sureg with standard errors

[Melody Brown]

Dear all,

I use sureg to run regressions on 5 equations. The default from sureg command is t statistics.

I wonder if anyone of you knows how to change the output in the parentheses to standard errors.

Thanks a lot!

[Joseph Coveney]

I use sureg to run regressions on 5 equations. . . . I wonder if anyone of you knows how to change the output in the parentheses to standard errors.

There is no output in parentheses after sureg (see below). Could you show an example of what you're referring to?

.ÿ
.ÿversionÿ17.0

.ÿ
.ÿclearÿ*

.ÿ
.ÿ//ÿseedem
.ÿsetÿseedÿ1246695503

.ÿ
.ÿtempnameÿCorr

.ÿmatrixÿdefineÿ`Corr'ÿ=ÿJ(5,ÿ5,ÿ0.5)ÿ+ÿI(5)ÿ*ÿ0.5

.ÿquietlyÿdrawnormÿe1ÿe2ÿe3ÿe4ÿe5,ÿdoubleÿcorr(`Corr')ÿn(200)

.ÿ
.ÿgenerateÿdoubleÿx1ÿ=ÿruniform(-0.5,ÿ0.5)

.ÿgenerateÿbyteÿx2ÿ=ÿmod(_n,ÿ2)

.ÿ
.ÿforeachÿvarÿofÿvarlistÿe?ÿ{
ÿÿ2.ÿÿÿÿÿÿÿÿÿgenerateÿdoubleÿ`:ÿsubinstrÿlocalÿvarÿ"e"ÿ"y"'ÿ=ÿx1ÿ/ÿ10ÿ+ÿx2ÿ/ÿ5ÿ+ÿ`var'
ÿÿ3.ÿ}

.ÿ
.ÿ*
.ÿ*ÿBeginÿhere
.ÿ*
.ÿsuregÿ(y1ÿy2ÿy3ÿy4ÿy5ÿ=ÿc.x1ÿi.x2),ÿsmallÿisureÿnolog

Seeminglyÿunrelatedÿregression,ÿiteratedÿ
------------------------------------------------------------------------------
EquationÿÿÿÿÿÿÿÿÿÿÿÿÿObsÿÿÿParamsÿÿÿÿÿÿÿÿÿRMSEÿÿ"R-squared"ÿÿÿÿÿÿÿÿÿFÿÿÿÿÿÿP>F
------------------------------------------------------------------------------
y1ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿ200ÿÿÿÿÿÿÿÿ2ÿÿÿÿÿ.9510596ÿÿÿÿÿÿ0.0280ÿÿÿÿÿÿÿ2.88ÿÿÿ0.0563
y2ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿ200ÿÿÿÿÿÿÿÿ2ÿÿÿÿÿ1.082251ÿÿÿÿÿÿ0.0319ÿÿÿÿÿÿÿ3.30ÿÿÿ0.0374
y3ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿ200ÿÿÿÿÿÿÿÿ2ÿÿÿÿÿ.9922553ÿÿÿÿÿÿ0.0225ÿÿÿÿÿÿÿ2.31ÿÿÿ0.1002
y4ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿ200ÿÿÿÿÿÿÿÿ2ÿÿÿÿÿ1.108916ÿÿÿÿÿÿ0.0278ÿÿÿÿÿÿÿ2.86ÿÿÿ0.0577
y5ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿ200ÿÿÿÿÿÿÿÿ2ÿÿÿÿÿ1.085935ÿÿÿÿÿÿ0.0034ÿÿÿÿÿÿÿ0.34ÿÿÿ0.7142
------------------------------------------------------------------------------

