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Re: st: post estimation and standard errors


From   Stefan <stefan@gravemeyer.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: post estimation and standard errors
Date   Mon, 14 Jun 2010 08:28:40 +0200

Thanks Maarten and Austin! Problem solved.


--- On Fri, 11/6/10, Stefan wrote:
Maybe someone can help. I want to meddle with my standard
errors after regress to see how this affects the Wald test.
Since Stata does not let me simply change the system
variables _se[VAR] and then run the test and the Wald test
takes only
standard adjustments for the SEs as an argument I see no
option besides coding or doing it manually. Is there a nicer
way?
the graphs below show the consequences of changes in the
standard error for the Wald statistic and resulting the
p-value, assuming that the null hypothesis is that the
coefficient equals 0.

*------------------ begin example ----------------
sysuse auto, clear
logit foreign mpg rep78
twoway function y = _b[mpg]/x, ///
        range(.05 .5)           ///
        ytitle(Wald statistic)  ///
        xtitle(standard error)  ///
        xline(`=_se[mpg]')


twoway function y = 2*normal(-abs(_b[mpg]/x)), ///
        range(.05 .5)                           ///
        ytitle(p-value)                         ///
        xtitle(standard error)                  ///
        xline(`=_se[mpg]')
*------------------ end example --------------------
(For more on examples I sent to the Statalist see:
http://www.maartenbuis.nl/example_faq )

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------




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