Dear Statalist,
given the auto.dta ,and
. reg mpg weight price
Source SS df MS Number of obs = 74
F( 2, 71) = 66.85
Model 1595.93249 2 797.966246 Prob > F = 0.0000
Residual 847.526967 71 11.9369995 R-squared = 0.6531
Adj R-squared = 0.6434
Total 2443.45946 73 33.4720474 Root MSE = 3.455
mpg Coef. Std. Err. t P>t [95% Conf. Interval]
weight -.0058175 .0006175 -9.421 0.000 -.0070489 -.0045862
price -.0000935 .0001627 -0.575 0.567 -.000418 .0002309
_cons 39.43966 1.621563 24.322 0.000 36.20635 42.67296
can any one please tell me how I could retrieve the lower bound and the
upper bound for 95% and 99% confidence intervals ?
Yes. You can use the -parmest- package, downloadable from SSC. The
-parmest- package creates an output data set with 1 observation per
parameter and data on parameter estimates, confidence limits, P-values and
other parameter attributes. This data set can be simply listed, saved to a
disk file, or written to memory (overwriting any pre-existing data). In
Stata, type
