Dear All, A new/useful -xthenreg- command (forthcoming in Stata Journal) can be downloaded here (or xthenreg.ado, xthenreg.sthlp). An example is:
with results
My first question is how can I obtain the following p-value in format like, say %9.3f (Bootstrap p-value for linearity test = 0) and my second question is: in the ado file, there is a corresponding test statistics `sup_wald_ori'. How can I export it in the same format as the p-value (%9.3f)? Thank you so much!
Code:
webuse grunfeld, clear xtset company year xthenreg invest kstock mvalue , grid_num(50) trim_rate(0.1) boost(100) dis e(boots_p)
Code:
. webuse grunfeld, clear . xtset company year panel variable: company (strongly balanced) time variable: year, 1935 to 1954 delta: 1 year . xthenreg invest kstock mvalue , grid_num(50) trim_rate(0.1) boost(100) N = 10, T = 20 Panel Var. = company Time Var. = year Number of moment conditions = 207 Bootstrap p-value for linearity test = 0 ------------------------------------------------------------------------------ invest | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- Lag_y_b | .7073252 .4841191 1.46 0.144 -.2415308 1.656181 mvalue_b | .086302 .0083447 10.34 0.000 .0699467 .1026573 cons_d | 1983.657 806.0061 2.46 0.014 403.914 3563.4 Lag_y_d | -.3786369 .8011415 -0.47 0.636 -1.948845 1.191571 mvalue_d | -.1759067 .0497469 -3.54 0.000 -.2734088 -.0784046 r | 787.3 26.9621 29.20 0.000 734.4552 840.1447 ------------------------------------------------------------------------------ . dis e(boots_p) 0
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