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st: P-value from regression


From   Eduardo Nunez <enunezb@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: P-value from regression
Date   Wed, 8 Dec 2010 13:20:18 -0500

Hello Statalisters,

I need to estimate the p-value from several linear regression
analyses. I am using a loop to automate the process.
--------------------------------------------------------------------------------------------------------------------------------------------------------
use "E:\Users\Eduardo\Desktop\Ivan Project\Ivan_data.dta"

tempname hdle

capt erase info.dta

postfile `hdle' str10 var sr_25p sr_50p sr_75p af_25p af_50p af_75p
pval using info

foreach var of varlist acordeA2B2 acordeA2C2 acordeA2D2 acordeB2C2
acordeB2D2 acordeC2D2 acordeA3B3 acordeA3B3 acordeA3C3 {
       sum score if !`var', d
       loc sr_50p=r(p50)
       loc sr_25p=r(p25)
       loc sr_75p=r(p75)
       sum score if `var', d
       loc af_50p=r(p50)
       loc af_25p=r(p25)
       loc af_75p=r(p75)
       regress score `var', vce(cluster subject)
       local pval=r(???)
       post `hdle' ("`var'") (`sr_25p') (`sr_50p') (`sr_75p')
(`af_25p') (`af_50p') (`af_75p') (`pval')
}

postclose `hdle'

use info, clear
list, abbrev(12) noobs sep(0)
--------------------------------------------------------------------------------------------------------------------------------------------------------

typing "ereturn list" after regress doesn't provide the p-value
How should I calculate based en the ereturn values shown?

I have Stata 11.1

Thank you in advance,

Eduardo
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