Coming back with more questions - the estimation I did have lost of
dropped variables, and when I tried to implement:
mat se= vecdiag(cholesky(diag(vecdiag(e(V)))))'
Stata replies saying:
matrix not positive definite
r(506);
How can I trim the zeros from the e(b) and e(V) matrices before I
perform the commands posted by Maarten?
Many thanks again!
Ada
On 4/18/06, Ada Ma <[email protected]> wrote:
> Hi Maarten,
>
> Thanks for your help and suggestion. For whatever reason it didn't
> occur to me to search first before I ask. Apologies to all for taking
> up the bandwidth.
>
> Ada
>
> On 4/18/06, Maarten Buis <[email protected]> wrote:
> > 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.
> >
> >
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
>
> --
> Ada Ma
> Research Fellow
> Health Economics Research Unit
> University of Aberdeen, UK.
> http://www.abdn.ac.uk/heru/
> Tel: +44 (0) 1224 553863
> Fax: +44 (0) 1224 550926
>
--
Ada Ma
Research Fellow
Health Economics Research Unit
University of Aberdeen, UK.
http://www.abdn.ac.uk/heru/
Tel: +44 (0) 1224 553863
Fax: +44 (0) 1224 550926
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
