I am running many regressions using the endog option on xtivreg2. I am using estimates store and then estimates table to display a subset of my results. I would like to display the p statistic I get from the endog option ( I think this is e(estatp) but I am not sure) in my estimates table. Is it possible to do this?
I tried to use the statement "ereturn scalar estatp = endog_p" to at least save the p stat as a scalar but I get the error message "non e-class program may not set e()" when I try to do that.
Thanks.
I tried to use the statement "ereturn scalar estatp = endog_p" to at least save the p stat as a scalar but I get the error message "non e-class program may not set e()" when I try to do that.
Thanks.
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