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Re: st: Store T-Statistic from Model?


From   Roger Newson <r.newson@imperial.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Store T-Statistic from Model?
Date   Fri, 4 Jun 2010 17:02:00 +0100

The t-statistics, and the estimates, P-values and confidence limits, created by Stata estimation commands, can be stored using the -parmest- package, downloadable from SSC (in Stata Version 11) or from my website (in Stata Versions 5, 6, 7, 8, 9 and 10). The -parmest- package produces an output dataset (or resultsset) with 1 observation per estimated paraneter and data on parameter names, estimates, z- or t-statistics, P-values, confidence limits, and other parameter attributes as requested by the user. This output dataset can be listed to the Stata log and/or saved in a Stata data file and/or saved to the memory (overwriting any pre-existing data). The on-line help for -parmest- cites several downloadable references, which explain the use of -parmest-.

I hope this helps.

Best wishes

Roger


Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

Opinions expressed are those of the author, not of the institution.

On 04/06/2010 16:01, JABBER2142 wrote:
Hey,

Is it possible to store the T-statistics from a regression output into
a variable?  E.g. In a completely hypothetical example, if I conducted
a basic regression like "regress wage education" and the Stata output
said the T-statistic was 30, could I store this somewhere?  It is
possible to store the coefficient of said regression (gen coef =
_b[education]) or various stats about the entire model ( gen r2 =
e(r2) ) but I can't figure out where (or if?) the T-statistic is
stored.

Thanks much,
Stumped.
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