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

From   "Martin Weiss" <>
To   <>
Subject   st: RE: How to report p-value in outreg2 table following lincom
Date   Tue, 30 Mar 2010 20:04:02 +0200


webuse nlswork, clear
gen age2 = age*age
gen ttl_exp2 = ttl_exp*ttl_exp
gen tenure2 = tenure*tenure
gen byte black = race==2
xtset idcode
xtreg ln_w grade age* ttl_exp* /* 
 */  tenure* black not_smsa south, fe /* 
 */ robust
lincom age+ttl_exp+south
local est = r(estimate)

te age+ttl_exp+south=0

outreg2 using table, replace /*
*/ adjr2 bdec(5) word /*
*/ addstat(Estimate, `est', P-Value, `r(p)')



-----Original Message-----
[] On Behalf Of Nuno Rao
Sent: Dienstag, 30. März 2010 19:20
Subject: st: How to report p-value in outreg2 table following lincom

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?


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