Re: st: how to escalate coefficients using outreg2 or a similar program?

[Maarten Buis <maartenlbuis@gmail.com>]

Nothing changes, except for the part  ... code to change newb and newV
... but that was the part you had to fill in anyhow.

-- Maarten

On Thu, Oct 18, 2012 at 8:33 PM, Benjamin Villena <b_villena@yahoo.com> wrote:
> Dear John (or anyone else who knows the answer)
> The example you gave is great, but I am using a multiequation estimation command called cmp (Roodman 2012)
> How can I adapt your example if I have to estimate this multiequation model with cmp using standardized regressors ?
>
> cmp (y1= x1-x10 z) (y2 = x1-x10 z)  (y3= x1-x10 z) (y4= x1-x10 z) (y5= x1-x10 w)  if ss=1, `options'
>
>  In other words, how can I write the 'syntax' line of my new program to be able to invoke cmp with the right syntax within the new ado file?
>
> Thanks,
>
>
> ----- Original Message -----
>> From: John Luke Gallup <jlgallup@pdx.edu>
>> To: statalist@hsphsun2.harvard.edu
>> Cc:
>> Sent: Wednesday, October 17, 2012 6:44 PM
>> Subject: Re: st: how to escalate coefficients using outreg2 or a similar program?
>>
>> -outreg2- (and -outreg-) take all their information about the coefficients
>> directly from the e(b) and e(V) matrices, so you _have_ to modify these matrices
>> if you want to report non-standard estimates.  These matrices can only be
>> modified by an -eclass- program, so you must create a program within your .do
>> file to do this.  In Benjamin's case, it sounds like he has already created
>> a new estimation command, so all he has to do is use -ereturn post- to save the
>> results in the e(b) and e(V) matrices before running -outreg2-.
>>
>> pseudocode to do this would look like:
>>
>> program escalate, eclass
>>    version 12.1
>>    syntax varlist [if] [in] [fw aw] [, *]
>>    oldestimationcommand `varlist' `if' `in' `weigth' `exp',
>> `options'
>>    tempname newb newV
>>    matrix `newb' = e(b)
>>    matrix `newV' = e(V)
>>       ... code to change newb and newV ...
>>    ereturn post `newb' `newV' ...
>>     [-ereturn post- clears all the previously posted e() information, so
>> everything you want to keep has to be reposted in the -ereturn post- command]
>> end
>>
>> John
>>
>> On Oct 17, 2012, at 7:45 AM, Benjamin Villena <b_villena@yahoo.com> wrote:
>>
>>>  Hello Statalist members,
>>>
>>>  In order to numerically stabilize an estimation procedure that uses
>> complicated numerical integration, I need to standardize my regressors X.
>>>
>>>  I plan to use outreg2 to put  several specifications in a table using the
>> same estimation method.
>>>
>>>  However, I want to report escalated coefficients and standard deviations
>> instead of the ones I get directly from my estimation routine. In other words, I
>> want to divide each coefficient and its standard error by the sample standard
>> deviation of the associated regressor after the estimation, and report them in a
>> table.
>>>
>>>   I guess I could manipulate e(b) and e(V) in order to get what I want, but
>> then I think I could not use outreg2 to create a table. Is there a simple way to
>> do this using already built code such as outreg2 or similar?
>>>
>>>  Thanks,
>>>
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>
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-- 
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
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