I am attempting to capture p-values (for a coefficient, not the model) after a regression into a postfile:
Clearly something is going wrong with the matrix / r(table) steps. There are several threads with similar problems, but I'm think I'm missing something obvious?
Code:
// clear all *prelims sysuse auto, clear regress mpg ib1.foreign matrix list r(table) *define program capture program drop regress1 program define regress1, rclass // eclass ? replace mpg = mpg * rpoisson(2) regress mpg ib1.foreign end set seed 1234 * create postfile tempname sim_file postfile sim_file p using "mysim.dta", replace * run program & extract p into postfile forvalues i=1/10 { drop _all quietly regress1 tempname M matrix `M' = r(table) return scalar p = `M' [4,1] post sim_file (`p') } postclose sim_file use mysim.dta, clear sum p
Comment