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


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
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 16:49:25 +0200

Probably the easiest way to do that is to not enter the dropped the variables in the regression statement, and use the e(V) of that regression. 
HTH,
Maarten

-----------------------------------------
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 16:40
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: how do i save the significance levels of coefficients after estimation?

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?

 

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