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Re: st: RE: extract t-values


From   Neil Shephard <nshephard@nhs.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: extract t-values
Date   Fri, 07 Nov 2008 16:36:52 +0000

Bastian Steingros wrote:
> "So e(df_r) is available after -reg, robust-, right?"
>
> Obviously, it works. I compared my self-made results with the regression output and the p-values are totally identical. 
> (I do not know why that e(df_r) did not work before.)
>
> Do you think it should not be working? Using e(df) does not create any p_values.
>
> By the way, I have a question to e(.) in general .
> How can I put digits captured by the command e(.)  into my dataset?
> I mean, can I create for example : gen degree_freedom=e(df_r) ? If so, how?
>   
By not re-inventing the wheel and using -parmest- to save your results.

Then if you _must_ have the *results* in the same dataset as your *data*
(which to me makes no sense, but its your work and you no doubt have
reasons for wishing to do so), then set about possibly reshaping, but
definately merging the two together.

Neil

-- 
"We should make things as simple as possible, but not simpler" - Anon (not Albert Einstein)


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