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st: how to add the wald test results in a table generated by estout?


From   "G. Dai" <dgecon@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: how to add the wald test results in a table generated by estout?
Date   Fri, 23 Jul 2010 16:23:00 -0700

Dear all,
I'm trying to add the wald test results in the following do file into
the estout table,but
fail after several tries.
More precisely, the estout gives

-------------------------------------
                  probit1         glm1
                        b            b
--------------------------------------
main
x1               .4256448     .0155866
x2              -.1443627    -.1842599
_cons           -.0343263     .1860519
--------------------------------------

while I want it also gives the test result as the third column like

-------------------------------------
                  probit1         glm1          test result
                        b            b
--------------------------------------
main
x1               .4256448     .0155866       4.46(.04)
x2              -.1443627    -.1842599       0.04(.83)
_cons           -.0343263     .1860519
--------------------------------------

how can I achieve it?

thanks,

Guang

************
preserve
clear
set seed 100
set obs 50
gen y1=floor(runiform()-0.5)+1
gen y2=runiform()
gen weight=int(abs(10*rnormal()))
gen x1=rnormal()
gen x2=rnormal()
svyset [pw=weight]

svy:probit y1 x1 x2
est sto probit1
svy: glm y2 x1 x2,fam(bi 1) link(probit)
est sto glm1

suest probit1 glm1
test [probit1_y1]x1=[glm1_y2]x1
test [probit1_y1]x2=[glm1_y2]x2
estout probit1 glm1
restore
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