On Jan 19, 2004, at 2:33 AM, Victor wrote:
Dear Statalist,
can anyone please direct me as to how to retrieve the standard error
for
weight and the constant (_cons) ?
. reg mpg weight
Source SS df MS Number of obs = 74
F( 1, 72) = 134.62
Model 1591.9902 1 1591.9902 Prob > F = 0.0000
Residual 851.469256 72 11.8259619 R-squared = 0.6515
Adj R-squared = 0.6467
Total 2443.45946 73 33.4720474 Root MSE = 3.4389
mpg Coef. Std. Err. t P>t [95% Conf. Interval]
weight -.0060087 .0005179 -11.603 0.000 -.0070411 -.0049763
_cons 39.44028 1.614003 24.436 0.000 36.22283 42.65774
. est list
scalars:
e(N) = 74
e(df_m) = 1
e(df_r) = 72
e(F) = 134.6182422412369
e(r2) = .651531252908751
e(rmse) = 3.438889631047956
e(mss) = 1591.990203053361
e(rss) = 851.4692564060983
e(r2_a) = .6466914091991504
e(ll) = -195.3886885951764
e(ll_0) = -234.3943376482347
Not in there. Below this you will see matrices: b(1,2) and V(2,2)
The square roots of the diagonal elements of V are the standard errors
you seek. You must save V to a new matrix and then you may operate on
it.
Kit
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