Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
George Murray <george.murray16@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Computing the proportion of significant variables after running numerous regressions |

Date |
Sun, 13 May 2012 22:06:42 +1000 |

Dear Statalist, I am using the -foreach- command to run approximately 1000 (bootstrapped) regression models, however I require an efficient way of calculating the proportion of the regression models which have a statistically significant constant at the 5% level; and of the constants which are statistically significant, the proportion which are positive. Below each of the 1000 regressions I run, a table is displayed with the following format: --------------------------------------------------------------------------------------------------- | Observed Bootstrap V0 | Coef. Bias Std. Err. [95% Conf. Interval] -------------+------------------------------------------------------------------------------------ V1 | .00968169 -.0000537 .00057051 .008721 .0111218 (BC) V2 | -.00110469 .0000782 .000691 -.0023101 .000459 (BC) V3 | .00468313 -.0001562 .00084971 .0031954 .0064538 (BC) _cons | -.00076976 .0001811 .00176677 -.0044496 .0025584 (BC) -------------------------------------------------------------------------------------------------- I would be *very* grateful if someone knew the commands which would allow me calculate this. In the past, I have used (a highly tedious and embarrassing approach on) Excel where I filtered every Nth row, and wrote a command to display 1 if the coefficient lies within the confidence interval, and 0 if not. This time, however, I am running numerous models and require a quicker approach. One more question -- is there a way to create a new variable where the coefficients of V1 (for example) are saved, so I can calculate the mean, standard deviation etc.of V1? If someone could answer at least one of these two questions, it would be very much appreciated. George Murray. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Computing the proportion of significant variables after running numerous regressions***From:*Phil Clayton <philclayton@internode.on.net>

- Prev by Date:
**st: Xtabond2 system gmm h(2) or h(3)** - Next by Date:
**st: Creating an index** - Previous by thread:
**st: Xtabond2 system gmm h(2) or h(3)** - Next by thread:
**Re: st: Computing the proportion of significant variables after running numerous regressions** - Index(es):