So e(df_r) is available after -reg, robust-, right?
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Bastian Steingros
Sent: Friday, November 07, 2008 12:44 PM
To: [email protected]
Subject: Re: RE: RE: st: RE: extract t-values
Hi Martin,
voicing concern might be logical when looking at my descriptions of the
problem. I think I should have detailed it.
However, the command you last emailed is exactly what I searched!!!
Many thanks!
have a nice day
B
-------- Original-Nachricht --------
> Datum: Fri, 7 Nov 2008 12:20:04 +0100
> Von: "Martin Weiss" <[email protected]>
> An: [email protected]
> Betreff: RE: RE: st: RE: extract t-values
> I tried to make my example as general as possible, hence the "complicated"
> syntax and the use of M.Buis` -ssc d indeplist-. You can shrink this
> syntax
> if all you want is a calculation for one of the covariates, i.e.
>
> **************
> sysuse auto, clear
> reg p w f r, robust
> gen tweight = _b[weight]/_se[weight]
> gen pweight = 2*ttail(e(df_r),abs(_b[weight]/_se[weight]))
> **************
>
> I do not endorse your strategy, and others have voiced concerns as well,
> but
> if you absolutely want it...
>
>
> HTH
> Martin
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Bastian
> Steingros
> Sent: Friday, November 07, 2008 12:12 PM
> To: [email protected]
> Subject: Re: RE: st: RE: extract t-values
>
> 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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