Re: st: Returning a p-value for simulation

[John Antonakis <john.antonakis@unil.ch>]

Hi Martin:

I actually want to simulate the probit; sorry for being unclear (what 
you gave me is nice, in any case, for the future).

Best,
J.

____________________________________________________

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:
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____________________________________________________



On 10.05.2009 10:20, Martin Weiss wrote:
> I do not get this solution. Why do I need an e-class "myprobit", given 
> that -probit- itself returns _b and _se anyway?
>
> The initial request by John was to capture t (or rather z in the 
> probit case) statistics and p-values for a later simulation. That 
> sounds to me as if he wants to run the -probit- only once and then 
> process the results further...
>
> HTH
> Martin
> _______________
> ----- Original Message ----- From: "Eva Poen" <eva.poen@gmail.com>
> To: <statalist@hsphsun2.harvard.edu>
> Sent: Sunday, May 10, 2009 9:53 AM
> Subject: Re: st: Returning a p-value for simulation
>
>
> > <>
> >
> > If John wishes to return coefficients and associated statistics after
> > estimation for a simulation he might want employ an eclass program.
> > This way, he can easily access coefficients and standard errors, and
> > calculate t-statistics and p-values afterwards. Here is an example:
> >
> >
> > *******************
> > program myprobit, eclass
> >   ...
> >   probit y x1 x2
> > end
> >
> > simulate _b _se , reps(1000) seed(123) saving(myprobit, replace
> > every(50)) : myprobit
> >
> > use myprobit
> >
> > foreach v in x1 x2 {
> >  gen t_`v' = y_b_`v'/y_se_`v'
> >  gen p_`v' = 2*(1-normal(abs(t_`v'))
> > }
> > **********************
> >
> > Hope this helps,
> > Eva
> >
> >
> > 2009/5/9 John Antonakis <john.antonakis@unil.ch>:
> > > 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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