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From |
John Luke Gallup <jlgallup@pdx.edu> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Fri, 19 Oct 2012 11:12:27 -0700 |

Maarten, I think Benjamin will still have a problem with the -syntax varlist- command below because the -cmp- command has multiple equations rather than a varlist. Benjamin can use -syntax anything(equaok)- instead of -syntax varlist- to solve that problem. Then the program would look like program escalate, eclass version 12.1 syntax anything(equaok) [if] [in] [fw pw aw iw] [, *] cmp `anything' `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' ... end John On Oct 19, 2012, at 12:36 AM, Maarten Buis <maartenlbuis@gmail.com> wrote: > 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, >>>> >>>> * >>>> * For searches and help try: >>>> * http://www.stata.com/help.cgi?search >>>> * http://www.stata.com/support/faqs/resources/statalist-faq/ >>>> * http://www.ats.ucla.edu/stat/stata/ >>> >>> >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/faqs/resources/statalist-faq/ >>> * http://www.ats.ucla.edu/stat/stata/ >>> >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/statalist-faq/ >> * http://www.ats.ucla.edu/stat/stata/ > > > > -- > --------------------------------- > Maarten L. Buis > WZB > Reichpietschufer 50 > 10785 Berlin > Germany > > http://www.maartenbuis.nl > --------------------------------- > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: how to escalate coefficients using outreg2 or a similar program?***From:*Benjamin Villena <b_villena@yahoo.com>

**Re: st: how to escalate coefficients using outreg2 or a similar program?***From:*John Luke Gallup <jlgallup@pdx.edu>

**Re: st: how to escalate coefficients using outreg2 or a similar program?***From:*Benjamin Villena <b_villena@yahoo.com>

**Re: st: how to escalate coefficients using outreg2 or a similar program?***From:*Maarten Buis <maartenlbuis@gmail.com>

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