Saving t stat after regression into new variable/scalar

[Dmitry Ilin]

Hello,

I run a newey regression of a variable on a constant. I need to get the t-stat of the const saved into a new variable or scalar. I searched for this possibility in both newey and ivreg2 commands, but none of them provides it. Of course I can compute it manually with estimator of the constant and its variance, which are provided by above mentioned commands, but this is a little bit tedious as I need to go first to matrices, save them, compute t-stat.. I wonder if there is a direct way of getting t-stat. Thanks.

[Dmitry Ilin]

For those interested: so far the best option is as follows:

gen t_stat = _b[_cons]/_se[_cons]

Basically, this is already one line, and I think it is already pretty the fastest way to get t stat..

[Roberto Ferrer]

Another option is to save the stored result r(table) in a matrix and extract from there:

*clear all
set more off

webuse idle2
tsset time

newey usr idle, lag(3)

matrix define results = r(table)
scalar myt = results[3,1]

display myt

However, that's two lines. (Saving a scalar in a scalar is better practice than saving in a variable.)