------------------------------------------------------------------------------
ÿÿÿÿÿÿÿÿÿÿÿÿÿ|ÿCoefficientÿÿStd.ÿerr.ÿÿÿÿÿÿtÿÿÿÿP>|t|ÿÿÿÿÿ[95%ÿconf.ÿinterval]
-------------+----------------------------------------------------------------
y1ÿÿÿÿÿÿÿÿÿÿÿ|
ÿÿÿÿÿÿÿÿÿÿx1ÿ|ÿÿ-.5047693ÿÿÿ.2311956ÿÿÿÿ-2.18ÿÿÿ0.029ÿÿÿÿ-.9584618ÿÿÿ-.0510768
ÿÿÿÿÿÿÿÿ1.x2ÿ|ÿÿÿÿ.133568ÿÿÿ.1334876ÿÿÿÿÿ1.00ÿÿÿ0.317ÿÿÿÿ-.1283847ÿÿÿÿ.3955208
ÿÿÿÿÿÿÿ_consÿ|ÿÿÿ.0365167ÿÿÿ.0945088ÿÿÿÿÿ0.39ÿÿÿ0.699ÿÿÿÿ-.1489451ÿÿÿÿ.2219785
-------------+----------------------------------------------------------------
y2ÿÿÿÿÿÿÿÿÿÿÿ|
ÿÿÿÿÿÿÿÿÿÿx1ÿ|ÿÿÿ.1171185ÿÿÿ.2630872ÿÿÿÿÿ0.45ÿÿÿ0.656ÿÿÿÿ-.3991574ÿÿÿÿ.6333944
ÿÿÿÿÿÿÿÿ1.x2ÿ|ÿÿÿ.3841193ÿÿÿ.1519012ÿÿÿÿÿ2.53ÿÿÿ0.012ÿÿÿÿÿ.0860322ÿÿÿÿ.6822065
ÿÿÿÿÿÿÿ_consÿ|ÿÿÿ.0184221ÿÿÿ.1075456ÿÿÿÿÿ0.17ÿÿÿ0.864ÿÿÿÿ-.1926227ÿÿÿÿ.2294669
-------------+----------------------------------------------------------------
y3ÿÿÿÿÿÿÿÿÿÿÿ|
ÿÿÿÿÿÿÿÿÿÿx1ÿ|ÿÿ-.4517501ÿÿÿ.2412099ÿÿÿÿ-1.87ÿÿÿ0.061ÿÿÿÿ-.9250945ÿÿÿÿ.0215944
ÿÿÿÿÿÿÿÿ1.x2ÿ|ÿÿÿ.1462829ÿÿÿ.1392697ÿÿÿÿÿ1.05ÿÿÿ0.294ÿÿÿÿ-.1270165ÿÿÿÿ.4195823
ÿÿÿÿÿÿÿ_consÿ|ÿÿÿ-.004738ÿÿÿ.0986025ÿÿÿÿ-0.05ÿÿÿ0.962ÿÿÿÿ-.1982332ÿÿÿÿ.1887572
-------------+----------------------------------------------------------------
y4ÿÿÿÿÿÿÿÿÿÿÿ|
ÿÿÿÿÿÿÿÿÿÿx1ÿ|ÿÿ-.1509361ÿÿÿ.2695693ÿÿÿÿ-0.56ÿÿÿ0.576ÿÿÿÿ-.6799321ÿÿÿÿÿÿ.37806
ÿÿÿÿÿÿÿÿ1.x2ÿ|ÿÿÿ.3618762ÿÿÿ.1556438ÿÿÿÿÿ2.33ÿÿÿ0.020ÿÿÿÿÿ.0564447ÿÿÿÿ.6673077
ÿÿÿÿÿÿÿ_consÿ|ÿÿ-.0935297ÿÿÿ.1101953ÿÿÿÿ-0.85ÿÿÿ0.396ÿÿÿÿ-.3097743ÿÿÿÿ.1227149
-------------+----------------------------------------------------------------
y5ÿÿÿÿÿÿÿÿÿÿÿ|
ÿÿÿÿÿÿÿÿÿÿx1ÿ|ÿÿ-.0371307ÿÿÿ.2639827ÿÿÿÿ-0.14ÿÿÿ0.888ÿÿÿÿ-.5551638ÿÿÿÿ.4809025
ÿÿÿÿÿÿÿÿ1.x2ÿ|ÿÿÿ.1232093ÿÿÿ.1524182ÿÿÿÿÿ0.81ÿÿÿ0.419ÿÿÿÿ-.1758924ÿÿÿÿÿ.422311
ÿÿÿÿÿÿÿ_consÿ|ÿÿÿ.0680689ÿÿÿ.1079117ÿÿÿÿÿ0.63ÿÿÿ0.528ÿÿÿÿ-.1436943ÿÿÿÿÿ.279832
------------------------------------------------------------------------------

.ÿ
.ÿexit

endÿofÿdo-file


.

