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Re: st: RE: extract t-values


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: extract t-values
Date   Fri, 7 Nov 2008 11:17:25 +0000 (GMT)

Are you sure you are not trying to reinvent -rolling-, see 
-help rolling-?

-- Maarten

--- Bastian Steingros <Steingros@gmx.de> wrote:

> 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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-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      
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