Re: st: Returning a p-value for simulation

["Martin Weiss" <martin.weiss1@gmx.de>]

I do not get this solution. Why do I need an e-class "myprobit", given 
that -probit- itself returns _b and _se anyway?

The initial request by John was to capture t (or rather z in the probit 
case) statistics and p-values for a later simulation. That sounds to me as 
if he wants to run the -probit- only once and then process the results 
further...

HTH
Martin
_______________
----- Original Message ----- 
From: "Eva Poen" <eva.poen@gmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Sunday, May 10, 2009 9:53 AM
Subject: Re: st: Returning a p-value for simulation


> <>
>
> If John wishes to return coefficients and associated statistics after
> estimation for a simulation he might want employ an eclass program.
> This way, he can easily access coefficients and standard errors, and
> calculate t-statistics and p-values afterwards. Here is an example:
>
>
> *******************
> program myprobit, eclass
>   ...
>   probit y x1 x2
> end
>
> simulate _b _se , reps(1000) seed(123) saving(myprobit, replace
> every(50)) : myprobit
>
> use myprobit
>
> foreach v in x1 x2 {
>  gen t_`v' = y_b_`v'/y_se_`v'
>  gen p_`v' = 2*(1-normal(abs(t_`v'))
> }
> **********************
>
> Hope this helps,
> Eva
>
>
> 2009/5/9 John Antonakis <john.antonakis@unil.ch>:
> > I am running an rclass program that I wish to simulate.
> >
> > After estimating a probit, I want to save the coefficients, along with 
> > the
> > t-stats and the p-values for later simulation. I figured out the former 
> > but
> > not the latter two. What I have so far is:
> >
> > probit y x1 x2
> > return scalar b1 =_b[x1]
> > return scalar b2 =_b[x2]
> >
> > Thanks,
> > John.
> >
> > --
> > ____________________________________________________
> >
> > Prof. John Antonakis
> > Associate Dean Faculty of Business and Economics
> > University of Lausanne
> > Internef #618
> > CH-1015 Lausanne-Dorigny
> > Switzerland
> >
> > Tel ++41 (0)21 692-3438
> > Fax ++41 (0)21 692-3305
> >
> > Faculty page:
> > http://www.hec.unil.ch/people/jantonakis&cl=en
> >
> > Personal page:
> > http://www.hec.unil.ch/jantonakis
> > ____________________________________________________
> >
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