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Re: st: -estimates table- display question


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: -estimates table- display question
Date   Sat, 20 Jan 2007 18:18:42 +0000 (GMT)

In example 2 it is actually informative to sort on the size of the
estimated parameter for x. This will show that the estimates of x and
_cons are negativly correlated. See improved example two below:

Hope this helps,
Maarten

*----------- begin example 2 ---------------
set more off
clear
local m = 50
local n = 100
matrix sd = 1
scalar r = 1
scalar a = 1
scalar b = 1

forvalues i = 1/`m' {
	drawnorm u`i', n(`n') sds(sd)
}

gen x = uniform()*r
sort x

local ncols = `m' + 1
matrix result = J(8, `ncols',.)

gen ytrue = a + b*x
quietly regress ytrue x

tempname memhold
tempfile results
postfile `memhold' bx lbx ubx b_cons lb_cons ub_cons r2 rmse /*
       */ using `results'
forval i = 1/`m' {
	gen y`i' = ytrue + u`i'
	quietly regress y`i' x
	quietly predict y`i'hat
	local lbx = _b[x] - invttail(e(df_r),0.025)*_se[x]
	local ubx = _b[x] + invttail(e(df_r),0.025)*_se[x]
	local lb_cons = _b[_cons] - invttail(e(df_r),0.025)*_se[_cons]
	local ub_cons = _b[_cons] + invttail(e(df_r),0.025)*_se[_cons]
	post `memhold' (_b[x]) (`lbx') (`ubx') /*
                    */ (_b[_cons]) (`lb_cons') (`ub_cons') /*
                    */ (e(r2)) (e(rmse))
}
postclose `memhold'

preserve
use `results', clear

local b = scalar(b)
local a = scalar(a)
sort bx
gen sample = _n
twoway rcap lbx ubx sample, horizontal || /*
    */ scatter sample bx, xline(`b') name(x) /*
    */ legend(label(1 "95% confidence" "interval") /*
          */  label(2 "b"))
twoway rcap lbx ubx sample, horizontal || /*
    */ scatter sample bx, xline(`a') name(cons) /*
    */ legend(label(1 "95% confidence" "interval") /*
          */  label(2 "_cons"))
hist r2, name(r2)
hist rmse, name(rmse)
restore
*------------ end example 2 ----------------

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


	
	
		
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