.- help for ^parmest^ (STB-49: dm65) .- Create new data set with 1 observation per parameter of most recent model ------------------------------------------------------------------------- ^parmest^ [ ^,d^of^(^#^)^ ^l^abel ^ef^orm ^le^vel(#) ^fast^ ^sa^ving^(^filename[^, replace^]^)^ no^re^store ] Description ----------- ^parmest^ takes, as input, the parameters of the most recently fitted model, and their covariance matrix. It creates, as output, a new data set, with 1 observation per parameter, and variables corresponding to parameter names, estimates, standard errors, z- or t-test statistics, P-values and confidence limits. This data set may be saved to a file, retained in memory (overwriting the pre-existing data set), or both. Options for use with ^parmest^ ---------------------------- ^dof(^#^)^ specifies the degrees of freedom for t-distribution-based confidence limits. If ^dof^ is zero, then confidence limits are calculated using the standard normal distribution. If ^dof^ is absent, it is set to a default according to the last estimation results. ^label^ indicates that a variable named label is to be generated in the new data set, containing the variable labels of variables corresponding to the parameter names, if such variables can be found in the existing data set. ^eform^ indicates that the estimates and confidence limits are to be exponentiated, and the standard errors multiplied by the exponentiated estimates. ^level(^#^)^ specifies the confidence level, in percent, for confidence limits. The default is ^level(95)^ or as set by ^set level^. (See ^[U] Estimation and post-estimation commands^.) ^fast^ specifies that ^parmest^ not go to extra work so that it can restore the original data should the user press Break. ^fast^ is intended for use by programmers. ^saving(^filename[^, replace^]^)^ saves the output data set in a file. If ^replace^ is specified, and a file of that name already exists, then the old file is overwritten. ^norestore^ specifies whether or not the pre-existing data set is restored at the end of execution. This option is automatically set to ^norestore^ if ^fast^ is specified or ^saving()^ is absent, otherwise it defaults to restoring the pre-existing data set. Remarks ------- ^parmest^ creates a new data set. This data set contains the character variables eq and parm, containing equation and parameter names, respectively. It also contains numeric variables estimate, stderr, z (or t), p, min^xx^ and max^xx^ where ^xx^ is the value of the ^level^ option. These variables contain parameter estimates, standard errors, z-test (or t-test) statistics, P-values, and confidence limits, respectively. The P-values test the hypothesis that the appropriate parameter is zero, or one if ^eform^ is specified. Examples -------- . ^regr price mpg weight,robust^ . ^parmest, fast^ . ^glm mpg foreign,family(gamma) link(identity)^ . ^parmest, dof(70)^ . ^logit foreign mpg^ . ^parmest, label eform saving(parms1.dta)^ Author ------ Roger Newson Imperial College School of Medicine London, UK. Email: r.newson@@ic.ac.uk Also see -------- STB: STB-49 dm65 Manual: [U] Estimation and post-estimation commands