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Re: st: adding p value of probexog chi2 test in esttad after probit

From   Nick Cox <>
Subject   Re: st: adding p value of probexog chi2 test in esttad after probit
Date   Wed, 10 Oct 2012 10:03:30 +0100

These commands are in the module -probexog-tobexog- on SSC. (Also
mentioned is -esttab- (SJ)).

A glance at the help reveals

"The command displays the test statistic, degrees of freedom and P-value,
and places values in the return array. -return list- for details."

So, Maarten's advice, although excellent, is not needed here. Reading
the help would suffice. Prakash should type

return list

after running either command to see that the P-value is in r(p).


On Wed, Oct 10, 2012 at 7:31 AM, Maarten Buis <> wrote:
> On Wed, Oct 10, 2012 at 7:12 AM, Prakash Singh wrote:
>> I am using  probexog- and the -tobexog- commands in Stata (written by
>> Prof. Christopher F Baum, Boston College, USA). -probexog- and the
>> -tobexog- calculate the "Smith-Blundell test (1986) after probit and
>> tobit estimation.
> If you give a reference than it _must_ be a full reference, not just
> some last names plus year.
> If you refer to a user written command than it is nice to say who
> wrote, but much more important is to tell use _where_ you got it from
> (i.e. SSC, SJ, some private website). It is the latter information
> that allows us to identify which (version of the) program you are
> refering to.
>> I need help in adding the p-value of probexog in the combined table of
>> probit estimation using esttab
> The following may help:
> M.L. Buis (forthcoming) "Stata tip #: Where did my p-values go, part
> 2", The Stata Journal.
> <>
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