esreg 1.0.0 -- stored results ================================ The estimation is stored automatically as estimates store _esreg (the last esreg of the session) and, with store(name), also under that name. Post- commands (predict, esrcurve, esrmte, esrdiag, esrtest) look for est(name), then the current e() if e(cmd) == "esreg", then _esreg. Scalars e(N) observations e(N_treated) treated e(N_untreated) e(sum_w) sum of weights (= N without weights) e(k_x) e(k_z) columns of X and Z (constant included) e(k_hs) e(k_hr) e(k_kap) columns of Ws, Wr (fiml) and Wk (twostep), constant included e(hermite) order of the augmented two-step, 2 or 3 (0: the linear model); the larger of e(hermite1) (treated) and e(hermite0) (untreated) e(k_h1) e(k_h0) Hermite controls of the treated and of the untreated regime: the order - 1 (0 without Hermite terms); e(k_h) the larger e(ll) log likelihood (fiml) e(ll_indep) e(lr_indep) e(lr_df) e(p_indep) e(converged) 1 if converged e(att) e(atu) e(ate) e(kappa) e(se_att) e(se_atu) e(se_ate) e(se_kappa) e(sigma1) e(sigma0) e(rho1) e(rho0) (sample means when heterogeneous) e(rhosig1) e(rhosig0) rho_j * sigma_j e(supp_lo) e(supp_hi) common support of P(Z) e(p_min1) e(p_max1) e(p_min0) e(p_max0) range of P(Z) among treated / untreated e(ml1) e(ml0) mean lambda1 among treated, mean lambda0 among untreated e(N_clust) number of clusters (vce(cluster)) e(N_strata) e(N_psu) e(df_r) strata, PSUs, design df (twostep, vce(svy)) Macros e(cmd) "esreg" e(cmdline) e(version) e(method) "fiml" | "twostep" e(depvar) outcome e(treat) treatment variable e(xvars) e(zvars) e(hetsigma) e(hetrho) e(kappavars) expanded variable lists e(wtype) e(wexp) weights e(vce) e(vcetype) e(clustvar) twostep e(vce): "stacked" (default), "cluster", "svy" e(eff_vce) aggregation of the standard errors of the effects: "iid", "cluster", "svy" ("none" with noeffects) e(eqnames) fiml: y_1 y_0 d lnsigma_1 lnsigma_0 atanhrho_1 atanhrho_0 twostep: d y_1 y_0 (regime blocks: x..., lambda[_w]..., h2 h3 with hermite, _cons) e(predict) "esreg_p" e(title) e(store) name given to store() Matrices e(b) e(V) full parameter vector and covariance e(effects) 4 x 5: rows ATT ATU ATE kappa; columns est se var_param var_samp cov_ps (twice the covariance of the parameter and sampling parts); se^2 = var_param + var_samp + cov_ps e(b_sel) selection coefficients gamma (equation d) e(b_1) e(b_0) regime coefficients (fiml: x..., _cons; twostep: x..., lambda..., h2 h3 with hermite, _cons) e(anc) 1 x 4: sigma1 sigma0 rho1 rho0 e(support) 1 x 4: p_min1 p_max1 p_min0 p_max0 e(lambda) 1 x 2: lambda1_treated lambda0_untreated Function e(sample)