Chang ,JX

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Posts Tagged ‘econometrics’

extract coef,se,t,pv from stata reg

Posted by changjx on May 26, 2009

Maarten Buis’s method to extract estimate from stata reg

——-begin correct code —
sysuse auto, clear
reg price mpg rep78 headroom trunk weight
matrix a = vecdiag(e(V))
matrix b = (e(b)\a)’
svmat b
rename b1 beta
gen se = sqrt(b2)
gen t = beta/se
gen p = 2*ttail(63,abs(t))
——— end correct code—–

Or use May’s code
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hausman test

Posted by changjx on June 18, 2008

xtreg $output $input,fe
estimates store fixed
xtreg $output $input,re
hausman fixed .

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Posted in Econ, Stata | Tagged: , | Leave a Comment »