma" <heu034@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: how do i save the significance levels of coefficients after estimation?
Date   Tue, 18 Apr 2006 15:39:30 +0100

Coming back with more questions - the estimation I did have lost of
dropped variables, and when I tried to implement:

mat se= vecdiag(cholesky(diag(vecdiag(e(V)))))'

Stata replies saying:
matrix not positive definite
r(506);

How can I trim the zeros from the e(b) and e(V) matrices before I
perform the commands posted by Maarten?

Many thanks again!

Ada





On 4/18/06, Ada Ma <heu034@googlemail.com> wrote:
> Hi Maarten,
>
> Thanks for your help and suggestion.  For whatever reason it didn't
> occur to me to search first before I ask.  Apologies to all for taking
> up the bandwidth.
>
> Ada
>
> On 4/18/06, Maarten Buis <M.Buis@fsw.vu.nl> wrote:
> > Ada:
> > This has been asked before a number of times on the
> > statalist. See for instance the thread started with
> > http://www.stata.com/statalist/archive/2005-02/msg00476.html
> > The corrected code of May is shown below.
> > HTH,
> > Maarten
> >
> > *-----------------begin example--------------------
> > clear
> >  sysuse auto
> >  regress mpg len turn head gear
> >  qui{
> >  drop _all
> >  mat b=e(b)'
> >  mat se= vecdiag(cholesky(diag(vecdiag(e(V)))))'
> >  gen vars=""
> >  local names: rownames b
> >  tokenize `names'
> >  local num : word count `names'
> >  set obs `num'
> >  forvalues i=1/`num'{
> >   replace vars= "``i''" in `i'
> >  }
> >  svmat b
> >  svmat se
> >  rename b1 coef
> >  rename se1 se
> >  gen t=coef/se
> >  gen pvalue=2*ttail(e(df_r),abs(t))
> >  gen lb=coef-invttail(e(df_r),0.025)*se
> >  gen ub=coef+invttail(e(df_r),0.025)*se
> >  }
> >  list
> > *-------------------------end example---------------------------
> >
> > -----------------------------------------
> > Maarten L. Buis
> > Department of Social Research Methodology
> > Vrije Universiteit Amsterdam
> > Boelelaan 1081
> > 1081 HV Amsterdam
> > The Netherlands
> >
> > visiting adress:
> > Buitenveldertselaan 3 (Metropolitan), room Z214
> >
> > +31 20 5986715
> >
> > http://home.fsw.vu.nl/m.buis/
> > -----------------------------------------
> >
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Ada Ma
> > Sent: dinsdag 18 april 2006 15:48
> > To: statalist@hsphsun2.harvard.edu
> > Subject: st: how do i save the significance levels of coefficients after estimation?
> >
> > After estimating a wage model I would like to save the P values of the
> > coefficients.  How can I do that?  I can't find the P values from the
> > ereturn list.
> >
> >
> >
> > *
> > *   For searches and help try:
> > *   http://www.stata.com/support/faqs/res/findit.html
> > *   http://www.stata.com/support/statalist/faq
> > *   http://www.ats.ucla.edu/stat/stata/
> >
>
>
> --
> Ada Ma
> Research Fellow
> Health Economics Research Unit
> University of Aberdeen, UK.
> http://www.abdn.ac.uk/heru/
> Tel: +44 (0) 1224 553863
> Fax: +44 (0) 1224 550926
>


--
Ada Ma
Research Fellow
Health Economics Research Unit
University of Aberdeen, UK.
http://www.abdn.ac.uk/heru/
Tel: +44 (0) 1224 553863
Fax: +44 (0) 1224 550926

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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