# Re: st: Estout and test statistics

 From "Ben Jann" <[email protected]> To [email protected] Subject Re: st: Estout and test statistics Date Thu, 4 Jan 2007 09:45:16 +0100

```Here's an example:

. sysuse auto
. reg price mpg weight
. estat hettest
. local hettest = r(chi2)
. local hetprob = r(p)
. estadd scalar hettest = `hettest'
. estadd scalar hetp = `hetprob'
. estimates store one
. reg price mpg weight foreign
. estat hettest
. local hettest = r(chi2)
. local hetprob = r(p)
. estadd scalar hettest = `hettest'
. estadd scalar hetp = `hetprob'
. estimates store two
. estout one two, stats(hettest hetp) style(fixed)

one          two
b            b
mpg             -49.51222      21.8536
weight           1.746559     3.464706
foreign                        3673.06
_cons            1946.069    -5853.696
hettest          14.78229     6.336343
hetp             .0001207     .0118288

Two notes:

1. The use of locals is necessary since -estadd- whipes out the r()'s.
However, an updated version of estadd that preserves the r()'s will be
available shortly. With the new version it will be possible to code:

. reg price mpg weight
. estat hettest
. estadd scalar hettest = r(chi2)
. estadd scalar hetp = r(p)

2. Currently, the -estimates store- command must come last after the
robust to the order of commands.

ben

On 1/3/07, Guido Tiemann <[email protected]> wrote:
```
```Dear all!

My question concnern the inclusion of test statistics in table output
produced by "estout". For instance, is there any way to make estout
display a heteroskedasticity test computed by "estat hettest" following a
conventional linear regression?? I could not figure out any way to

Best regards,

Guido Tiemann

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```
```*
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```