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st: re: p-value in stata???


From   Christopher Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: re: p-value in stata???
Date   Wed, 29 Oct 2008 15:47:41 -0400

< >
Bastian said
After running several yearly regressions, I have calculated the mean- coefficient for each variable. I have also calculated something like a mean t-value. My problem: How is it possible to calculate the corresponding p-value in stata? Is it possible to do it in stata at all?

sysuse auto,clear
reg price mpg if foreign
scalar t1 = _b[mpg]/_se[mpg]
scalar n1 = e(N)
reg price mpg if !foreign
scalar t2 = _b[mpg]/_se[mpg]
scalar n2 = e(N)
scalar avgt = 0.5 * (t1 + t2)
scalar avgn = 0.5 * (n1 + n2)
scalar avgp = ttail(avgn, abs(avgt))
di _n "Average t(" avgn ") = " avgt " with pval = " avgp


Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html

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