Post r^2 and p-value to frame

[Mark Weiss]

Hi all,

I have a question that (should) have a fairly straightforward solution. I have code that looks like this:

frame create results  str30 (outcome ind_var) float (b_ se_)

cwf data 

local varlist x1 x2 x3

reg outcome `varlist'
foreach x in `varlist' {
    frame post results ("outcome") ("`x'") (_b[`x']) (_se[`x'])
}

cwf results
browse

This works great. However, I'd also like to store the r^2 and p-values, but I can't find any information about them in the documentation. Is there a way to call the p-value and r^2 for each variable `x', in the same way that _b[`x'] calls the coefficient? Thanks!

[Andrew Musau]

R-squared is model-specific, so it cannot be for each regressor.

frame create results  str30 (outcome ind_var) float (b_ se_ r2 p)

cwf data

local varlist x1 x2 x3

reg outcome `varlist'
foreach x in `varlist' {
    frame post results ("outcome") ("`x'") (_b[`x']) (_se[`x']) (`=e(r2)') (`=r(table)["pvalue", "`x'"]')
}

cwf results
browse

[Mark Weiss]

Thank you so much, Andrew! A reasonable explanation that worked perfectly. Cheers.