I am running an rclass program that I wish to simulate.
After estimating a probit, I want to save the coefficients, along with
the t-stats and the p-values for later simulation. I figured out the
former but not the latter two. What I have so far is:
probit y x1 x2
return scalar b1 =_b[x1]
return scalar b2 =_b[x2]
Thanks,
John.
--
____________________________________________________
Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
Faculty page:
http://www.hec.unil.ch/people/jantonakis&cl=en
Personal page:
http://www.hec.unil.ch/jantonakis
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