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Re: st: some unexplained issues with coefficient comparisons


From   "Narasimhan Sowmyanarayanan" <narasimhan.sowmyanarayanan@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: some unexplained issues with coefficient comparisons
Date   Mon, 3 Jul 2006 13:09:22 -0400

Hi Giovanni, Kit and Mark:

Thanks for all your help. I understand this much better now. I am
obliged for all your responses.

Thanka a lot again.



On 7/2/06, Giovanni Bruno <giovanni.bruno@uni-bocconi.it> wrote:
Narasimhan

Kit's code can be extended to support -estimates store-
and -suest-. Following is an example (which won't support
-estimates replay-, though).

Giovanni

------------------------------
sysuse auto,clear
reg price mpg headroom
mat vce = e(V) * 20
mat b = e(b)

capt program drop eret3
program eret3, eclass
syntax , B(string) V(string)
tempvar touse
gen `touse'=e(sample)
local pred `e(predict)'
ereturn post `b' `v', esample(`touse')
ereturn local cmd "eret3"
ereturn local predict "`pred'"
ereturn display
end

eret3, b(b) v(vce)
mat list e(V)

------------------------------

> Thanks for this. This works. But this does not seem to replace the
> existing stored estimates when I run the regression and use "est store
> ....", because I need to use suest later to compare. I tried using
> estimates store at the end of this code but it is valid only for the
> last estimates. is there any way to make this estimate replace the
> last estimates ?
>
> Thanks again for all your help and cooperation.
>
> On 6/30/06, Kit Baum <baum@bc.edu> wrote:
> > Narasimhan Sowmyanarayanan said
> >
> > 1. Is there a more efficient method that I can implement
> > 2. Am I doing somethig wrong with my eret2 command.
> >
> > I will be grateful if someone can resolve this problem. Mark: I
> > appreciate your help and reply so far.
> >
> >
> > ---------------
> > sysuse auto,clear
> > reg price mpg headroom
> > mat vce = e(V) * 20
> > mat b = e(b)
> >
> > capt program drop eret3
> > program eret3, eclass
> > syntax , B(string) V(string)
> > ereturn post `b' `v'
> > ereturn display
> > end
> >
> > eret3, b(b) v(vce)
> > mat list e(V)
> > -----------------
> >
> >
> >
> > Kit Baum, Boston College Economics
> > http://ideas.repec.org/e/pba1.html
> >
> >
> > *
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> >
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>


--
Giovanni S.F. Bruno
http://ideas.repec.org/e/pbr136.html
Istituto di Economia Politica, UniversitÓ Bocconi
Via U. Gobbi, 5, 20136 Milano
Italy
tel. + 02 5836 5411
fax. + 02 5836 5438
*
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