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Re: st: Extracting the t-statistics from a regression output


From   Eric Booth <ebooth@ppri.tamu.edu>
To   "<statalist@hsphsun2.harvard.edu>" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Extracting the t-statistics from a regression output
Date   Thu, 8 Jul 2010 03:30:44 +0000

<>

-parmest- from SSC is useful for this purpose.  Martin Weiss pointed this out to me in a post earlier this week.  E.g., 

****
webuse auto, clear
 regress price mpg weight foreign displacement headroom, nocons
 parmest,label  list(parm label t,clean noobs) saving(tstats, replace)

 u tstats, clear
keep parm t
li
****

~ Eric
__
Eric A. Booth
Public Policy Research Institute
Texas A&M University
ebooth@ppri.tamu.edu
Office: +979.845.6754


On Jul 7, 2010, at 10:17 PM, Dani Tilley wrote:

> Hi,
> 
> After I -regress y x1 x2 x3, noconstant- I need to access the vector of 
> t-statistics for the null that beta_i=0. This corresponds to the third column on 
> the regression output. I actually only need one of the t-stats but I don't think 
> this simplifies the problem.
> 
> From the help article, I know that e(b) extracts the coefficients but couldn't 
> find something similar for the t-stats.
> 
> Any help would be appreciated.
> 
> Thanks,
> Dani
> 
> 
> 
> 
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