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Re: st: estout a matrix


From   Nirina F <fstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: estout a matrix
Date   Thu, 19 Feb 2009 16:40:03 -0500

Ben,
Is there a way to produce the matrices that is under r(citable) after
ivtest with -estout-?
Thank you,
Nirina

On Tue, Feb 17, 2009 at 2:37 PM, Nirina F <fstata@gmail.com> wrote:
> Thank you very much Martin and Ben for your responses. I am sorry I
> was away last week so couldn't check your responses.
> I will try your suggestions.
> My apologies for not having thought of sending the link of ivtest.
> Best regards,
>
> Nirina
>
> On Tue, Feb 10, 2009 at 4:36 AM, Ben Jann <ben.jann@gmail.com> wrote:
>> Martin wrote:
>>> Look at the last page of
>>> http://www.tulane.edu/~economic/RePEc/pdf/tul0901.pdf for the returned
>>> results...
>>
>> Ok, -ivtest- seems to return the results as r() scalars and macros. To
>> add, say, the CLR statistic and its p-value, type
>>
>> . use http://fmwww.bc.edu/ec-p/data/hayashi/griliches76.dta
>> . eststo q1:  ivreg2 lw s expr tenure rns smsa  (iq=med kww age mrt), robust
>> . ivtest, ci
>> . estadd scalar r(clr_p)
>> . estadd scalar r(clr_stat)
>> . eststo q2:  ivreg2 lw s expr tenure rns smsa  age mrt (iq=med kww), robust
>> . ivtest, ci
>> . estadd scalar r(clr_p)
>> . estadd scalar r(clr_stat)
>> . estout q1 q2, cells(b(star fmt(3)) se(par) ) stats(r2_a N widstat jp
>> clr_p clr_stat, fmt(3))
>>
>> The confidence sets seem to be returned as string macros. To display
>> them in -estout- type, e.g.,
>>
>> .estadd local clr_cset = r(clr_cset)
>>
>> and then
>>
>> . estout q1 q2,  ... stats(... clr_cset)
>>
>> ben
>>
>>> On Tue, Feb 10, 2009 at 12:25 AM, Nirina F <fstata@gmail.com> wrote:
>>>> Hello,
>>>> I am not very familiar with estout.
>>>> My questions are:
>>>> 1-how do I put the matrix results from my ivtest below after my
>>> regressions?
>>>> 2-When I use append, the second equation result is reported under the
>>>> first equation. I saw that I could do estout eq1 eq2 but that means I
>>>> have to also name the matrices from ivtest after eq2 differently to be
>>>> put under eq2?
>>>>
>>>> . use http://fmwww.bc.edu/ec-p/data/hayashi/griliches76.dta
>>>>
>>>> . eststo q1:  ivreg2 lw s expr tenure rns smsa  (iq=med kww age mrt),
>>> robust
>>>>
>>>> . ivtest, ci
>>>>
>>>> Weak instrument robust tests and confidence sets for linear IV
>>>> H0: beta[lw:iq] = 0
>>>>
>>>>
>>> ----------------------------------------------------------------------------
>>> -----------------------------------------
>>>>  Test |      Statistic               p-value
>>>>     95% Confidence Set
>>>>
>>> ------+---------------------------------------------------------------------
>>> -----------------------------------------
>>>>  CLR | stat(.)  =    57.03   Prob > stat =   0.0000
>>>>    [-.257136,-.039481]
>>>>   AR | chi2(4)  =    91.35   Prob > chi2 =   0.0000
>>>>         null set
>>>>   LM | chi2(1)  =    18.20   Prob > chi2 =   0.0000
>>>> [-.4880471,-.0349708] U [ .0093415, .0202192]
>>>>    J | chi2(3)  =    73.15   Prob > chi2 =   0.0000
>>>>  LM-J |           H0 rejected at 5% level
>>>>
>>> ------+---------------------------------------------------------------------
>>> -----------------------------------------
>>>>  Wald | chi2(1)  =     4.90   Prob > chi2 =   0.0269
>>>>    [-.021772,-.001322]
>>>>
>>> ----------------------------------------------------------------------------
>>> -----------------------------------------
>>>> Note: Wald test not robust to weak instruments. LM-J confidence set
>>>> not available with closed-form estimation (use
>>>> usegrid option).
>>>>
>>>> estout using ivequ.xls,  cells(b(star fmt(3)) se(par) )  stats(r2_a N
>>>> widstat jp, fmt(3))
>>>>
>>>> eststo q2:  ivreg2 lw s expr tenure rns smsa  age mrt (iq=med kww), robust
>>>>
>>>> ivtest, ci
>>>>
>>>>
>>>> Weak instrument robust tests and confidence sets for linear IV
>>>> H0: beta[lw:iq] = 0
>>>>
>>>>
>>> ----------------------------------------------------------------------------
>>> -----------------------------------------
>>>>  Test |      Statistic               p-value
>>>>     95% Confidence Set
>>>>
>>> ------+---------------------------------------------------------------------
>>> -----------------------------------------
>>>>  CLR | stat(.)  =     0.03   Prob > stat =   0.8628
>>>>    [-.009783, .010634]
>>>>   AR | chi2(2)  =     2.62   Prob > chi2 =   0.2694
>>>>   [-.0089519, .0099214]
>>>>   LM | chi2(1)  =     0.03   Prob > chi2 =   0.8673
>>>> [-.0100928, .0108969] U [ .1412529, 1.348119]
>>>>    J | chi2(1)  =     2.60   Prob > chi2 =   0.1072
>>>>  LM-J |         H0 not rejected at 5% level
>>>>
>>> ------+---------------------------------------------------------------------
>>> -----------------------------------------
>>>>  Wald | chi2(1)  =     0.05   Prob > chi2 =   0.8205
>>>>    [-.008054, .010162]
>>>>
>>> ----------------------------------------------------------------------------
>>> -----------------------------------------
>>>> Note: Wald test not robust to weak instruments. LM-J confidence set
>>>> not available with closed-form estimation (use
>>>> usegrid option).
>>>>
>>>>
>>>> estout using ivequ.xls, append cells(b(star fmt(3)) se(par) )
>>>> stats(r2_a N widstat jp, fmt(3))
>>>>
>>>>
>>>>
>>>> Thank  you,
>>>> Nirina
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