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 at the end of May, and its replacement, statalist.org is already up and running.


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

Re: st: ereturn display with robust


From   Ulrich Kohler <kohler@wzb.eu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ereturn display with robust
Date   Wed, 01 Dec 2010 17:34:53 +0100

Am Mittwoch, den 01.12.2010, 10:08 -0600 schrieb Jeff Pitblado,
StataCorp LP:
> Ulrich Kohler <kohler@wzb.eu> asks how to get -ereturn display- to put an
> extra label above the 'Std. Err.' column title:
> 
> > Does anybody know how do achieve that -ereturn display- issues the word
> > "Robust" above "Std. Err." in the coefficients table of a statistical
> > model?
> 
> -ereturn display- looks at the contents of macro -e(vcetype)- to see if it
> needs an extra label for the 'Std. Err.' column title.
> 
> Uli can put the following in his ado-file programed estimation command to get
> -ereturn display- to label the results as having 'Robust' standard errors
> 
> 	ereturn local vcetype Robust
> 
> Note that -e(vcetype)- is automatically updated when -_robust- is used with
> -e(V)- directly (when the -variance()- option is not specified).

Thanks a lot. Let me add for others that this must be must be below
-ereturn post-. Although this is quite obvious if you think about it, it
was the reason why I wasn't successfull when trying out that idea
myself. Here is the code snippet that does the trick ...

ereturn post `b' `V', esample(`touse') obs(`N') depname(`y') 
ereturn local vcetype Robust
ereturn display


Uli

*
*   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