Here's an example:
. sysuse auto
. reg price mpg weight
. estat hettest
. local hettest = r(chi2)
. local hetprob = r(p)
. estadd scalar hettest = `hettest'
. estadd scalar hetp = `hetprob'
. estimates store one
. reg price mpg weight foreign
. estat hettest
. local hettest = r(chi2)
. local hetprob = r(p)
. estadd scalar hettest = `hettest'
. estadd scalar hetp = `hetprob'
. estimates store two
. estout one two, stats(hettest hetp) style(fixed)
one two
b b
mpg -49.51222 21.8536
weight 1.746559 3.464706
foreign 3673.06
_cons 1946.069 -5853.696
hettest 14.78229 6.336343
hetp .0001207 .0118288
Two notes:
1. The use of locals is necessary since -estadd- whipes out the r()'s.
However, an updated version of estadd that preserves the r()'s will be
available shortly. With the new version it will be possible to code:
. reg price mpg weight
. estat hettest
. estadd scalar hettest = r(chi2)
. estadd scalar hetp = r(p)
2. Currently, the -estimates store- command must come last after the
-estadd scalar- commands. The updated version of estadd will be
robust to the order of commands.
ben
On 1/3/07, Guido Tiemann <[email protected]> wrote:
Dear all!
My question concnern the inclusion of test statistics in table output
produced by "estout". For instance, is there any way to make estout
display a heteroskedasticity test computed by "estat hettest" following a
conventional linear regression?? I could not figure out any way to
accomplish this via "estadd" etc.
Best regards,
Guido Tiemann
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