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Re: st: Extracting the t-statistics from a regression output
From
Eric Booth <[email protected]>
To
"<[email protected]>" <[email protected]>
Subject
Re: st: Extracting the t-statistics from a regression output
Date
Thu, 8 Jul 2010 03:30:44 +0000
<>
-parmest- from SSC is useful for this purpose. Martin Weiss pointed this out to me in a post earlier this week. E.g.,
****
webuse auto, clear
regress price mpg weight foreign displacement headroom, nocons
parmest,label list(parm label t,clean noobs) saving(tstats, replace)
u tstats, clear
keep parm t
li
****
~ Eric
__
Eric A. Booth
Public Policy Research Institute
Texas A&M University
[email protected]
Office: +979.845.6754
On Jul 7, 2010, at 10:17 PM, Dani Tilley wrote:
> Hi,
>
> After I -regress y x1 x2 x3, noconstant- I need to access the vector of
> t-statistics for the null that beta_i=0. This corresponds to the third column on
> the regression output. I actually only need one of the t-stats but I don't think
> this simplifies the problem.
>
> From the help article, I know that e(b) extracts the coefficients but couldn't
> find something similar for the t-stats.
>
> Any help would be appreciated.
>
> Thanks,
> Dani
>
>
>
>
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