Regression output - how to get F test statistics

[Rochelle Zhang]

Dear all,

I often use estout stats(N r2_a) to get regression statistics.

Can someone tell me how to request F-test statistics after regression is run in stata 14?

Thanks,

Rochelle

[Joseph Coveney]

Don't know anything about estout, which I guess is a user-written command, but you can request F test statistics after regress by using test.

.ÿversionÿ14.2

.ÿ
.ÿclearÿ*

.ÿsetÿmoreÿoff

.ÿ
.ÿquietlyÿsysuseÿauto

.ÿ
.ÿregressÿpriceÿc.mpgÿi.foreign

ÿÿÿÿÿÿSourceÿ|ÿÿÿÿÿÿÿSSÿÿÿÿÿÿÿÿÿÿÿdfÿÿÿÿÿÿÿMSÿÿÿÿÿÿNumberÿofÿobsÿÿÿ=ÿÿÿÿÿÿÿÿ74
-------------+----------------------------------ÿÿÿF(2,ÿ71)ÿÿÿÿÿÿÿÿ=ÿÿÿÿÿ14.07
ÿÿÿÿÿÿÿModelÿ|ÿÿÿ180261702ÿÿÿÿÿÿÿÿÿ2ÿÿ90130850.8ÿÿÿProbÿ>ÿFÿÿÿÿÿÿÿÿ=ÿÿÿÿ0.0000
ÿÿÿÿResidualÿ|ÿÿÿ454803695ÿÿÿÿÿÿÿÿ71ÿÿ6405685.84ÿÿÿR-squaredÿÿÿÿÿÿÿ=ÿÿÿÿ0.2838
-------------+----------------------------------ÿÿÿAdjÿR-squaredÿÿÿ=ÿÿÿÿ0.2637
ÿÿÿÿÿÿÿTotalÿ|ÿÿÿ635065396ÿÿÿÿÿÿÿÿ73ÿÿ8699525.97ÿÿÿRootÿMSEÿÿÿÿÿÿÿÿ=ÿÿÿÿ2530.9

------------------------------------------------------------------------------
ÿÿÿÿÿÿÿpriceÿ|ÿÿÿÿÿÿCoef.ÿÿÿStd.ÿErr.ÿÿÿÿÿÿtÿÿÿÿP>|t|ÿÿÿÿÿ[95%ÿConf.ÿInterval]
-------------+----------------------------------------------------------------
ÿÿÿÿÿÿÿÿÿmpgÿ|ÿÿ-294.1955ÿÿÿ55.69172ÿÿÿÿ-5.28ÿÿÿ0.000ÿÿÿÿ-405.2417ÿÿÿ-183.1494
ÿÿÿÿÿÿÿÿÿÿÿÿÿ|
ÿÿÿÿÿforeignÿ|
ÿÿÿÿForeignÿÿ|ÿÿÿ1767.292ÿÿÿÿ700.158ÿÿÿÿÿ2.52ÿÿÿ0.014ÿÿÿÿÿ371.2169ÿÿÿÿ3163.368
ÿÿÿÿÿÿÿ_consÿ|ÿÿÿ11905.42ÿÿÿ1158.634ÿÿÿÿ10.28ÿÿÿ0.000ÿÿÿÿÿ9595.164ÿÿÿÿ14215.67
------------------------------------------------------------------------------

.ÿ
.ÿtestÿ1.foreign

ÿ(ÿ1)ÿÿ1.foreignÿ=ÿ0

ÿÿÿÿÿÿÿF(ÿÿ1,ÿÿÿÿ71)ÿ=ÿÿÿÿ6.37
ÿÿÿÿÿÿÿÿÿÿÿÿProbÿ>ÿFÿ=ÿÿÿÿ0.0138

.ÿ
.ÿreturnÿlist

scalars:
ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿr(drop)ÿ=ÿÿ0
ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿr(df_r)ÿ=ÿÿ71
ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿr(F)ÿ=ÿÿ6.371250331666606
ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿr(df)ÿ=ÿÿ1
ÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿÿr(p)ÿ=ÿÿ.0138363441597005

.ÿ
.ÿexit

endÿofÿdo-file


.ÿ

[Carlo Lazzaro]

Rochelle.
another approach can be:

. sysuse auto.dta
(1978 Automobile Data)

. reg price i.foreign

      Source |       SS           df       MS      Number of obs   =        74
-------------+----------------------------------   F(1, 72)        =      0.17
       Model |  1507382.66         1  1507382.66   Prob > F        =    0.6802
    Residual |   633558013        72  8799416.85   R-squared       =    0.0024
-------------+----------------------------------   Adj R-squared   =   -0.0115
       Total |   635065396        73  8699525.97   Root MSE        =    2966.4

------------------------------------------------------------------------------
       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
     foreign |
    Foreign  |   312.2587   754.4488     0.41   0.680    -1191.708    1816.225
       _cons |   6072.423    411.363    14.76   0.000     5252.386     6892.46
------------------------------------------------------------------------------


. display e(F)
.17130484


. di Ftail(1,72,0.17130484)
.68018509

[Rochelle Zhang]

Thank you Joseph and Carlo !!!

Yes , estout is userwritten. I use it to make regression output tables.

http://repec.org/bocode/e/estout/estout.html#estout004


it has a stat option, but i did not find F stat.

[Rich Goldstein]

I am not familiar with -estout- but a quick look at the help file shows a section on adding "summary statistics" and it appears that the F stat could be added via that section