Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: how can I save confidence intervals, t and p values in macros?


From   Joseph Coveney <jcoveney@bigplanet.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   Re: st: how can I save confidence intervals, t and p values in macros?
Date   Thu, 13 Jul 2006 14:24:03 +0900

Maarten Buis wrote:

> ---Tim Asked:
> i have checked the manuals and searched the help. e(b) gives the
> coefficient estimates, and e(V) gives the covariance of the
> estimates. But do I then have to calculate the p, the t, and the
> Confidence Intervals by hand?

--- Michael Blasnik answered:
> Otherwise, you will have to do it "by hand", which can
> be automated fairly easily depending on your ultimate goal.

Examples of automating these calculations can be found in earlier post
on the statalist, e.g.
http://www.stata.com/statalist/archive/2005-02/msg00481.html

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

As Michael and Maarten mention, the task is fairly straightforward and has
come up on the list before.

If Tim is just putting the Wald t, p and CLs for each of the predictors and
intercept of a single-equation linear model into a series of local or global
macros, then it's scarcely more than a half-dozen lines of code for the
whole kit and caboodle.

Joseph Coveney

set more off
sysuse auto, clear
regress headroom trunk weight length turn
*
* Begin here
*
local predictor_list : colnames e(b) // Watch for dropped variables
foreach predictor of local predictor_list {
    local t_`predictor' = _b[`predictor'] / _se[`predictor']
    local p_`predictor' = 2 * ttail(e(df_r), abs(`t_`predictor''))
    local half_alpha = (1 - `c(level)' / 100) / 2
    local lcl_`predictor' = _b[`predictor'] + ///
      invttail(e(df_r), 1-`half_alpha') * _se[`predictor']
    local ucl_`predictor' = _b[`predictor'] + ///
      invttail(e(df_r), `half_alpha') * _se[`predictor']
}
*
* Done
*
macro list
exit


*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index