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st: RE: question from a new user
Here is an example:
sysuse auto
regress mpg weight
ereturn list
local nobs = e(N)
local r2 = e(r2)
local lm = `nobs'*`r2'
di "lm: `lm'"
Jean Salvati
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Rudy Fichtenbaum
> Sent: Friday, February 10, 2006 10:20 AM
> To: [email protected]
> Subject: st: question from a new user
>
> I am a relatively new user of Stata having used SAS for many
> years. I know that when you run a regression in Stata it
> produces a whole series of results that are stored under e( )
> e.g. R squared, N, RSS etc. The problem I am having is I
> can't figure out how to access those stored results. I want
> to use the stored results to calculate an LM statistic.
> I can do this manually using the results and the display
> command but there must be a way of programing Stata to do this task.
>
> Here is what I want to do. I run a restricted regression and
> then obtain the residuals. Next I regress the residuals on
> the independent variables from the unrestricted model. N
> times the R square from this equation is an LM statistic.
>
> Rudy
>
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