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st: Re: st: Re: st: Re: st: Re: st: From: Rodrigo Briceño <>

From   Rodrigo Briceño <>
Subject   st: Re: st: Re: st: Re: st: Re: st: From: Rodrigo Briceño <>
Date   Wed, 26 Sep 2012 14:42:21 -0600

Following Nick recommendations the final code I got was the presented
below. The suggested code for Breusch-Godfrey test didn't work, so I
stayed with the use of a matrix to hold constants (it was suggested
"estadd scalar bgchi2s =r(chi2)" but it didn't work since
Breusch-Godfrey test produces the results on a matrix format).

However I have an additional doubt. I think that I'm making a mistake
when collecting the results of my regressions. My desired result is to
have 11 txt files, each one with 24 regressions. Using the code pasted
at the end of my mail I get only 1 txt file with all the regressions.
I tried moving the site where the estout call is placed but no
favorable results.

Please notice that I'm using ivhettest (Mark E Schafferm) for testing
heteroskedasticity, estout and estadd (Ben Jann) for presenting
regression results in the form of a table.


local X "sfid liqmk dv pprom"
foreach j in 8 225 29 220 18 251 222 221 224 24 276{

	forvalues i=1(1)24 {
		regress liq  `X' l`i'.liq if isin==`j'
		predict ehat if e(sample), res
		ivhettest, ivsq
		estadd scalar hettest = r(nr2)
		estadd scalar hetp = r(nr2p)
		estat bgodfrey, lags(1)
		matrix bgchi2s = r(chi2)
		matrix bgchi2p = r(p)
		estadd scalar bgchi2s = bgchi2s[1,1]
		estadd scalar bgchi2p = bgchi2p[1,1]
		su ehat, detail
		estadd scalar jb = (r(N)/6)*((r(skewness)^2 + (r(kurtosis) - 3)^2)/4)
		scalar work = (r(N)/6)*((r(skewness)^2 + (r(kurtosis) - 3)^2)/4)
		estadd scalar jbp = chiprob(2, work)
		drop ehat
		estimates store m`i'_`j', title (m`i'_`j')
estout * using mod`i'_`j'.txt, cells(b(star fmt(%9.3f)) p(fmt(%9.3f)))
starlevels(* .10 ** .05 *** .01) stats(r2 N hettest hetp bgchi2s
bgchi2p jb jbp, fmt(%9.3f %9.0g %9.3f %9.3f %9.3f %9.3f %9.3f %9.3f)
labels(R-squared)) legend label collabels(none) varlabels(_cons
drop _est*

2012/9/25 Nick Cox <>:
> I commented on this in my earlier post, but it's a prominent request
> in the Statalist FAQ:
> "Say what command(s) you are using. If they are not part of official
> Stata, say where they came from: the STB/SJ, SSC, or other archives.
> For more explanation, see 8. Ado-files FAQ below."
> You should give enough information for anyone else to be able to
> download the program easily.
> Note that giving the program's author alone is not informative, as
> readers still need to know _where_ the program files are to be found.
> Nick
> On Tue, Sep 25, 2012 at 6:25 PM, Rodrigo Briceño <> wrote:
>> Thanks, when you say: "you are asked to explain where they come from"
>> you mean to introduce a note in the syntax in order to locate or
>> understand what they do?
>> 2012/9/25 Nick Cox <>:
>>> -ivhettest- is also user-written.
>>> On Tue, Sep 25, 2012 at 6:06 PM, Nick Cox <> wrote:
>>>> 0. You use -estout- and -estadd-, which are user-written programs, so
>>>> you are asked to explain where they come from.
>>> *
> *
> *   For searches and help try:
> *
> *
> *

Rodrigo Briceño
SKYPE: rbriceno1087

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