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Re: st: adding p value of probexog chi2 test in esttad after probit


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: adding p value of probexog chi2 test in esttad after probit
Date   Wed, 10 Oct 2012 14:55:24 +0100

As already pointed out, these *exog commands leave the P-value behind in r(p).

I've never used -esttab-, but I suspect that is the information you need.

Nick

On Wed, Oct 10, 2012 at 2:49 PM, Prakash Singh <prakashbhu@gmail.com> wrote:
> My apologies for mistakes
>
> probexog-tobexog command is ssc module and computes a test of
> exogeneity for a probit (tobit) estimation.
>
> probexog-tobexog command is based on - Smith, R.J., & Blundell, R.W.
> (1986). An exogeneity test for a simultaneous equation Tobit model
> with an application to labor supply. Econometrica, 54(4), 679-686.
>
> Now what I want is to add the pvalues displayed after running probexob
> to that of probit result using esttab command which is again ssc
> module to produde regression table in stata.
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