Stata estimates
-estimates- manipulates estimation results.
Contents
Usage
After fitting a model, try:
estimates store myest
The estimate results can be accessed like:
estimates table myest
If a name is omitted from -estimates-, then the active/latest estimate results are used.
Stats
Try:
. webuse auto
(1978 automobile data)
. regress mpg weight displacement
Source | SS df MS Number of obs = 74
-------------+---------------------------------- F(2, 71) = 66.79
Model | 1595.40969 2 797.704846 Prob > F = 0.0000
Residual | 848.049768 71 11.9443629 R-squared = 0.6529
-------------+---------------------------------- Adj R-squared = 0.6432
Total | 2443.45946 73 33.4720474 Root MSE = 3.4561
------------------------------------------------------------------------------
mpg | Coefficient Std. err. t P>|t| [95% conf. interval]
-------------+----------------------------------------------------------------
weight | -.0065671 .0011662 -5.63 0.000 -.0088925 -.0042417
displacement | .0052808 .0098696 0.54 0.594 -.0143986 .0249602
_cons | 40.08452 2.02011 19.84 0.000 36.05654 44.11251
------------------------------------------------------------------------------
. estimate stats
Akaike's information criterion and Bayesian information criterion
-----------------------------------------------------------------------------
Model | N ll(null) ll(model) df AIC BIC
-------------+---------------------------------------------------------------
. | 74 -234.3943 -195.2398 3 396.4796 403.3918
-----------------------------------------------------------------------------
Note: BIC uses N = number of observations. See [R] BIC note.Options exist to:
aiccorrected: report AICc instead of AIC
aicconsistent: report CAIC instead of AIC
all: report all criteria
Table
Try:
. estimates table
---------------------------
Variable | Active
-------------+-------------
weight | -.00656711
displacement | .00528078
_cons | 40.084522
---------------------------
. estimates table, star
------------------------------
Variable | Active
-------------+----------------
weight | -.00656711***
displacement | .00528078
_cons | 40.084522***
------------------------------
Legend: * p<0.05; ** p<0.01; *** p<0.001
. estimates table, star b(%10.3f)
------------------------------
Variable | Active
-------------+----------------
weight | -0.007***
displacement | 0.005
_cons | 40.085***
------------------------------
Legend: * p<0.05; ** p<0.01; *** p<0.001Note that the output of estimates table depends strongly upon the estimate results being used.
. total weight
Total estimation Number of obs = 920
--------------------------------------------------------------
| Total Std. err. [95% conf. interval]
-------------+------------------------------------------------
weight | 3.73e+07 1209666 3.49e+07 3.96e+07
--------------------------------------------------------------
. estimates table
---------------------------
Variable | Active
-------------+-------------
weight | 37259397
---------------------------Note furthermore these options:
stats(statslist) displays the specified statistics with the table
keep(varlist) shows only the specified coefficients
drop(varlist) suppresses display of the specified coefficients
b displays coefficients
b(%format) implies c and sets the print format
se displays standard errors
se(%format) implies se and sets the print format
t displays test statistics
t(%format) implies t and sets the print format
p displays p values
p(%format) implies p and sets the print format
varwidth(#) sets the display width of variable names
varlabel displays variable labels rather than variable names
modelwidth(#) sets the display width of model names
Finally, estimates table stores the following results:
r(coef): matrix of coefficients
r(stats): matrix of statistics, if the stats(statlist) option was used
See also
Stata manual for estimates stats
Stata manual for estimates table