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st: RE: RE: Accessing the t-stat and p-values in a regression


From   "Nuno Soares" <[email protected]>
To   <[email protected]>
Subject   st: RE: RE: Accessing the t-stat and p-values in a regression
Date   Thu, 30 Nov 2006 16:41:54 -0000

Thanks Maarten! 

-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Maarten Buis
Sent: quinta-feira, 30 de Novembro de 2006 16:25
To: [email protected]
Subject: st: RE: Accessing the t-stat and p-values in a regression

--- Nuno Soares wrote:
> I'm running a OLS using the -regression- and -statsby- commands in 
> order to save the results into a dataset. Does anyone knows how to 
> access the t-stats and p-values associated with the estimated
coefficients?
 
Stata doesn't store the t-stats or the p-values, but you can get the t-stats
if you know the t-stats are the parameter estimates divided by the standard
error, both of which are stored by -regress-. And once you know the t-stat
you can find the p-value, using the function ttail, see: -help function-.
Also see the example
below:

*----------- begin example ----------------- sysuse auto, clear regress
price weight mpg if foreign == 0 regress price weight mpg if foreign == 1

statsby tweight = (_b[weight]/_se[weight]) /*
     */ pweight = (2 * ttail(e(df_r), abs(_b[weight]/_se[weight]))) /*
     */ tmpg    = (_b[mpg]/_se[mpg]) /*
     */ pmpg    = (2 * ttail(e(df_r), abs(_b[mpg]/_se[mpg]))) /*
     */, by(for): regress price weight mpg list
*----------- end example ------------------

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

 

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