Re: st: Returning a p-value for simulation

[John Antonakis <john.antonakis@unil.ch>]

Hi Eva:

Working with your solution first--it seems to be simple to use.  So I 
have three RHS variables.  Everything works fine until this point:

. foreach v in x z q {
 2.   gen t_`v' = y_b_`v'/y_se_`v'
 3.   gen p_`v' = 2*(1-normal(abs(t_`v'))
 4. }
y_b_x not found
r(111);

Can you tell what's wrong?

Thanks,
John.

____________________________________________________

Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Faculty page:
http://www.hec.unil.ch/people/jantonakis&cl=en

Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________



On 10.05.2009 09:53, Eva Poen wrote:
> <>
>
> If John wishes to return coefficients and associated statistics after
> estimation for a simulation he might want employ an eclass program.
> This way, he can easily access coefficients and standard errors, and
> calculate t-statistics and p-values afterwards. Here is an example:
>
>
> *******************
> program myprobit, eclass
>    ...
>    probit y x1 x2
> end
>
> simulate _b _se , reps(1000) seed(123) saving(myprobit, replace
> every(50)) : myprobit
>
> use myprobit
>
> foreach v in x1 x2 {
>   gen t_`v' = y_b_`v'/y_se_`v'
>   gen p_`v' = 2*(1-normal(abs(t_`v'))
> }
> **********************
>
> Hope this helps,
> Eva
>
>
> 2009/5/9 John Antonakis <john.antonakis@unil.ch>:
>   
> > I am running an rclass program that I wish to simulate.
> >
> > After estimating a probit, I want to save the coefficients, along with the
> > t-stats and the p-values for later simulation.  I figured out the former but
> > not the latter two. What I have so far is:
> >
> > probit y x1 x2
> > return scalar b1 =_b[x1]
> > return scalar b2 =_b[x2]
> >
> > Thanks,
> > John.
> >
> > --
> > ____________________________________________________
> >
> > Prof. John Antonakis
> > Associate Dean Faculty of Business and Economics
> > University of Lausanne
> > Internef #618
> > CH-1015 Lausanne-Dorigny
> > Switzerland
> >
> > Tel ++41 (0)21 692-3438
> > Fax ++41 (0)21 692-3305
> >
> > Faculty page:
> > http://www.hec.unil.ch/people/jantonakis&cl=en
> >
> > Personal page:
> > http://www.hec.unil.ch/jantonakis
> > ____________________________________________________
> >
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