Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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 11:33:23 -0700 (PDT) |

Dear John (or anyone else who knows the answer) The example you gave is great, but I am using a multiequation estimation command called cmp (Roodman 2012) How can I adapt your example if I have to estimate this multiequation model with cmp using standardized regressors ? cmp (y1= x1-x10 z) (y2 = x1-x10 z) (y3= x1-x10 z) (y4= x1-x10 z) (y5= x1-x10 w) if ss=1, `options' In other words, how can I write the 'syntax' line of my new program to be able to invoke cmp with the right syntax within the new ado file? Thanks, ----- Original Message ----- > From: John Luke Gallup <jlgallup@pdx.edu> > To: statalist@hsphsun2.harvard.edu > Cc: > 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, >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/statalist-faq/ >> * http://www.ats.ucla.edu/stat/stata/ > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: how to escalate coefficients using outreg2 or a similar program?***From:*Maarten Buis <maartenlbuis@gmail.com>

**References**:**st: how to escalate coefficients using outreg2 or a similar program?***From:*Benjamin Villena <b_villena@yahoo.com>

**Re: st: how to escalate coefficients using outreg2 or a similar program?***From:*John Luke Gallup <jlgallup@pdx.edu>

- Prev by Date:
**st: spatdiag** - Next by Date:
**st: Outlier diagnostics for tobit (postestimation)** - Previous by thread:
**Re: st: how to escalate coefficients using outreg2 or a similar program?** - Next by thread:
**Re: st: how to escalate coefficients using outreg2 or a similar program?** - Index(es):