You recently posted a question about the user-written command cmp. Did you mean to refer to output from that command?

[Melody Brown]

There is no output in parentheses after sureg (see below). Could you show an example of what you're referring to?

.ÿ
.ÿversionÿ17.0

.ÿ
.ÿclearÿ*

.ÿ
.ÿ//ÿseedem
.ÿsetÿseedÿ1246695503

.ÿ
.ÿtempnameÿCorr

.ÿmatrixÿdefineÿ`Corr'ÿ=ÿJ(5,ÿ5,ÿ0.5)ÿ+ÿI(5)ÿ*ÿ0.5

.ÿquietlyÿdrawnormÿe1ÿe2ÿe3ÿe4ÿe5,ÿdoubleÿcorr(`Corr')ÿn(200)

.ÿ
.ÿgenerateÿdoubleÿx1ÿ=ÿruniform(-0.5,ÿ0.5)

.ÿgenerateÿbyteÿx2ÿ=ÿmod(_n,ÿ2)

.ÿ
.ÿforeachÿvarÿofÿvarlistÿe?ÿ{
ÿÿ2.ÿÿÿÿÿÿÿÿÿgenerateÿdoubleÿ`:ÿsubinstrÿlocalÿvarÿ"e"ÿ"y"'ÿ=ÿx1ÿ/ÿ10ÿ+ÿx2ÿ/ÿ5ÿ+ÿ`var'
ÿÿ3.ÿ}

.ÿ
.ÿ*
.ÿ*ÿBeginÿhere
.ÿ*
.ÿsuregÿ(y1ÿy2ÿy3ÿy4ÿy5ÿ=ÿc.x1ÿi.x2),ÿsmallÿisureÿnolog

Seeminglyÿunrelatedÿregression,ÿiteratedÿ
------------------------------------------------------------------------------
EquationÿÿÿÿÿÿÿÿÿÿÿÿÿObsÿÿÿParamsÿÿÿÿÿÿÿÿÿRMSEÿÿ"R-squared"ÿÿÿÿÿÿÿÿÿFÿÿÿÿÿÿP>F
------------------------------------------------------------------------------
y1ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿ200ÿÿÿÿÿÿÿÿ2ÿÿÿÿÿ.9510596ÿÿÿÿÿÿ0.0280ÿÿÿÿÿÿÿ2.88ÿÿÿ0.0563
y2ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿ200ÿÿÿÿÿÿÿÿ2ÿÿÿÿÿ1.082251ÿÿÿÿÿÿ0.0319ÿÿÿÿÿÿÿ3.30ÿÿÿ0.0374
y3ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿ200ÿÿÿÿÿÿÿÿ2ÿÿÿÿÿ.9922553ÿÿÿÿÿÿ0.0225ÿÿÿÿÿÿÿ2.31ÿÿÿ0.1002
y4ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿ200ÿÿÿÿÿÿÿÿ2ÿÿÿÿÿ1.108916ÿÿÿÿÿÿ0.0278ÿÿÿÿÿÿÿ2.86ÿÿÿ0.0577
y5ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿ200ÿÿÿÿÿÿÿÿ2ÿÿÿÿÿ1.085935ÿÿÿÿÿÿ0.0034ÿÿÿÿÿÿÿ0.34ÿÿÿ0.7142
------------------------------------------------------------------------------

