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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 16:08:31 +0100

Thanks for the suggestion.  I'm looping the estimation through
different samples, so often quite a (big) bunch of the variables got
dropped.  I'll need to think of a way to drop the variables or the
zeros from the matrices.

Cheers,
Ada



On 4/18/06, Maarten Buis <M.Buis@fsw.vu.nl> wrote:
> 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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>


--
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

*
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