First note that -eststo- is designed to store one ore more sets of
estimation results to a file on disk, independently of the current
dataset in memory. That is, -eststo- only stores the estimation
results and, optionally, an id variable, but not the dataset itself.
If you want to store the estimates and the data together, then use
Michael Blasnik's -estsave- followed by official -save-.
The reason for -test- not working in your example is that the stored
estimates are not made "active" by -estget-. Either use -estimates
restore- to make them active again (see A below) or do not -estimates
store- them in the first place (B).
ben
A:
==
. sysuse auto
. qui regress mpg weight
. estimates store model1
. eststo * using eststodata, id(make) replace
Saving estimates from regress, generating _ests_model1
file eststodata.dta saved
. clear
. sysuse auto
. sort make
. estget using eststodata, id(make)
-------------------------------------------------------
model | command depvar npar title
-------------+-----------------------------------------
model1 | regress mpg 2
-------------------------------------------------------
. estimates restore model1
(results model1 are active now)
. test _b[weight]=.002
( 1) weight = .002
F( 1, 72) = 239.15
Prob > F = 0.0000
B:
==
. sysuse auto
. qui regress mpg weight
. eststo . using eststodata, id(make) replace
Saving estimates from regress, generating _ests__active
file eststodata.dta saved
. clear
. sysuse auto
. sort make
. estget using eststodata, id(make)
-------------------------------------------------------
model | command depvar npar title
-------------+-----------------------------------------
. | regress mpg 2
-------------------------------------------------------
. test _b[weight]=.002
( 1) weight = .002
F( 1, 72) = 239.15
Prob > F = 0.0000
On 2/5/07, John Fulton <[email protected]> wrote:
Hi Statalist. -eststo- and -estget- are not working the way I
expected. I expected to be able to -eststo * using eststodata-, then
-clear- (actually, stop running stata altogether until a later time, but
this is the same thing, from the point of view of the saved data), then
-estget using eststodata- using my stored data and the original data set
to run tests.
But a simple post-estimation command (-test-) won't run.
This does work using -estsave-, so clearly I'm not getting something
about -eststo- and -estget- syntax.
Here's the output:
. clear
. sysuse auto
. qui regress mpg weight
. estimates store model1
. eststo * using eststodata, id(make) replace
Saving estimates from regress, generating _ests_model1
file eststodata.dta saved
.
. clear
. sysuse auto
. sort make
. estget using eststodata, id(make)
-------------------------------------------------------
model | command depvar npar title
-------------+-----------------------------------------
model1 | regress mpg 2
-------------------------------------------------------
. test _b[weight]=.002
last estimates not found
r(301);
end of do-file
r(301);
Thank you, John.
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