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RE: st: RE: Problem with outreg2


From   "Nuno" <liststata@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Problem with outreg2
Date   Wed, 16 Jan 2008 10:04:53 -0000

Thank you Maarten and Emmanouil! Solve the problem using two local macros.

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis
Sent: quarta-feira, 16 de Janeiro de 2008 9:24
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: Problem with outreg2

--- Nuno wrote:
> clear
> sysuse auto
> regress mpg foreign weight length
> test foreign weight length
> outreg2 using auto5, addstat(Adjusted R-squared, e(r2_a), F 
> test,r(F),Prob > F, r(p))  tstat excel replace
>
> Although I'm able to get the "Adjusted R-squared" additional statistic 
> in the output file, the "F test" (r(F)) and "Prob>F" (r(p)) do not 
> appear in the output.

--- "Mentzakis, Emmanouil" <e.mentzakis@abdn.ac.uk> wrote:
> Use e(F) not r(F) and you will get the F statistic value. However, it 
> seems that -regress- doesn't save the p-value. >

You can recover the p-value using the -Ftail- function:

clear
sysuse auto
regress mpg foreign weight length
local p =  Ftail(`e(df_m)',`e(df_r)',`e(F)') 
outreg2 using auto5,                    ///
  addstat(Adjusted R-squared, e(r2_a),  ///
          F test, e(F),                 ///
          Prob >F, `p')                 ///
  tstat excel replace

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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