st: re: estout and test statistics

[Kit Baum <baum@bc.edu>]

Guido asked

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.

This will do it, using the very latest version of estout (just posted  
to SSC):

sysuse auto,replace
reg price mpg weight
est store one
estat hettest
local hettest `r(chi2)'
local hetprob `r(p)'
estadd scalar hettest = `hettest'
estadd scalar hetp = `hetprob'
est table, stats(hettest hetp)
estout one,stats(hettest hetp)

You could include any other scalars (e.g. test values from other  
tests) just by using estadd to put them in e(); either -estimates  
table- or -estout- will then be able to pick them up. The format  
suboption could be used in estout to make them prettier.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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