Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: 2SLAD - qreg - how to obtain t-stat and p-value

From   "Ngo,PT (pgr)" <>
To   <>
Subject   st: 2SLAD - qreg - how to obtain t-stat and p-value
Date   Wed, 7 Apr 2004 20:05:28 +0100

Dear Stata-listers,

First of all, as I am not sure I did send an email last time, thank you very much to Mark Schaffer for his reply to my latest posting re. ivreg2.

I am now estimating a 2SLAD model, and follow the instructions given by Statacorp's Brian P. Poi in the statalist dated 26 Sep 2003.  Is there a way to retrieve the p-value and the t-stat as they appear when using the command bsqreg? As Brian Poi explains, the s.e. need to be bootstrapped for _both_ stages of the estimation so that it is the command _bootstrap_ which needs to be used.

program bootit2
	version 8.0
	//region 2 - stage 1
	reg Y2 X1 Z if reg7==2
	predict double phat2, xb
	//region 2 - stage 2
	qreg Y1 X1 phat2 if reg7==2
	drop phat2
bootstrap "bootit2" _b, reps (200) dots

I need to do this for 7 regions.

Thanks a lot in advance for your help and time.

Thi Minh

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index