Outreg2 Example 9. Adding r( ) e( ) scalars

[Sunita Rao]

Hi Everyone,

I am looking for some clarification with -help outreg2-.

1. In the examples provided with -help outreg2-, (specifically, reg price mpg rep78 head) is it possible to export Adj R-squared and Root MSE? How I can store Adj R-squared and Root MSE as macros?

1. In the next step (lincom mpg + rep), tstat and pval are calculated and stored as local macros. But, those values are already available after -lincom-. Is it possible to export t and P>|t| without doing the extra step of r(estimate)/r(se)?

1. I know that e() includes everything in the ereturn list. What can be included with r()?

I would be truly grateful for a response from someone who has worked with outreg2.

[Andrew Musau]

In the examples provided with -help outreg2-, (specifically, reg price mpg rep78 head) is it possible to export Adj R-squared and Root MSE? How I can store Adj R-squared and Root MSE as macros

You can refer to stats in ereturn directly, e.g.,

outreg2..., addstat(e(r2_a), Adjusted R-squared)

or store as a local

local r2_a= e(r2_a)
outreg2..., addstat(`r2_a', Adjusted R-squared)

In the next step (lincom mpg + rep), tstat and pval are calculated and stored as local macros. But, those values are already available after -lincom-. Is it possible to export t and P>|t| without doing the extra step of r(estimate)/r(se)?

See previous reply.

I know that e() includes everything in the ereturn list. What can be included with r()?

Have a look at

return list

to see what is stored.

[Sunita Rao]

Hi Prof. Musau,

Your response helps a lot! Thank you!

I noticed that t values and p values are not stored either in r() or e(). So, if we want to export any of them, do we always have to pass these commands?

local tstat=r(estimate)/r(se)
local pval = tprob(r(df), abs(`tstat'))

The p value associated with the regression F test is also not stored in r() or e(). How I export that to an excel file?

--Sunita

[Andrew Musau]

Do you mean the results from lincom? I would switch to margins with the -post- option for this. In this way, I can pick all the displayed results from matrix r(table) in return list. Otherwise, for regressions, the results are always stored in r(table).

sysuse auto, clear
qui reg price mpg rep78 head
lincom mpg + rep
*GET LINCOM RESULTS USING MARGINS AND POST
margins, expression(_b[mpg] + _b[rep78]) post
*DISPLAY MATRIX R(TABLE)
mat l r(table)
*EXTRACT, FOR EXAMPLE, P-VALUE
local pvalue= r(table)[rownumb(r(table),"pvalue"),1]
di "`pvalue'"

Res.:

. lincom mpg + rep

 ( 1)  mpg + rep78 = 0

------------------------------------------------------------------------------
       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         (1) |   381.5509   325.0422     1.17   0.245    -267.6032    1030.705
------------------------------------------------------------------------------

.
. *GET LINCOM RESULTS USING MARGINS AND POST

.
. margins, expression(_b[mpg] + _b[rep78]) post
Warning: expression() does not contain predict() or xb().
Warning: prediction constant over observations.

Predictive margins                              Number of obs     =         69
Model VCE    : OLS

Expression   : _b[mpg] + _b[rep78]

------------------------------------------------------------------------------
             |            Delta-method
             |     Margin   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       _cons |   381.5509   325.0422     1.17   0.240    -255.5202    1018.622
------------------------------------------------------------------------------

.
. *DISPLAY MATRIX R(TABLE)

.
. mat l r(table)

r(table)[9,1]
             _cons
     b    381.5509
    se   325.04223
     z   1.1738503
pvalue     .240455
    ll  -255.52015
    ul    1018.622
    df           .
  crit    1.959964
 eform           0

.
. *EXTRACT, FOR EXAMPLE, P-VALUE

.
. local pvalue= r(table)[rownumb(r(table),"pvalue"),1]

.
. di "`pvalue'"
.2404550043009015

[Andrew Musau]

The p value associated with the regression F test is also not stored in r() or e().

sysuse auto
reg price mpg rep78 head
testparm *
local pvalF= r(p)
di "`pvalF'"

Res.:

. sysuse auto
(1978 Automobile Data)

. 
. reg price mpg rep78 head

      Source |       SS           df       MS      Number of obs   =        69
-------------+----------------------------------   F(3, 65)        =      7.51
       Model |   148497605         3  49499201.8   Prob > F        =    0.0002
    Residual |   428299354        65  6589220.82   R-squared       =    0.2575
-------------+----------------------------------   Adj R-squared   =    0.2232
       Total |   576796959        68  8482308.22   Root MSE        =    2566.9

------------------------------------------------------------------------------
       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         mpg |  -289.3462   62.53921    -4.63   0.000    -414.2456   -164.4467
       rep78 |   670.8971   343.5213     1.95   0.055    -15.16242    1356.957
    headroom |  -300.0293   398.0516    -0.75   0.454    -1094.993    494.9346
       _cons |   10921.33   2153.003     5.07   0.000     6621.487    15221.17
------------------------------------------------------------------------------

. 
. testparm *

 ( 1)  mpg = 0
 ( 2)  rep78 = 0
 ( 3)  headroom = 0

       F(  3,    65) =    7.51
            Prob > F =    0.0002

. 
. local pvalF= r(p)

. 
. di "`pvalF'"
.0002162129073811

[Sunita Rao]

Hi again Prof. Musau,

I appreciate your kindness and attention to detail so much!

I certainly learned a lot today! Thank you!

--Sunita