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From |
Shan Ghimire <shanmire@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Sun, 2 Sep 2012 12:44:43 -0400 |

Thank you Nick! More decimal places certainly helps. Shan On Sun, Sep 2, 2012 at 12:38 PM, Nick Cox <njcoxstata@gmail.com> wrote: > 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. > > Nick > > On Sun, Sep 2, 2012 at 4:50 PM, Shan Ghimire <shanmire@gmail.com> 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 >> <klein.daniel.81@googlemail.com> 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. >>> (http://www.stata-journal.com/sjpdf.html?articlenum=st0137) >>> >>> -- >>> 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 > > * > * 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/ -- Shankar 1. "Faith makes everything possible" 2. "It matters how you are going to finish" * * 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/

**References**:**Re: st: How to get P Values for sargan and abond in ereturn***From:*daniel klein <klein.daniel.81@googlemail.com>

**Re: st: How to get P Values for sargan and abond in ereturn***From:*Shan Ghimire <shanmire@gmail.com>

**Re: st: How to get P Values for sargan and abond in ereturn***From:*Nick Cox <njcoxstata@gmail.com>

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