Are you sure you are not trying to reinvent -rolling-, see
-help rolling-?
-- 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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>
-----------------------------------------
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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