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Re: st: Adding t-test (test difference from zero, not between two groups) to estpost
From
Richard Williams <[email protected]>
To
[email protected], [email protected]
Subject
Re: st: Adding t-test (test difference from zero, not between two groups) to estpost
Date
Sun, 03 Mar 2013 11:15:25 -0500
It is easy enough to set up a loop for this. Something like
foreach var of varlist firstvar-lastvar {
ttest `var' = 0
estadd scalar t`var' = r(t)
}
See the help for -foreach-.
Incidentally, I am not sure this is legitimate in the first place.
Your sample is a bunch of regression results. What population is
being generalized too? i.e. is each regression viewed as being pulled
from the population of all possible regressions (and if so what kind
of population is that?) Why would you think their mean is 0 anyway?
You don't describe the substance of your problem, but to me it seems
like an odd thing to test.
At 08:14 AM 3/3/2013, Fabio Motoki wrote:
Hi Richard! Thanks for your reply. Yes, I do use estadd in other
cases. But the thing is I have several coefficients, and I'd like to
have a t-test beta=0 for each of them, and then add a line with all
tests instead of several separated scalars.
2013/3/2 Richard Williams <[email protected]>:
> Will something like this do what you want? You need -estadd- from SSC.
>
> ttest educ = 0
> estadd scalar teduc = r(t)
>
>
>
> At 06:05 PM 3/2/2013, Fabio Motoki wrote:
>>
>> Hi there! I have run several regressions with statsby, and I need to
>> present summary statistics on the coefficients. Particularly, I want
>> to test whether the mean of the coefficients is statistically
>> different from zero. Using estpost summarize there is no option for
>> that. Any suggestions? The other stats I need (mean, median,
>> percentiles, count) I get from estpost summarize.
>>
>> Cheers,
>>
>> Fabio
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>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME: (574)289-5227
> EMAIL: [email protected]
> WWW: http://www.nd.edu/~rwilliam
>
>
> *
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>
*
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
*
* 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/