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


From   Dani Tilley <tilleydani@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: Extracting the t-statistics from a regression output
Date   Wed, 7 Jul 2010 20:55:55 -0700 (PDT)

Hi Eric,

Thanks for your reply. The thing is I cannot use -parmest- because I am using 
version 10.0 and Stata says it  can't run version 11.0 programs.

Is there a way around this? Please?

Dani




----- Original Message ----

<>

-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
From: Dani Tilley <tilleydani@yahoo.com>
To: statalist@hsphsun2.harvard.edu
Sent: Wed, July 7, 2010 11:17:36 PM
Subject: Extracting the t-statistics from a regression output

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.



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