Re: st: Re: Extracting the t-statistics from a regression output

[Roger Newson <r.newson@imperial.ac.uk>]

Yes, there is a way around this, because you can use -parmest-. Stata 10 
sers can still download the Stata 10 version of -parmest- from my 
website by typing, in Stata,

net from http://www.imperial.ac.uk/nhli/r.newson/stata10/

and the viewer will display a list of my Stata 10 programs, including 
the Stata 10 -parmest-.

And users of Stata Versions 9, 8, 7, 6 and 5 can similarly download 
compatible versions of -parmest- from my website by accessing the 
appropriate subfolder. For instance,

net from http://www.imperial.ac.uk/nhli/r.newson/stata9/

will give a list of my Stata 9 packages.

I hope this helps.

Best wishes

Roger


Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

Opinions expressed are those of the author, not of the institution.

On 08/07/2010 04:55, Dani Tilley wrote:
> 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
> ebooth@ppri.tamu.edu
> Office: +979.845.6754
> From: Dani Tilley<tilleydani@yahoo.com>
> To: statalist@hsphsun2.harvard.edu
> 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.
>
>  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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