If you insist on doing this by hand, try:
*********
cap ssc inst indeplist
di in red _rc
sysuse auto, clear
reg p w rep g tr
qui indeplist
qui foreach indep in `r(X)'{
noi di in red "Independent Var: `indep'"
noi di in red "t-stat:" %5.4fc _b["`indep'"]/_se["`indep'"]
noi di in red "p-value: " %5.4fc
2*ttail(e(df_r),abs(_b["`indep'"]/_se["`indep'"])) _n(2)
}
di in red "Constant"
di in red "t-stat:" %5.4fc _b[_cons]/_se[_cons]
di in red "p-value: " %5.4fc 2*ttail(e(df_r),abs(_b[_cons]/_se[_cons]))
_n(2)
********
HTH
Martin
_______________________
----- Original Message -----
From: "Bastian Steingros" <[email protected]>
To: <[email protected]>
Sent: Thursday, November 06, 2008 8:16 PM
Subject: Re: st: RE: extract t-values
Well, I guess Mr Cox idea is quite good and efficient enough. I will be
looking at your links later on.
thanks!
But having obtained the t-value, is there also a way to calculate/extract
the corresponding p-value?
-------- Original-Nachricht --------
Datum: Thu, 6 Nov 2008 17:56:48 +0100
Von: "Martin Weiss" <[email protected]>
An: [email protected]
Betreff: st: RE: extract t-values
BTW, your -gen- statement is probably not the most expedient way to
achieve
what I assume you want. You might want to look into -local-s or -scalar-s
for more efficient storage. Or indeed -ssc d parmest- which simplifies
this
task greatly...
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Bastian
Steingros
Sent: Thursday, November 06, 2008 5:48 PM
To: [email protected]
Subject: st: extract t-values
Hi Stata users,
does anybody know a ansver to this problem:
I want to extract the t-values from the table displayed below. To obtain
the
coefficients is easy by programming gen coef1=_b[var1]
Is there also a command to extract the t-value of var1???
----------------------------------------------------------------------------
--
dep_var | Coef. Std. Err. t P>|t| [95%
Conf.
Interval]
---------+------------------------------------------------------------------
--
var1 | -.0074074 .0008079 -9.168 0.000 -.0090039
-.0058109
_cons | 4.711111 .2162561 21.785 0.000 4.283786
5.138436
----------------------------------------------------------------------------
--
thanks
B
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