Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Re: 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: Re: Extracting the t-statistics from a regression output
Date   Thu, 8 Jul 2010 03:59:28 +0000

<>

There is a -parmest- for version 10.  You can download it from the author (Roger Newson) webpage:

http://www.imperial.ac.uk/nhli/r.newson/stata.htm

~ 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 10:55 PM, Dani Tilley wrote:

> 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.
> 
> 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
> 



*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index