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


From   Benjamin Villena <b_villena@yahoo.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: how to escalate coefficients using outreg2 or a similar program?
Date   Thu, 18 Oct 2012 10:51:46 -0700 (PDT)

Dear John,
Thanks for your reply. It's very helpful.
Best,


>________________________________
> From: John Luke Gallup <jlgallup@pdx.edu>
>To: statalist@hsphsun2.harvard.edu 
>Sent: Wednesday, October 17, 2012 6:44 PM
>Subject: Re: st: how to escalate coefficients using outreg2 or a similar program?
> 
>-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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