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st: significance levels in outreg2 after dprobit


From   "Sandu Cojocaru" <scojocaru@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: significance levels in outreg2 after dprobit
Date   Sat, 18 Oct 2008 12:36:10 -0400

Dear Statalist:

When I run dprobit, stata reports  P>|z| that corresponds to the test
of the underlying coefficient being 0. However, when I format the
dprobit output using outreg2 (e.g.: outreg2 using myfile, bdec(3) nor2
bracket nocons addstat(Pseudo R-squared, `e(r2_p)')) the significance
levels reported in outreg2 seem to be for the marginal effects, and
not for the underlying coefficients as in the drobit output. Is there
a way to have outreg2 report significance levels corresponding to the
null on the underlying coefficient?

cheers,
sandu
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