------------------------------------------------------------------------------
ÿÿÿÿÿÿÿÿÿÿÿÿÿ|ÿCoefficientÿÿStd.ÿerr.ÿÿÿÿÿÿtÿÿÿÿP>|t|ÿÿÿÿÿ[95%ÿconf.ÿinterval]
-------------+----------------------------------------------------------------
y1ÿÿÿÿÿÿÿÿÿÿÿ|
ÿÿÿÿÿÿÿÿÿÿx1ÿ|ÿÿ-.5047693ÿÿÿ.2311956ÿÿÿÿ-2.18ÿÿÿ0.029ÿÿÿÿ-.9584618ÿÿÿ-.0510768
ÿÿÿÿÿÿÿÿ1.x2ÿ|ÿÿÿÿ.133568ÿÿÿ.1334876ÿÿÿÿÿ1.00ÿÿÿ0.317ÿÿÿÿ-.1283847ÿÿÿÿ.3955208
ÿÿÿÿÿÿÿ_consÿ|ÿÿÿ.0365167ÿÿÿ.0945088ÿÿÿÿÿ0.39ÿÿÿ0.699ÿÿÿÿ-.1489451ÿÿÿÿ.2219785
-------------+----------------------------------------------------------------
y2ÿÿÿÿÿÿÿÿÿÿÿ|
ÿÿÿÿÿÿÿÿÿÿx1ÿ|ÿÿÿ.1171185ÿÿÿ.2630872ÿÿÿÿÿ0.45ÿÿÿ0.656ÿÿÿÿ-.3991574ÿÿÿÿ.6333944
ÿÿÿÿÿÿÿÿ1.x2ÿ|ÿÿÿ.3841193ÿÿÿ.1519012ÿÿÿÿÿ2.53ÿÿÿ0.012ÿÿÿÿÿ.0860322ÿÿÿÿ.6822065
ÿÿÿÿÿÿÿ_consÿ|ÿÿÿ.0184221ÿÿÿ.1075456ÿÿÿÿÿ0.17ÿÿÿ0.864ÿÿÿÿ-.1926227ÿÿÿÿ.2294669
-------------+----------------------------------------------------------------
y3ÿÿÿÿÿÿÿÿÿÿÿ|
ÿÿÿÿÿÿÿÿÿÿx1ÿ|ÿÿ-.4517501ÿÿÿ.2412099ÿÿÿÿ-1.87ÿÿÿ0.061ÿÿÿÿ-.9250945ÿÿÿÿ.0215944
ÿÿÿÿÿÿÿÿ1.x2ÿ|ÿÿÿ.1462829ÿÿÿ.1392697ÿÿÿÿÿ1.05ÿÿÿ0.294ÿÿÿÿ-.1270165ÿÿÿÿ.4195823
ÿÿÿÿÿÿÿ_consÿ|ÿÿÿ-.004738ÿÿÿ.0986025ÿÿÿÿ-0.05ÿÿÿ0.962ÿÿÿÿ-.1982332ÿÿÿÿ.1887572
-------------+----------------------------------------------------------------
y4ÿÿÿÿÿÿÿÿÿÿÿ|
ÿÿÿÿÿÿÿÿÿÿx1ÿ|ÿÿ-.1509361ÿÿÿ.2695693ÿÿÿÿ-0.56ÿÿÿ0.576ÿÿÿÿ-.6799321ÿÿÿÿÿÿ.37806
ÿÿÿÿÿÿÿÿ1.x2ÿ|ÿÿÿ.3618762ÿÿÿ.1556438ÿÿÿÿÿ2.33ÿÿÿ0.020ÿÿÿÿÿ.0564447ÿÿÿÿ.6673077
ÿÿÿÿÿÿÿ_consÿ|ÿÿ-.0935297ÿÿÿ.1101953ÿÿÿÿ-0.85ÿÿÿ0.396ÿÿÿÿ-.3097743ÿÿÿÿ.1227149
-------------+----------------------------------------------------------------
y5ÿÿÿÿÿÿÿÿÿÿÿ|
ÿÿÿÿÿÿÿÿÿÿx1ÿ|ÿÿ-.0371307ÿÿÿ.2639827ÿÿÿÿ-0.14ÿÿÿ0.888ÿÿÿÿ-.5551638ÿÿÿÿ.4809025
ÿÿÿÿÿÿÿÿ1.x2ÿ|ÿÿÿ.1232093ÿÿÿ.1524182ÿÿÿÿÿ0.81ÿÿÿ0.419ÿÿÿÿ-.1758924ÿÿÿÿÿ.422311
ÿÿÿÿÿÿÿ_consÿ|ÿÿÿ.0680689ÿÿÿ.1079117ÿÿÿÿÿ0.63ÿÿÿ0.528ÿÿÿÿ-.1436943ÿÿÿÿÿ.279832
------------------------------------------------------------------------------

.ÿ
.ÿexit

endÿofÿdo-file


.

You recently posted a question about the user-written command cmp. Did you mean to refer to output from that command?

Hi Joseph,

Thanks for your reply. It is actually an issue with respect to the esttab command. My bad, thanks for your help