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st: How to report p-value in outreg2 table following lincom


From   Nuno Rao <nunorao@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: How to report p-value in outreg2 table following lincom
Date   Tue, 30 Mar 2010 10:19:54 -0700 (PDT)

Hi Statalist,

I am trying to figure out how to report the p-value associated with a coefficient computed with the lincom command in an outreg2 table. In particular, I estimate a fixed effects regression using xtreg, then compute the sum of two coefficients from that xtreg using lincom, which gives me the estimate and the p-value of that sum.  I figured out how to report the lincom estimate in an outreg2 table but I cannot figure out how to also report the p-value of that estimate.  

Here's what I do:

. xtreg pctblackfemale fed year1990-year2003 year1990Xfed year1991Xfed year1992Xfed year1993Xfed year1994Xfed year1995Xfed year1996Xfed year1997Xfed year1998Xfed year1999Xfed year2000Xfed year2001Xfed year2002Xfed year2003Xfed,fe robust
. lincom fed+year1990Xfed
. outreg2 using table,append word adjr2 bdec(5) addstat (est,r(estimate))
 
So with the above I am able to include an entry at the end of my outreg2 table that contains the lincom estimate of "fed+year1990Xfed" but how do I also get outreg2 to reoprt the p-value associated with that estimate?
 
Thanks,
Nuno


      

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