--- Nuno wrote:
> clear
> sysuse auto
> regress mpg foreign weight length
> test foreign weight length
> outreg2 using auto5, addstat(Adjusted R-squared, e(r2_a), F
> test,r(F),Prob >
> F, r(p)) tstat excel replace
>
> Although I'm able to get the "Adjusted R-squared" additional
> statistic in the output file, the "F test" (r(F)) and "Prob>F" (r(p))
> do not appear in the output.
--- "Mentzakis, Emmanouil" <[email protected]> wrote:
> Use e(F) not r(F) and you will get the F statistic value. However, it
> seems that -regress- doesn't save the p-value. >
You can recover the p-value using the -Ftail- function:
clear
sysuse auto
regress mpg foreign weight length
local p = Ftail(`e(df_m)',`e(df_r)',`e(F)')
outreg2 using auto5, ///
addstat(Adjusted R-squared, e(r2_a), ///
F test, e(F), ///
Prob >F, `p') ///
tstat excel replace
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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