Yes I have.
I think using this command could be helpful:
di in red "p-value: " %5.4fc 2*ttail(e(df_r),abs(_b["`indep'"]/_se["`indep'"])) _n(2)
But, I do not fully understand how to incorporate this command in my dofile.
I would like to program *gen p_value=...*. Is something of that mentioned above fit to do so?
I have the t-values for each year.
I guess it must be *gen p_value=2*ttail(e(df_r), abs(t_value))... but I then have a syntax problem to deal with... Maybe e(df_r) does not function when using reg ... , robust
Or is it not possible to calculate the p-values by hand in stata ?
Hope I made my problem clear
B
-------- Original-Nachricht --------
> Datum: Fri, 7 Nov 2008 11:11:17 +0100
> Von: "Martin Weiss" <[email protected]>
> An: [email protected]
> Betreff: RE: st: RE: extract t-values
> Are you sure you have read through all messages in this thread? You might
> have missed
>
> 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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