Generating scalars for coefficients or standard errors after regression

Besides displaying output in the results window, Stata stores results that you can use as inputs to subsequent commands. We have shown examples of using saved results in Writing Greek letters and other symbols in graphs and Ways to count the number of unique values in a variable where we used results stored in r(). In this post, we will use estimation results saved in e() after -regress- to generate a scalar (or a local macro) for coefficients and standard errors. (See note below)

sysuse auto /* opens example data auto.dta */

reg price mpg /* estimates the equation price = b0 + b1*mpg + e ; to display all saved results after -regress-, type “ereturn list” */

matrix b=e(b)
matrix V=e(V)
/* defines matrix b equal to the row vector of estimated coefficients, e(b); and  matrix V equal to the variance-covariance matrix, e(V). */

matrix list b // or matrix list e(b)
matrix list V // or matri list e(V)
/* displays b and V */

scalar c_mpg=b[1,1]
scalar se_mpg=sqrt(V[1,1])
/* defines scalar c_mpg equal to element (1,1)  of vector b; and defines scalar se_mpg equal to the square root of element (1,1) of matrix V */

scalar list /* displays c_mpg and se_mpg */

Alternatively, you may define c_mpg and se_mpg as local macros instead of scalars:

local c_mpg=b[1,1]
local se_mpg=sqrt(V[1,1])
display “c_mpg= “c_mpg' " ; se_mpg= "se_mpg’

Note: Where Stata saves the results depends on the type of command executed. Stata commands can be classified into 5 classes—r-, e-, s-, n-, and c-class commands:

r-class: general commands that do not require parameter estimation (example: -summarize-); results are stored in r()
e-class: parameter estimation commands (example: -regress-); results are stored in e()
s-class: programming commands that assist in parsing; results are stored in s()
n-class: commands that do not save other results except those that are explicitly generated (example: -generate-); no results stored
c-lass: stores system parameters and some constants (example: c(pi) returns the value of pi); values are stored in c() (try typing “creturn list”)

Leave a Reply