Ada:
This has been asked before a number of times on the
statalist. See for instance the thread started with
http://www.stata.com/statalist/archive/2005-02/msg00476.html
The corrected code of May is shown below.
HTH,
Maarten
*-----------------begin example--------------------
clear
sysuse auto
regress mpg len turn head gear
qui{
drop _all
mat b=e(b)'
mat se= vecdiag(cholesky(diag(vecdiag(e(V)))))'
gen vars=""
local names: rownames b
tokenize `names'
local num : word count `names'
set obs `num'
forvalues i=1/`num'{
replace vars= "``i''" in `i'
}
svmat b
svmat se
rename b1 coef
rename se1 se
gen t=coef/se
gen pvalue=2*ttail(e(df_r),abs(t))
gen lb=coef-invttail(e(df_r),0.025)*se
gen ub=coef+invttail(e(df_r),0.025)*se
}
list
*-------------------------end example---------------------------
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
-----Original Message-----
From: [email protected] [mailto:[email protected]]On Behalf Of Ada Ma
Sent: dinsdag 18 april 2006 15:48
To: [email protected]
Subject: st: how do i save the significance levels of coefficients after estimation?
After estimating a wage model I would like to save the P values of the
coefficients. How can I do that? I can't find the P values from the
ereturn list.
*
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