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st: RE: RE: Curious missing scalar after regress postestimation


From   "Patrick P. Phillips" <ppp@ctu.mrc.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Curious missing scalar after regress postestimation
Date   Tue, 14 Oct 2008 10:09:17 +0100

Thanks, Martin, for your reply. It usually works fine for me (it does so in around 1800 of the 2000 simulations) which is why it is so infuriating.

The difficulty is that the scalar appears non-missing when I type 'scalar list all', but when I try to use (in a calculation, post results or just display) it appears to be missing!

Any other thoughts?

Many thanks in advance,

Patrick

PS Martin, originally it was scalar var_alpha = _se[alpha]^2, but I simplified it for the post. You are correct that that could lead to problems later on!
______________________________

Patrick Phillips
Statistician
MRC Clinical Trials Unit
222 Euston Road
London NW1 2DA

________________________________________
From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss [martin.weiss1@gmx.de]
Sent: 14 October 2008 09:59
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: Curious missing scalar after regress postestimation

Works for me when I try it with another example.

*********
sysuse census, clear

tabulate region, gen(region)
regress death medage region2-region4 [aw=pop], noc vce(cluster  state)
scalar var_medage = _se[medage]
di var_medage
scalar est_medage = _coef[medage]
di est_medage
*********

Sure you do not do anything in between storing and -display-ing that erases
your -scalar-s? Why not use packages like -ssc d parmest- or Stata`s -
estimates store- for this purpose?

BTW, probably dangerous to call the standard error of the OLS estimator
"var_...". Could lead to misinterpretations down the road...


HTH
Martin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Patrick P.
Phillips
Sent: Tuesday, October 14, 2008 10:44 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: Curious missing scalar after regress postestimation

I am running some simulations including a regress command and have come
across some curiosities with scalars.

I run the following commands:

    regress beta alpha [aweight=prec], nocons vce(cluster trial)

    scalar var_alpha = _se[alpha]
    scalar est_alpha = _coef[alpha]
    scalar r_sqrd = e(r2)

When I type scalar list, I get the following:

. scalar list
    r_sqrd =  .09759686
 est_alpha =  .42516408
 var_alpha =  .48875057

But, when I try to display the contents of scalar var_alpha, it appears to
only contain '.':

. disp var_alpha
.

Any thoughts on why this is? It's driving me mad!

Many thanks for your help,

Patrick

______________________________

Patrick Phillips
Statistician
MRC Clinical Trials Unit
222 Euston Road
London NW1 2DA



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This communication is confidential and may contain privileged information intended solely for the named recipient(s). It may not be used or disclosed except for the purpose for which it has been sent. If you are not the intended recipient, you must not copy, distribute, take any action or reliance on it. If you have received this communication in error, do not open any attachments but please notify the MRC Euston Campus ICT Service Desk by e-mailing ts@ctu.mrc.ac.uk quoting the sender details, and then delete this message along with any attached files. E-mail messages are not secure and attachments could contain software viruses which may damage your computer system. Whilst every reasonable precaution has been taken to minimise this risk, The MRC cannot accept any liability for any damage sustained as a result of these factors. You are advised to carry out your own virus checks before opening any attachments. Unless expressly stated, opinions in this message are those of the!
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