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


From   hind lazrak <hindstata@gmail.com>
To   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 10:12:57 -0700

Thank you Richard for taking the time to come back to the thread.
Using and expanding on the approach recommended by Jesper I was able
to get a matrix of coefficients that were statistically significant at
the 0.1 level while accounting for environmental variables I needed to
control for.

Best,
Hind

On Fri, Oct 14, 2011 at 7:41 AM, Richard Williams
<richardwilliams.ndu@gmail.com> wrote:
> 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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