p value of F stat

[Raphael George]

How do I add the P value of F stata?

reg y x i.distid i.year  


estadd scalar R2 = e(r2)

estadd scalar Fstat = e(F)

estadd scalar Obs = e(N)

[Andrew Musau]

See

sysuse auto, clear
regress price length
display Ftail(e(df_m), e(df_r), e(F))

Res.:

. regress price length

      Source |       SS           df       MS      Number of obs   =        74
-------------+----------------------------------   F(1, 72)        =     16.50
       Model |   118425867         1   118425867   Prob > F        =    0.0001
    Residual |   516639529        72  7175549.01   R-squared       =    0.1865
-------------+----------------------------------   Adj R-squared   =    0.1752
       Total |   635065396        73  8699525.97   Root MSE        =    2678.7

------------------------------------------------------------------------------
       price | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
      length |   57.20224   14.08047     4.06   0.000     29.13332    85.27115
       _cons |  -4584.899   2664.437    -1.72   0.090    -9896.357     726.559
------------------------------------------------------------------------------

. 
. display Ftail(e(df_m), e(df_r), e(F))
.0001222

.