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From |
Stas Kolenikov <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: How to add Q stats from -wntestq- to -esttab- table (hopefully with -estadd-) |

Date |
Fri, 16 Sep 2011 19:01:26 -0500 |

On Fri, Sep 16, 2011 at 2:51 PM, Richard Herron <richard.c.herron@gmail.com> wrote: > @Stas -- Thanks for the pointers! I used -estadd- because I wanted to > quickly estimate the models and generate the table, although after > each estimation I added several lines to find Q, which made it very > clunky. > > I learned enough Stata programming to write my own -estadd- function to add Q. > > * ----- begin code ----- > * my -estadd- function to calculate Box-Ljung Q > capture program drop estadd_Q > program estadd_Q, eclass > tempname residuals > predict `residuals', residuals > wntestq `residuals' > ereturn scalar Q = r(stat) > end > > * get data > webuse friedman2, clear > generate ln_m1 = ln(m1) > > * make some models > eststo clear > eststo: quietly arima DS4.ln_m1, ar(1) ma(2) > eststo: quietly arima DS4.ln_m1, ar(1) ma(1/2) > eststo: quietly arima DS4.ln_m1, ar(1/2) ma(2) > eststo: quietly arima DS4.ln_m1, ar(1/2) ma(1/2) > estadd Q : * > > * and create tables with -esttab- > esttab, stats(aic bic Q) noobslast nomtitles > * ----- end code ----- > > It works! Any other suggestions? Thanks! I am not sure what you mean by "it works". The larger chunk of code you provided does not actually use -estadd_Q-. More importantly, -eclass- programming (commands that represent parameter estimation routines) has a number of requirements that your program does not satisfy. See [P] ereturn. (To put it informally, you are playing with fire here :) ). -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * 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/

**Follow-Ups**:**Re: st: How to add Q stats from -wntestq- to -esttab- table (hopefully with -estadd-)***From:*Richard Herron <richard.c.herron@gmail.com>

**References**:**st: How to add Q stats from -wntestq- to -esttab- table (hopefully with -estadd-)***From:*Richard Herron <richard.c.herron@gmail.com>

**Re: st: How to add Q stats from -wntestq- to -esttab- table (hopefully with -estadd-)***From:*Richard Herron <richard.c.herron@gmail.com>

**Re: st: How to add Q stats from -wntestq- to -esttab- table (hopefully with -estadd-)***From:*Stas Kolenikov <skolenik@gmail.com>

**Re: st: How to add Q stats from -wntestq- to -esttab- table (hopefully with -estadd-)***From:*Richard Herron <richard.c.herron@gmail.com>

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