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Re: st: how to escalate coefficients using outreg2 or a similar program?


From   John Luke Gallup <jlgallup@pdx.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: how to escalate coefficients using outreg2 or a similar program?
Date   Wed, 17 Oct 2012 14:44:46 -0700

-outreg2- (and -outreg-) take all their information about the coefficients directly from the e(b) and e(V) matrices, so you _have_ to modify these matrices if you want to report non-standard estimates.  These matrices can only be modified by an -eclass- program, so you must create a program within your .do file to do this.  In Benjamin's case, it sounds like he has already created a new estimation command, so all he has to do is use -ereturn post- to save the results in the e(b) and e(V) matrices before running -outreg2-.

pseudocode to do this would look like:

program escalate, eclass
   version 12.1
   syntax varlist [if] [in] [fw aw] [, *]
   oldestimationcommand `varlist' `if' `in' `weigth' `exp', `options'
   tempname newb newV 
   matrix `newb' = e(b)
   matrix `newV' = e(V)
      ... code to change newb and newV ...
   ereturn post `newb' `newV' ... 
	[-ereturn post- clears all the previously posted e() information, so everything you want to keep has to be reposted in the -ereturn post- command]
end

John

On Oct 17, 2012, at 7:45 AM, Benjamin Villena <b_villena@yahoo.com> wrote:

> Hello Statalist members,
> 
> In order to numerically stabilize an estimation procedure that uses complicated numerical integration, I need to standardize my regressors X. 
> 
> I plan to use outreg2 to put  several specifications in a table using the same estimation method. 
> 
> However, I want to report escalated coefficients and standard deviations instead of the ones I get directly from my estimation routine. In other words, I want to divide each coefficient and its standard error by the sample standard deviation of the associated regressor after the estimation, and report them in a table.
> 
>  I guess I could manipulate e(b) and e(V) in order to get what I want, but then I think I could not use outreg2 to create a table. Is there a simple way to do this using already built code such as outreg2 or similar?
> 
> Thanks,
> 
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