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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Fri, 19 Oct 2012 09:36:30 +0200 |

Nothing changes, except for the part ... code to change newb and newV ... but that was the part you had to fill in anyhow. -- Maarten On Thu, Oct 18, 2012 at 8:33 PM, Benjamin Villena <b_villena@yahoo.com> wrote: > 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/ -- --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * 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:*John Luke Gallup <jlgallup@pdx.edu>

**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>

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

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