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| From | Nick Cox <njcoxstata@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: How to get P Values for sargan and abond in ereturn |
| Date | Sun, 2 Sep 2012 17:38:00 +0100 |
I doubt that -esttab- (SSC) contains options for falsifying your results. For your purposes you need more decimal places and the help for -esttab- tells you options for tuning the format. Nick On Sun, Sep 2, 2012 at 4:50 PM, Shan Ghimire <shanmire@gmail.com> wrote: > Daniel, > That's a big help. Thank you so much. I have another tail question, > however. I get the value of psargan to be 0.99964. Now, if I use > esttab <model>, sca(psargan), the value for psargan is rounded to > 1.000 in the table. I would instead like to report 0.999 without > rounding it up. Could you help me with that please? > Thank you. > Shan > > On Sun, Sep 2, 2012 at 6:49 AM, daniel klein > <klein.daniel.81@googlemail.com> wrote: >> Shan, >> >> Buis (2007) shows how to do this. You already have the test statistic >> for -sargan- stored in e(). All you need is the degrees of freedom, >> which I guess should be e(zrank) - e(rank) -- I could be wrong here. >> You can then calculate the p-value as >> >> sca psargan = chi2tail(e(zrank) - e(rank), e(sargan)) >> >> Next you put the scalar into e(), using -estadd-, part of -estout- (Jann, SSC) >> >> estadd sca psargan = psargan >> >> You then add scalar e(psargan) to your estimation results, using >> -esttab-, also part of -estout- (Jann, SSC). >> >> esttab <whatever> ,sca(psargan) >> >> You migth want to use a temporary name for the scalar, or a -local- instead. >> >> Best >> Daniel >> >> >> Buis, Maarten, L. (2007). Stata tip 53: Where did my p-values go? The >> Stata Journal, 7(4), pp. 584–586. >> (http://www.stata-journal.com/sjpdf.html?articlenum=st0137) >> >> -- >> I am running a panel data regression using xtdpdsys. After running the >> regression, I perform estat sargan and estat abond and I can see both >> the test statistic values and p-values for them in the log window. >> However, I would like to get the p-values from ereturn list for these >> tests so that I can put these p-values at the end of the regression >> table using esttab. The ereturn list gives me only the test >> statistics - e(sargan) and e(arm2) but not the p-values for them. >> Could anybody help me with that please? >> >> Thank you in advance. Shan * * 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/