If you want to recover p-values, then take a look at a solution
posted by Maarten Buis here:
http://www.statacorp.com/statalist/archive/2008-01/msg00381.html
See -help density functions- for the appropriate chi-square density
function.
Your original question pertained to running -outreg- by year.
That solution was posted here:
http://www.statacorp.com/statalist/archive/2008-05/msg00542.html
Your solution with -outreg2- works, because it was designed that way.
You do not need to specify symbol( ) or alpha( ) unless you have to.
"append" doesn't do anything. It's undocumented, but people use it
anyway, which was why it was left in there.
Roy
>Dear all,
>
>Thank you all for reply. I also find a way using macro, like
>
>local j =1995;
>while `j'<=1997{;
> xtreg div size debtratio if year==`j', i(nation_code) re;
> outreg2 using test.xls, label se nocon symbol(***, **, *)
> alpha(0.01, 0.05, 0.10) addstat(chi-square test, r(chi2)) append;
>local j = `j' + 1;
>};
>
>I have a follow up question, I tried to output the wald chi
>square like the above command but failed.. Could someone
>help me on how to output the chi square? Also I'd like to output
>the significant level associated with it? Anyone knows?
>
>Thanks!
>
>Martin
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