Hi,
I want to feed the results of -testparm- to -est-, but -testparm-
outputs r-class not e-class (and my understanding is that -est- can
include e() scalars)
so, I tried to trick the program (famous last words)
program define check , eclass
testparm x* // the regressors in question start with x
ereturn scalar myp=r(p) // an -ereturn list- shows this worked
end
reg y x* w1 w2 // and so on
est store regr1
est for regr1 : check
est table regr1 , stats(N myp)
No sign of myp in the table! just a blank row, appropriately labelled.
Where am I screwing up?
professor of maternal and child health
university of north carolina
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