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Re: Antwort: Re: st: RE: matrix results saved
From
"Joao Ricardo F. Lima" <[email protected]>
To
[email protected]
Subject
Re: Antwort: Re: st: RE: matrix results saved
Date
Thu, 11 Nov 2010 13:41:04 -0300
Rodrigo,
in this case, r(chi2) and r(p) are stored in matrixes:
***** begin example********
webuse klein
tsset yr
regress consump wagegovt L.consump L2.consump
estat bgodfrey, lags(2)
mat li r(chi2)
mat li r(p)
***** end example********
Use -eret li- and -ret li- to know how they are stored.
HTH,
Joao Lima
2010/11/11 Rodrigo Briceño <[email protected]>:
> Thanks Richard. Actually I tried with that option, but the thing is
> that the results I want to save are in a matrix form, not in a scalar
> form. So, when I used:
>
> estat bgodfrey, lags(12)
> scalar bg=r (chi2)
> scalar pbg= r(p)
>
> I got the type mismatch r(109) error.
>
> Thanks.
>
> 2010/11/11 Nick Cox <[email protected]>:
>> This sounds much better than my suggestion.
>>
>> Nick
>> [email protected]
>>
>> Richard Ochmann
>>
>> have you tried -estadd scalar-?
>>
>> ***
>> scalar chi2s = r(chi2)
>> scalar chi2p = r(p)
>> estadd scalar chi2s
>> estadd scalar chi2p
>> estout, cells(b(star fmt(%9.3f)) se(par)) stats(chi2s chi2p)
>> ***
>>
>> Rodrigo Briceño
>>
>>> Sorry Nick for not being so explicit.
>>>
>>> What I want is that these two values r1 22.942303 (chi2 statistic
>>> saved as a matrix) and r1 .02821978 (p-value) appears below the
>>> estout results already saved. An example of this with my first
>>> regression:
>>>
>>> estout, cells(b(star fmt(%9.3f)) se(par)) stats(r2_a N hettest hetp,
>>> fmt(%9.3f %9.0g %9.3f %9.3f)):
>>>
>>> Reg1
>>> ----------------------------
>>> sap -0.238
>>> (0.183)
>>> liqmk 1.183**
>>> (0.350)
>>> ----------------------------
>>> r2_a 0.370
>>> N 54
>>> hettest 32.227
>>> hetp 0.152
>>> bg 22.942303
>>> pbg 0.02821978
>>>
>>>
>>> >
>>> > Yesterday I posted a request about how to include
>>> > Chi2 statistics and p-values from Breusch Godfrey Test into estout
>>> > results. After doing an all-day research, since I'm not a Stata
>>> > Programming expert, I discovered that Breusch Godfrey produces matrix
>>> > results instead of scalar results (as estat hettest, for testing
>>> > heteroskedasticity does).
>>> >
>>> > I also discovered that by especifying matrix bg=r (chi2) and matrix
>>> > pbg= r(p) I was able to save chi2 values and p-values for the test.
>>> > When I list the results I can see something like this:
>>> >
>>> > matrix list bg
>>> >
>>> > symmetric bg[1,1]
>>> > lags:
>>> > 12
>>> > r1 22.942303
>>> >
>>> > matrix list pbg
>>> >
>>> > symmetric pbg[1,1]
>>> > lags:
>>> > 12
>>> > r1 .02821978
>>> >
>>> > My new question to the list is: it is possible to just extract the r1
>>> > values expressed in both matrix?
>>
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>>
>
>
>
> --
> Rodrigo Briceño
> Economist
> [email protected]
> MSN: [email protected]
> SKYPE: rbriceno1087
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
---------------------------------------------------------
João Ricardo F. de Lima
Pesquisador A - Economia Aplicada
Embrapa Semiárido
e-mail: [email protected]
fone: +55 (87) 3862-1711 Ramal: 167
home-page: www.cpatsa.embrapa.br
----------------------------------------------------------
*
* For searches and help try:
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