RE: st: return of p-value for beta after regress command

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 05:20 PM 1/1/2006, Maarten buis wrote:
> Hi Colin,
>
> Something like this was discussed a while ago on statalist:
> http://www.stata.com/statalist/archive/2005-02/msg00481.html
>
> HTH,
> Maarten
Based on that message, this is an improvement on what I sent before:

* Run the regression first, then run this
mat b = e(b)
mat v = e(V)
local k = colsof(b)
mat t = J(1, `k', 0)
mat p = J(1, `k', 0)
local dfr = e(df_r)

forval j = 1/`k' {
        local t  =  b[1,`j'] / sqrt( v[`j', `j'] )
        local p = 2*ttail(`dfr',abs(`t'))
        mat t[1,`j'] = `t'
        mat p[1,`j'] = `p'
}
mat list t
mat list p

The main advantage of this is that the results are stored in matrices 
if you want them.


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