This sounds very inefficient to me, and it looks frightingly like data
minging to me. Anyhow, if you really want to do this (and you should
not) than you should read the links Martin gave you (I think I remember
I told you to do that earlier)
-- Maarten
--- Bastian Steingros <[email protected]> wrote:
> 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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> >
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>
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
*
* For searches and help try:
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