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RE: st: saving values not returned by ereturn


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   "Alexis Furuichi" <furuichi@Princeton.EDU>
Subject   RE: st: saving values not returned by ereturn
Date   Fri, 16 Mar 2007 17:08:44 +0100

Hi Alexis,
The ' after a matrix is the transpose, so it flips the matrix around.
For instance, by default Stata saves the parameter estimates in e(b) 
as a row vector as you can see below:

. matrix list e(b)

e(b)[1,3]
           mpg     foreign       _cons
y1  -294.19553   1767.2922   11905.415

I added the ' when making the matrix b to turn it into a column 
vector:

. matrix b = e(b)'
. matrix list b

b[3,1]
                 y1
    mpg  -294.19553
foreign   1767.2922
  _cons   11905.415

I did this because I wanted to create a new variable in the dataset
with the parameter estimates in it (to create the t-values). If I 
hadn't transposed the vector I would have gotten three variables 
b1 b2 b3 with one valid observation each. Now I get one variable 
b1 with three valid observations. 

Hope this helps,
Maarten

-----------------------------------------
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/
-----------------------------------------

-----Original Message-----
From: Alexis Furuichi [mailto:furuichi@Princeton.EDU]
Sent: vrijdag 16 maart 2007 16:51
To: Maarten Buis
Subject: RE: st: saving values not returned by ereturn

Hi Mr. Buis,

Thank you very much for your response, it is very helpful!  One question I
have is, what does ' do?  Some of the matrix commands seem to have it at the
end.  Thank you so much for your help! 

Alexis

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis
Sent: Thursday, March 15, 2007 6:24 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: saving values not returned by ereturn

--- Satomi Furuichi <furuichi@Princeton.EDU> wrote:
> Does anyone know how to save p-values from a regression?

-regress- will store the parameter estimates, the variance covariance
matrix and the degrees of freedom, and these are all the incredients
you need to compute the p-values: The diagonal elements are the
variances of the sampling distribution of the paramter estimates, take
the square root and you have the standard errors. Divide the parameter
estimates by the standard error and you get the t-value. Look the
t-value up in the t-table with the appropriate number of degrees of
freedom and you have the p-value. The example below shows how can use
this to make in Stata two more matrices, one for the t-values and one
for the p-values.

*----------- begin example ---------------------
sysuse auto, clear
reg price mpg foreign

matrix V = e(V)
matrix b = e(b)'

/* just a fancy way of taking the square roots */
/* of the variances                            */
matrix se = vecdiag(cholesky(diag(vecdiag(V))))'

svmat b
svmat se
gen t = b1/se1
gen p = 2*ttail(e(df_r),abs(t))


/* Get the column names (variable names) from   */
/* the original parameter matrix so I can stick */
/* it on the other matrices                     */
local col: colnames e(b)

mkmat p in 1/3, matrix(p)
matrix p = p'
matrix colnames p = `col'
matrix list p

mkmat t in 1/3, matrix(t)
matrix t = t'
matrix colnames t = `col'
matrix list t
*-------------- end example -------------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )

Hope this helps,
Maarten


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