
From  Richard Williams <[email protected]> 
To  [email protected] 
Subject  Re: st: question from a new user 
Date  Fri, 10 Feb 2006 11:05:56 0500 
At 10:20 AM 2/10/2006, Rudy Fichtenbaum wrote:
I am a relatively new user of Stata having used SAS for many years. I know that when you run a regression in Stata it produces a whole series of results that are stored under e( ) e.g. R squared, N, RSS etc. The problem I am having is I can't figure out how to access those stored results. I want to use the stored results to calculate an LM statistic. I can do this manually using the results and the display command but there must be a way of programing Stata to do this task.Welcome to Stata Rudy. First off though, kill the little vcf attachments when you post since they screw up some people's email! Here is a simple example. Basically, you just find out how the quantities you want are stored and then use them in your calculations.
Here is what I want to do. I run a restricted regression and then obtain the residuals. Next I regress the residuals on the independent variables from the unrestricted model. N times the R square from this equation is an LM statistic.
Rudy
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