Dear all,
My problem is the following: I am trying to outreg the results of a post-estimation after xtdpd (dynamic panel regression). The results show the post-estimation coefficients, but no indication of their statistical significance. I would really appreciate pointers on how I can get their statistical signficance.
Here are the details, which I show using publicly accessible data. Take the following four steps:
. use http://www.stata-press.com/data/r13/abdata
. xtdpd L(0/2).n L(0/1).w L(0/2).(k ys) yr1980-yr1984 year, noconstant div(L(0/1).w L(0/2).(k ys) yr1980-yr1984 year) dgmmiv(n)
. estat abond
. outreg2 using "D:\abond.xls", bdec(4) e(all) se label(insert) replace
After the last step, clicking on –seeout- shows the results. They show the Arellano-Bond test point estimates for zero autocorrelation in first-differenced errors, which are: -3.9394 in the first order and -.54239 in the second order.
After the earlier command –estat abond-, one can see that the two p-values are 0.0001 and 0.5876 for first and second order, respectively.
I would like their statistical signifance also outregged, whether it is just as stars attached to
the point estimates, or the p-values outregged along with the estimates—either is fine with me. However, neither appears in the outreg output.
In order to get the p-values, I tried two other alternative outreg command lines, neither of which worked:
. outreg2 using "D:\abond.xls", bdec(4) e(all) se pvalue label(insert) replace
. outreg2 using "D:\abond.xls", bdec(4) e(all) se addstat(p-val) label(insert) replace
The first just replaces the regression coefficient standard errors with p-values, but doesn't add any p-values or stars to the post-estimation results. The second gives an error message saying «sargan not found»
I am really grateful for any hints on how I can outreg the estat abond stat. significance information in one way or another!
------------------------
Since Nick Cox said we have to give origin of user-written codes, here is the following info on where outreg2 comes from:
Author
Roy Wada
[email protected]
based on the earlier works by
John Luke Gallup
[email protected]
codes from pcorr2 by Richard Williams have been incorporated for stats( ) suboption.
THe author of outreg2 thanked Kit Baum for advice and providing access to John's later works. He also thanked those who have reported errors, making it possible to fix them in timely fashion.
----------------------
Thanks in advance,
Hewan
My problem is the following: I am trying to outreg the results of a post-estimation after xtdpd (dynamic panel regression). The results show the post-estimation coefficients, but no indication of their statistical significance. I would really appreciate pointers on how I can get their statistical signficance.
Here are the details, which I show using publicly accessible data. Take the following four steps:
. use http://www.stata-press.com/data/r13/abdata
. xtdpd L(0/2).n L(0/1).w L(0/2).(k ys) yr1980-yr1984 year, noconstant div(L(0/1).w L(0/2).(k ys) yr1980-yr1984 year) dgmmiv(n)
. estat abond
. outreg2 using "D:\abond.xls", bdec(4) e(all) se label(insert) replace
After the last step, clicking on –seeout- shows the results. They show the Arellano-Bond test point estimates for zero autocorrelation in first-differenced errors, which are: -3.9394 in the first order and -.54239 in the second order.
After the earlier command –estat abond-, one can see that the two p-values are 0.0001 and 0.5876 for first and second order, respectively.
I would like their statistical signifance also outregged, whether it is just as stars attached to
the point estimates, or the p-values outregged along with the estimates—either is fine with me. However, neither appears in the outreg output.
In order to get the p-values, I tried two other alternative outreg command lines, neither of which worked:
. outreg2 using "D:\abond.xls", bdec(4) e(all) se pvalue label(insert) replace
. outreg2 using "D:\abond.xls", bdec(4) e(all) se addstat(p-val) label(insert) replace
The first just replaces the regression coefficient standard errors with p-values, but doesn't add any p-values or stars to the post-estimation results. The second gives an error message saying «sargan not found»
I am really grateful for any hints on how I can outreg the estat abond stat. significance information in one way or another!
------------------------
Since Nick Cox said we have to give origin of user-written codes, here is the following info on where outreg2 comes from:
Author
Roy Wada
[email protected]
based on the earlier works by
John Luke Gallup
[email protected]
codes from pcorr2 by Richard Williams have been incorporated for stats( ) suboption.
THe author of outreg2 thanked Kit Baum for advice and providing access to John's later works. He also thanked those who have reported errors, making it possible to fix them in timely fashion.
----------------------
Thanks in advance,
Hewan
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