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st: How to adress the P-Value from regression output for further calculations?


From   Christian Weiß <[email protected]>
To   [email protected]
Subject   st: How to adress the P-Value from regression output for further calculations?
Date   Thu, 25 Jun 2009 12:41:56 +0200

Dear Statalister,

I am running a simple OLS regression and need to further calculations
with the P-Value of a particular predictor.

Taking the simple regression stated below as an example I would like
to save the 0.28 (p-Value of predictor cr5) in a variable or local
scalar.

Any ideas? :)

Best regards
Christian



. regress roa cr5

      Source |       SS       df       MS              Number of obs =    1663
-------------+------------------------------           F(  1,  1661) =    1.17
       Model |  63.3674019     1  63.3674019           Prob > F      =  0.2801
    Residual |  90164.3784  1661  54.2831899           R-squared     =  0.0007
-------------+------------------------------           Adj R-squared =  0.0001
       Total |  90227.7458  1662  54.2886557           Root MSE      =  7.3677

------------------------------------------------------------------------------
         roa |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         cr5 |   .0056142   .0051962     1.08   0.280    -.0045777    .0158061
       _cons |   7.084254   .2833758    25.00   0.000     6.528442    7.640065
------------------------------------------------------------------------------

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