Re: st: A question about -regress-

[Antoine Terracol <Antoine.Terracol@univ-paris1.fr>]

e(df_m) is what Louis is looking for, Maarten made a confusion with 
e(df_r)


. sysuse auto, clear
(1978 Automobile Data)

. quietly regress price mpg weight

. di e(N)
74

. di e(df_r)
71

. di e(df_m)
2


Antoine



Louis Boakye-Yiadom wrote:

> Thanks for the reply. Actually, what I am really
> looking for is the number of estimated parameters. I
> am writing a do file to carry out a Chow/Wald test and
> I'm having difficulty generating a variable for the
> number of estimated parameters. Any help will be
> appreciated. Thanks.
>
> Louis
>
>
> --- Maarten buis <maartenbuis@yahoo.co.uk> wrote:
>
> > --- Louis Boakye-Yiadom <lby_kw@yahoo.co.uk> wrote:
> > > In the results generated by -regress-, is e(df_m)
> > > equivalent to the number of estimated parameters
> > less
> > > 1? 
> > No, it is the number of observations minum the
> > number of
> > estimated parameters (including the constant). so it
> > is
> > N-1 in a regression without explanatory variables
> > (in 
> > which case -regress- does nothing else than provide
> > an 
> > estimate of the mean).
> >
> > 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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