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Re: st: RE: extract t-values


From   "Bastian Steingros" <Steingros@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: extract t-values
Date   Fri, 07 Nov 2008 11:09:12 +0100

Hi Martin hi everybody

you are right, parmest simplifies it greatly, but is there another way to put the p-values directly into my data set?
I mean, using something like gen t=_b[.]/_se[.] makes stata write the t-statistics in the *same* dataset where the other variables already are. 
The thing is I run many regressions. My dataset consists of data from 1950 to 1995. I want to run regression  for 5-year-time-windows only, that is, the first time window is 1950-1955 etc. 
To put all the statistics  from the regression table into my dataset simplifies my task because I then can reduce my sample to those time windows where all the regression coefficient are at least significant at the 5% level (for example by using: bys window: keep if p_value=<0.05).

That is the reason why I want to calculate the t-values and, in the next step, the p-values separately. 

Is there a may to calculate p-values after having calculated t-values?

Try to give an example of how it looks like in my dataset
year   var1 var2 ...  coefficient         t_val         p_val

1950                          2.98             4.27   -->  ????          
1950                          2.98             4.27   ---> ????
...etc.

Basti
-------- Original-Nachricht --------
> Datum: Thu, 6 Nov 2008 17:56:48 +0100
> Von: "Martin Weiss" <martin.weiss1@gmx.de>
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: RE: extract t-values

> BTW, your -gen- statement is probably not the most expedient way to
> achieve
> what I assume you want. You might want to look into -local-s or -scalar-s
> for more efficient storage. Or indeed -ssc d parmest- which simplifies
> this
> task greatly...
> 
> 
> HTH
> Martin
> 
> 
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Bastian
> Steingros
> Sent: Thursday, November 06, 2008 5:48 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: extract t-values
> 
> Hi Stata users,
> 
> does anybody know a ansver to this problem:
> 
> I want to extract the t-values from the table displayed below. To obtain
> the
> coefficients is easy by programming gen coef1=_b[var1]
> 
> Is there also a command to extract the t-value of var1???
> 
> ----------------------------------------------------------------------------
> --
> dep_var |      Coef.       Std. Err.       t         P>|t|       [95%
> Conf.
> Interval]
> ---------+------------------------------------------------------------------
> --
>    var1   |  -.0074074   .0008079     -9.168   0.000      -.0090039
> -.0058109
>    _cons |   4.711111   .2162561     21.785   0.000       4.283786
> 5.138436
> ----------------------------------------------------------------------------
> --
> 
> thanks 
> 
> B
> -- 
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