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Re: st: How to get P Values for sargan and abond in ereturn

From   Nick Cox <>
Subject   Re: st: How to get P Values for sargan and abond in ereturn
Date   Sun, 2 Sep 2012 17:38:00 +0100

I doubt that -esttab- (SSC) contains options for falsifying your
results. For your purposes you need more decimal places and the help
for -esttab- tells you options for tuning the format.


On Sun, Sep 2, 2012 at 4:50 PM, Shan Ghimire <> wrote:
> Daniel,
> That's a big help. Thank you so much. I have another tail question,
> however. I get the value of psargan to be 0.99964. Now, if I use
> esttab <model>, sca(psargan), the value for psargan is rounded to
> 1.000 in the table. I would instead like to report 0.999 without
> rounding it up. Could you help me with that please?
> Thank you.
> Shan
> On Sun, Sep 2, 2012 at 6:49 AM, daniel klein
> <> wrote:
>> Shan,
>> Buis (2007) shows how to do this. You already have the test statistic
>> for -sargan- stored in e(). All you need is the degrees of freedom,
>> which I guess should be e(zrank) - e(rank) -- I  could be wrong here.
>> You can then calculate the p-value as
>> sca psargan = chi2tail(e(zrank) - e(rank), e(sargan))
>> Next you put the scalar into e(), using -estadd-, part of -estout- (Jann, SSC)
>> estadd sca psargan = psargan
>> You then add scalar e(psargan) to your estimation results, using
>> -esttab-, also part of -estout- (Jann, SSC).
>> esttab <whatever> ,sca(psargan)
>> You migth want to use a temporary name for the scalar, or a -local- instead.
>> Best
>> Daniel
>> Buis, Maarten, L. (2007). Stata tip 53: Where did my p-values go? The
>> Stata Journal, 7(4), pp. 584–586.
>> (
>> --
>> I am running a panel data regression using xtdpdsys. After running the
>> regression, I perform estat sargan and estat abond and I can see both
>> the test statistic values and p-values for them in the log window.
>> However, I would like to get the p-values from ereturn list for these
>> tests so that I can put these p-values at the end of the regression
>> table using esttab. The ereturn list gives me  only  the test
>> statistics - e(sargan) and e(arm2) but not the p-values for them.
>> Could anybody help me with that please?
>> Thank you in advance. Shan

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