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Re: st: adding p value of probexog chi2 test in esttad after probit
From 
 
Nick Cox <[email protected]> 
To 
 
[email protected] 
Subject 
 
Re: st: adding p value of probexog chi2 test in esttad after probit 
Date 
 
Wed, 10 Oct 2012 14:55:24 +0100 
As already pointed out, these *exog commands leave the P-value behind in r(p).
I've never used -esttab-, but I suspect that is the information you need.
Nick
On Wed, Oct 10, 2012 at 2:49 PM, Prakash Singh <[email protected]> wrote:
> My apologies for mistakes
>
> probexog-tobexog command is ssc module and computes a test of
> exogeneity for a probit (tobit) estimation.
>
> probexog-tobexog command is based on - Smith, R.J., & Blundell, R.W.
> (1986). An exogeneity test for a simultaneous equation Tobit model
> with an application to labor supply. Econometrica, 54(4), 679-686.
>
> Now what I want is to add the pvalues displayed after running probexob
> to that of probit result using esttab command which is again ssc
> module to produde regression table in stata.
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