how to extract the p values after psm (pstest)?

[Fred Lee]

cap ssc installl psmatch2
sysuse auto,clear
psmatch2 foreign mpg weight length, out(rep78)  neighbor(1) common caliper(.05) ties
pstest

I want to store the maxium of circled p-values, how to extract this?

Thanks!

[Øyvind Snilsberg]

one option is to use regress,

clear
sysuse auto
psmatch2 foreign mpg weight length, out(rep78)  neighbor(1) common caliper(.05) ties
pstest
regress mpg _treated [fw=_weight]
test _treated
display r(p)

[Fred Lee]

one option is to use regress,

clear
sysuse auto
psmatch2 foreign mpg weight length, out(rep78) neighbor(1) common caliper(.05) ties
pstest
regress mpg _treated [fw=_weight]
test _treated
display r(p)

Thank you Øyvind Snilsberg! However, this need to run a lot of regressions one-by-one, will be a little complicated. I hope there is a simpler way.

[Fei Wang]

I don't know if it's simpler, but you may run all regressions together

sysuse auto,clear
psmatch2 foreign mpg weight length, out(rep78)  neighbor(1) common caliper(.05) ties
pstest

mvreg mpg weight length = _treat [fw=_weight]

and extract all p-values.

gen variable = ""
gen pvalue = .
local l = 1
foreach var of varlist mpg weight length {
    replace variable = "`var'" in `l'
    replace pvalue = r(table)["pvalue", `=2*`l'-1'] in `l'
    local ++l
}

. list variable pvalue if !mi(variable)

     +---------------------+
     | variable     pvalue |
     |---------------------|
  1. |      mpg   .4582798 |
  2. |   weight   .6133822 |
  3. |   length   .4972447 |
     +---------------------+