Re: st: post estimation and standard errors

[Stefan <stefan@gravemeyer.de>]

Thanks Maarten and Austin! Problem solved.


> --- On Fri, 11/6/10, Stefan wrote:
>    
> > Maybe someone can help. I want to meddle with my standard
> > errors after regress to see how this affects the Wald test.
> > Since Stata does not let me simply change the system
> > variables _se[VAR] and then run the test and the Wald test
> > takes only
> > standard adjustments for the SEs as an argument I see no
> > option besides coding or doing it manually. Is there a nicer
> > way?
> >      
> the graphs below show the consequences of changes in the
> standard error for the Wald statistic and resulting the
> p-value, assuming that the null hypothesis is that the
> coefficient equals 0.
>
> *------------------ begin example ----------------
> sysuse auto, clear
> logit foreign mpg rep78
> twoway function y = _b[mpg]/x, ///
>         range(.05 .5)           ///
>         ytitle(Wald statistic)  ///
>         xtitle(standard error)  ///
>         xline(`=_se[mpg]')
>
>
> twoway function y = 2*normal(-abs(_b[mpg]/x)), ///
>         range(.05 .5)                           ///
>         ytitle(p-value)                         ///
>         xtitle(standard error)                  ///
>         xline(`=_se[mpg]')
> *------------------ end example --------------------
> (For more on examples I sent to the Statalist see:
> http://www.maartenbuis.nl/example_faq )
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
> *
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>    

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