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Re: st: Extract confident intervals (ci) after regression


From   "Alan Neustadtl" <[email protected]>
To   [email protected]
Subject   Re: st: Extract confident intervals (ci) after regression
Date   Tue, 2 Dec 2008 09:32:47 -0500

You didn't specify what you want the lower and upper limits of.
Regardless, -regress- returns two matrices,   e(b) a coefficient
vector and e(V) a variance-covariance matrix of the estimators.  I
don't think there is an e(ci) matrix.

You can make use of the stored estimates by doing something like this:

local lbx1 = _b[x1] - invttail(e(df_r),0.025)*_se[x1]
local ubx1 = _b[x1] + invttail(e(df_r),0.025)*_se[x1]

local lbx2 = _b[x2] - invttail(e(df_r),0.025)*_se[x2]
local ubx2 = _b[x2] + invttail(e(df_r),0.025)*_se[x2]

local lb_cons = _b[_cons] - invttail(e(df_r),0.025)*_se[_cons]
local ub_cons = _b[_cons] + invttail(e(df_r),0.025)*_se[_cons]

di "X1 LL=`lbx1'    "     "UL="`lbx1'
di "X1 LL=`lbx2'    "     "UL="`lbx2'
di "B0 LL=`lb_cons' "     "UL="`ub_cons'

Best,
Alan


On Tue, Dec 2, 2008 at 9:05 AM, Loncar, Dejan <[email protected]> wrote:
> Dear all
> I would like to extract an e()-class result stored in
> a matrix after regression.I would like to have the upper and lower
> bound of the ci but it doesn't work
>
> reg y x1 x2
> matrix A=e(ci)
> svmat A, names(c
>
> Any tips
>
> Thank you
> Dejan
>
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