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st: Re: Extracting the t-statistics from a regression output
From
Dani Tilley <[email protected]>
To
[email protected]
Subject
st: Re: Extracting the t-statistics from a regression output
Date
Wed, 7 Jul 2010 20:55:55 -0700 (PDT)
Hi Eric,
Thanks for your reply. The thing is I cannot use -parmest- because I am using
version 10.0 and Stata says it can't run version 11.0 programs.
Is there a way around this? Please?
Dani
----- Original Message ----
<>
-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
From: Dani Tilley <[email protected]>
To: [email protected]
Sent: Wed, July 7, 2010 11:17:36 PM
Subject: Extracting the t-statistics from a regression output
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.