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


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: RE: RE: RE: st: RE: extract t-values
Date   Fri, 7 Nov 2008 17:32:13 +0100

Well, e(df) is not one of the values returned by -regress- as you can see
post-estimation via -eret li-. -scalar-s among the ereturns can be used in a
-gen- statement.

*************
sysuse auto, clear
reg p w f rep
eret li
gen N=e(N)
l N
*************


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 5:28 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: RE: RE: RE: st: RE: extract t-values

"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?

B


-------- Original-Nachricht --------
> Datum: Fri, 7 Nov 2008 13:02:59 +0100
> Von: "Martin Weiss" <martin.weiss1@gmx.de>
> An: statalist@hsphsun2.harvard.edu
> Betreff: RE: RE: RE: st: RE: extract t-values

> So e(df_r) is available after -reg, robust-, right?
> 
> 
> 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 12:44 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: RE: RE: st: RE: extract t-values
> 
> Hi Martin,
> voicing concern might be logical when looking at my descriptions of the
> problem. I think I should have detailed it. 
> However, the command you last emailed is exactly what I searched!!!
> 
> Many thanks!
> 
> have a nice day
> B
> 
> 
> 
> 
> 
> -------- Original-Nachricht --------
> > Datum: Fri, 7 Nov 2008 12:20:04 +0100
> > Von: "Martin Weiss" <martin.weiss1@gmx.de>
> > An: statalist@hsphsun2.harvard.edu
> > Betreff: RE: RE: st: RE: extract t-values
> 
> > 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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