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st: RE: Wald test using estout


From   "Jann Ben" <[email protected]>
To   <[email protected]>
Subject   st: RE: Wald test using estout
Date   Sat, 30 Jul 2005 21:31:39 +0200

Guillermo wrote:
> * Suppose I have:
> Y= b1*x+b2*z+b3*w
> 
> To test b1=b2 I do
> test x= z
> 
> And I can store the p-value associated with such test by doing
> Local F1=r(p)
> 
> 
> * How can I put this value F1 in my table using the command estout

The solution is to add the statistic to e(). For example, use 
the -eret2- program (available from SSC, type -ssc install eret2-):

 . reg Y x z w
 . test x=z
 . eret2 scalar p_xz = r(p)
 . estout , stat(p_xz)

Also see -estadd- (type -ssc describe estadd-).

ben

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