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Re: st: how to index regressions inside a foreach loop in order to avoid writing over the estimates


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: how to index regressions inside a foreach loop in order to avoid writing over the estimates
Date   Fri, 14 Oct 2011 09:41:00 -0500

At 10:46 PM 10/13/2011, hind lazrak wrote:
Dear Richard

Thank you for taking the time to respond to the question I posted.

I made the example simpler in my post for more clarity.

In the first step I ran the pwcorr, sig to capture the list of
variables that I ran in the loop.
In fact the simple linear regression does include three other
variables that may act as either modifier or confounder. So I need to
control for them.

So this brings me back to the original question. Is there any way to
get a table of coeffs that are statistically significant at the 95%
level?

Is this equivalent to saying that you only want the printout when `var' is statistically significant? If so, I think you could modify the following code:

sysuse auto
quietly reg price mpg trunk weight
if abs( _b[mpg] / _se[mpg]) >=1.96 reg

In other words, assuming the sample is fairly large, check to see if the t value for the var being tested is sufficiently large. If it is, display the results, otherwise do not.

-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

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