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  • Regression coefficnt programming names

    I am trying to write a code for automating regression results to word file. I have discovered that values of coefficients can be obtained through _b[var1] _b[cons], but I have not found any relevant code for the t-statistics of the coefficient or the constant. I know that one can get it by dividing the coefficient on its standard error, but how write a code for that do files.
    Regards
    --------------------------------------------------
    Attaullah Shah, PhD.
    Professor of Finance, Institute of Management Sciences Peshawar, Pakistan
    FinTechProfessor.com
    https://asdocx.com
    Check out my asdoc program, which sends outputs to MS Word.
    For more flexibility, consider using asdocx which can send Stata outputs to MS Word, Excel, LaTeX, or HTML.

  • #2
    That is discussed here:

    M.L. Buis (2007), "Stata tip 54: Where did my p-values go?", The Stata Journal, 7(4), pp.584-586.
    http://www.stata-journal.com/article...article=st0137
    ---------------------------------
    Maarten L. Buis
    University of Konstanz
    Department of history and sociology
    box 40
    78457 Konstanz
    Germany
    http://www.maartenbuis.nl
    ---------------------------------

    Comment


    • #3
      Also, did you look at outreg and estout (both from SSC). Type in Stata ssc desc estout and ssc desc outreg.
      ---------------------------------
      Maarten L. Buis
      University of Konstanz
      Department of history and sociology
      box 40
      78457 Konstanz
      Germany
      http://www.maartenbuis.nl
      ---------------------------------

      Comment


      • #4
        also, you can use the returned table (r(table)); this has been discussed on this list so you can search for it; the t stats are in row 3 and the p-values in row 4 (to see the table, type "mat li r(table)" (without the quotes) after estimating your model)

        Comment


        • #5
          All the suggestions work perfect. Thanks for your answers. The outreg2 and estout are great options, but I need to build custome made table, this is why did not use them.
          Regards
          --------------------------------------------------
          Attaullah Shah, PhD.
          Professor of Finance, Institute of Management Sciences Peshawar, Pakistan
          FinTechProfessor.com
          https://asdocx.com
          Check out my asdoc program, which sends outputs to MS Word.
          For more flexibility, consider using asdocx which can send Stata outputs to MS Word, Excel, LaTeX, or HTML.

          Comment


          • #6
            outreg (not outreg2) is now the newest command, and it allows for extremely extensive customization. See especially: http://www.stata-journal.com/article...article=sg97_5
            ---------------------------------
            Maarten L. Buis
            University of Konstanz
            Department of history and sociology
            box 40
            78457 Konstanz
            Germany
            http://www.maartenbuis.nl
            ---------------------------------

            Comment


            • #7
              Yes I had used frmtable but it had not option for single sample t-test, so I started building my own file
              Regards
              --------------------------------------------------
              Attaullah Shah, PhD.
              Professor of Finance, Institute of Management Sciences Peshawar, Pakistan
              FinTechProfessor.com
              https://asdocx.com
              Check out my asdoc program, which sends outputs to MS Word.
              For more flexibility, consider using asdocx which can send Stata outputs to MS Word, Excel, LaTeX, or HTML.

              Comment


              • #8
                The names undoubtedly are likely to confuse, but

                * John Gallup originally wrote outreg. It was first published in 1998 (STB-42) and much later was completely rewritten and republished in the SJ in 2012. It has been since between updated on SSC.

                * Roy Wada wrote outreg2 as a revision of outreg which throughout its public history (since 2005) has been distributed through SSC.

                These programs are being maintained separately by their authors.

                At present, the help for outreg2 carries this wording

                The functionality of outreg2 is based on the earlier package outreg, by
                John Gallup. Unlike outreg, outreg2 is capable of writing LaTeX-format
                tables, as well as ASCII, MS Word and MS Excel.

                whereas outreg certainly includes functionality for creating TeX files.

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