Well, curious... I have -adoupdate-d my -xtivreg2-, just to be sure.
When I run your example, I get in fact e(df_r) (thanks for pointing it
out in red!). But when I run my own command on my dataset, I do not
get anything:
. disp e(df_r)
.
This happens with and without clustering, with and without robust
s.e., with and without excluded instruments. In every one of these
cases, I do not have anything saved in e(df_r). My data are properly
-tsset-.
Davide
> <>
>
> " issue is precisely that there is *no* "e(df_r)"
>
> Are you sure you have updated your -xtivreg2-? I do get my e(df_r)...
>
> *************
> use http://fmwww.bc.edu/ec-p/data/macro/abdata.dta
> qui tsset id year
> qui xtivreg2 ys k (n=l2.n l3.n), fe small
> di in red e(df_r)
> *************
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von Davide Cantoni
> Gesendet: Dienstag, 10. März 2009 15:44
> An: [email protected]
> Betreff: st: AW: ereturn list with xtivreg2
>
> Martin, thanks for your reply.
>
> Of course, I should have been more precise. I just mean the p-values
> for the coefficient estimates. (Fifth column from the left in the main
> output table, if I have to be even more precise)
>
> Well, the issue is precisely that there is *no* "e(df_r)" in the
> results saved in e() by -xtivreg2-.... So I would love to know what
> all these results in e() mean.
>
> Best, Davide
>
>
>
>> <>
>>
>> What does "the p-value" mean? I see a couple of them in standard
> -xtivreg2-
>> output, and the returned value " e(df_r)" certainly fits your description.
>> You have to clarify your question, I am afraid...
>>
>>
>>
>> HTH
>> Martin
>>
>> -----Ursprüngliche Nachricht-----
>> Von: [email protected]
>> [mailto:[email protected]] Im Auftrag von Davide
> Cantoni
>> Gesendet: Dienstag, 10. März 2009 04:36
>> An: [email protected]
>> Betreff: st: ereturn list with xtivreg2
>>
>> Dear Statalisters,
>>
>> I have a very simple question: is there a way to find an explanation
>> of what the various results saved in e() by -xtivreg2- actually
>> correspond to? The official help file does not describe those, and
>> while some are pretty standard, like e(r2_a), others seem to be
>> specific to this command and their abbreviations are not immediately
>> intellegible. (Specifically, I am searching for the residual degrees
>> of freedom that are used when computing the p-value).
>>
>> Thanks,
>>
>> Davide
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