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st: RE: Retrieving statistics after pstest to use with estout


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Retrieving statistics after pstest to use with estout
Date   Wed, 25 Nov 2009 20:50:50 +0100

<>

It is easy to -display- the call to the estimation command that -eststo-
picks up and -esttab- displays. Taking the example at
http://cameron.econ.ucdavis.edu/mmabook/mmaprograms.html:


*******
u http://cameron.econ.ucdavis.edu/mmabook/nswpsid.dta, clear
 
psmatch2 TREAT  AGE AGESQ EDUC EDUCSQ

eststo psttest: pstest AGE AGESQ EDUC EDUCSQ,  /* 
 */ sum t(TREAT) 
esttab psttest

di in r "`e(cmdline)'"
*******

The only difficulty here is the temporary variable that they condition on...


The return list from -pstest- contains only -scalar-s, so you would have to
-trace- the command to see how you can replicate the calculation of your
desired results...


HTH
Martin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Peer Skov
Sent: Mittwoch, 25. November 2009 19:12
To: statalist@hsphsun2.harvard.edu
Subject: st: Retrieving statistics after pstest to use with estout

Dear listers,
After running a psmatch2 estimation I use pstest to assess the balancing. I
would like to set-up an .rtf table showing these t-statistics and the
achieved percentage bias reduction for each variable. To avoid copy-typing I
usually use estout/esttab, however, I haven't been able to reproduce an .rtf
table holding my desired statistics.  
 
So far I have tried the following:
eststo psttest: pstest [varlist], sum t(d)
esttab pstest
That gave me the coeff. and t-stats from (what I think is) a probit on
treatment status on the matched sample. 
 
Additionally I have tried using [return] after pstest, my idea was to
combine it with estadd. But as far as I can tell [return] did not have
variable specific statistics.
 
As the paper is still in version 1 and we balance on 46 variables and
examine outcomes for 3 different treatments stata generated tables is
considerable time-saving as well as error minimizing. Therefore, I will be
thankful for all suggestions!
 
Best,
Peer.  		 	   		  
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