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http://www.stata.com/statalist/archive/2008-11/msg00234.html
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Bastian Steingros
Sent: Friday, November 07, 2008 11:09 AM
To: [email protected]
Subject: Re: st: RE: extract t-values
Hi Martin hi everybody
you are right, parmest simplifies it greatly, but is there another way to
put the p-values directly into my data set?
I mean, using something like gen t=_b[.]/_se[.] makes stata write the
t-statistics in the *same* dataset where the other variables already are.
The thing is I run many regressions. My dataset consists of data from 1950
to 1995. I want to run regression for 5-year-time-windows only, that is,
the first time window is 1950-1955 etc.
To put all the statistics from the regression table into my dataset
simplifies my task because I then can reduce my sample to those time windows
where all the regression coefficient are at least significant at the 5%
level (for example by using: bys window: keep if p_value=<0.05).
That is the reason why I want to calculate the t-values and, in the next
step, the p-values separately.
Is there a may to calculate p-values after having calculated t-values?
Try to give an example of how it looks like in my dataset
year var1 var2 ... coefficient t_val p_val
1950 2.98 4.27 --> ????
1950 2.98 4.27 ---> ????
...etc.
Basti
-------- 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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