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Re: st: storing coefficients of reg3 command


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: storing coefficients of reg3 command
Date   Tue, 19 Feb 2008 12:29:44 +0000 (GMT)

--- "Armelini, Guillermo" <DOCGArmelini@iese.edu> wrote:
> I need a stata code that allows me to store in a matrix the beta
> coefficients and the t statistic of B1. 

The basic strategy is discussed in (Buis 2007) of which a
pre-publication draft is availabel from here:
http://home.fsw.vu.nl/m.buis/wp/pvalue.html

The only thing that is special in commands like -reg3- is that the
results are from multiple equations, so instead of refering to 
_b[variable] and _se[variable] to get the parameter estimate and its
standard error you get these by [equation]_b[variable] and 
[equation]_se[variable]. See the example below:

*---------------- begin example -----------------
webuse klein
reg3 (consump wagepriv wagegovt) (wagepriv consump govt capital1)
matrix foo = [consump]_b[wagepriv], ///
             [consump]_b[wagepriv]/[consump]_se[wagepriv]
matrix list foo
*----------------- 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 (2007) "Stata tip 54: Where did my p-values go?", The
Stata Journal, 7(4), pp.584-586. 



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