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# RE: RE: st: RE: extract t-values

 From "Martin Weiss" To Subject RE: RE: st: RE: extract t-values Date Fri, 7 Nov 2008 12:20:04 +0100

```I tried to make my example as general as possible, hence the "complicated"
syntax and the use of M.Buis` -ssc d indeplist-. You can shrink this syntax
if all you want is a calculation for one of the covariates, i.e.

**************
sysuse auto, clear
reg p w f r, robust
gen tweight = _b[weight]/_se[weight]
gen pweight = 2*ttail(e(df_r),abs(_b[weight]/_se[weight]))
**************

I do not endorse your strategy, and others have voiced concerns as well, but
if you absolutely want it...

HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Bastian Steingros
Sent: Friday, November 07, 2008 12:12 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: RE: st: RE: extract t-values

Yes I have.

I think using this command could be helpful:
di in red "p-value: " %5.4fc
2*ttail(e(df_r),abs(_b["`indep'"]/_se["`indep'"])) _n(2)

But, I do not fully understand how to incorporate this command in my dofile.

I would like to program *gen p_value=...*. Is something of that mentioned
above fit to do so?
I have the t-values for each year.
I guess it must be *gen p_value=2*ttail(e(df_r), abs(t_value))... but I then
have a syntax problem to deal with... Maybe e(df_r) does not function when
using reg ... , robust

Or is it not possible to calculate the p-values by hand in stata ?

Hope I made my problem  clear

B

-------- Original-Nachricht --------
> Datum: Fri, 7 Nov 2008 11:11:17 +0100
> Von: "Martin Weiss" <martin.weiss1@gmx.de>
> An: statalist@hsphsun2.harvard.edu
> Betreff: RE: st: RE: extract t-values

> Are you sure you have read through all messages in this thread? You might
> have missed
>
> http://www.stata.com/statalist/archive/2008-11/msg00234.html
>
>
>
> HTH
> Martin
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Bastian
> Steingros
> Sent: Friday, November 07, 2008 11:09 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: RE: extract t-values
>
> 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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