{smcl} {* *! version 1.0.0 08jul2026}{...} {vieweralsosee "totimpact" "help totimpact"}{...} {vieweralsosee "[R] regress" "help regress"}{...} {vieweralsosee "" "--"}{...} {viewerjumpto "Syntax" "totimpact_postestimation##syntax"}{...} {viewerjumpto "Description" "totimpact_postestimation##description"}{...} {viewerjumpto "Options" "totimpact_postestimation##options"}{...} {viewerjumpto "Remarks" "totimpact_postestimation##remarks"}{...} {viewerjumpto "Examples" "totimpact_postestimation##examples"}{...} {viewerjumpto "Author" "totimpact_postestimation##author"}{...} {title:Title} {phang} {bf:totimpact postestimation} {hline 2} Total impact effects after {cmd:regress} {marker syntax}{...} {title:Syntax} {p 8 17 2} {cmd:totimpact} {ifin} [{cmd:,} {it:options}] {synoptset 27 tabbed}{...} {synopthdr} {synoptline} {syntab:Main} {synopt :{opth focus(varlist)}}report only these regressors; default is all of them{p_end} {synopt :{opt level(#)}}confidence level for the total effect; default {cmd:level(95)}{p_end} {syntab:Reporting} {synopt :{opt gamma}}also display the co-movement matrix {it:gamma_ji}{p_end} {synopt :{opt noheader}}suppress the results table{p_end} {syntab:Graphs} {synopt :{opt graph}}draw the full dashboard{p_end} {synopt :{opt plots(types)}}draw only the named plot(s): {opt compare}, {opt decompose}, {opt gamma}, {opt all}{p_end} {synopt :{opt name(name)}}name of the resulting graph{p_end} {synopt :{opt saving(filename)}}save the graph to {it:filename}{cmd:.gph}{p_end} {synoptline} {p2colreset}{...} {pstd} When {cmd:totimpact} is typed with no {it:varlist}, it operates as a postestimation command on the {cmd:regress} results currently in memory. Every option of {helpb totimpact:totimpact} is available; the options above are identical to the standalone ones. {marker description}{...} {title:Description} {pstd} After {cmd:regress}, {cmd:totimpact} reuses the fitted model rather than asking you to re-type it. Specifically it reads: {p2colset 9 30 32 2}{...} {p2col :{cmd:e(depvar)}}the dependent variable{p_end} {p2col :{cmd:colnames e(b)}}the regressors (the intercept {cmd:_cons} is dropped){p_end} {p2col :{cmd:e(sample)}}the estimation sample; the total impact effects are computed on exactly the observations {cmd:regress} used{p_end} {p2colreset}{...} {pstd} The full-model error variance needed for the corrected standard errors (see {helpb totimpact##methods:Methods and formulas}) is recomputed internally from these variables on {cmd:e(sample)}, so the reported inference is consistent with the model in memory. {marker options}{...} {title:Options} {pstd} See {helpb totimpact##options:Options} in {bf:help totimpact}; the meaning of each option is identical in postestimation mode. In particular, {opt focus()} still restricts only the {it:report} — the full model in memory (all its regressors) is what supplies {it:omega} for the standard errors. {marker remarks}{...} {title:Remarks} {pstd} {cmd:totimpact} postestimation requires an active {cmd:regress} fit. If {cmd:e(cmd)} is empty, or is not {cmd:regress}, the command stops and asks you to run {cmd:regress} first (or to supply an explicit {it:varlist}). The estimator in Pesaran and Smith (2014) is derived for the classical linear regression model, so {cmd:regress} is the supported estimator; use the standalone form for any other situation. {pstd} Only continuous regressors are supported. Factor-variable ({cmd:i.}, {cmd:c.}) or time-series-operator ({cmd:L.}, {cmd:D.}) terms in the {cmd:regress} specification are not expanded internally; if you need them, create the corresponding variables and pass them through the standalone syntax. {pstd} {cmd:totimpact} does not disturb the estimation results in memory: after it runs, the original {cmd:regress} results (and {cmd:e(sample)}) are unchanged and available to other postestimation commands. {marker examples}{...} {title:Examples} {phang2}{cmd:. regress y x1 x2 x3}{p_end} {phang2}{cmd:. totimpact}{p_end} {phang2}{cmd:. totimpact, focus(x2 x3) level(90)}{p_end} {phang2}{cmd:. totimpact, graph name(dash) saving(dash)}{p_end} {marker author}{...} {title:Author} {pstd} Merwan Roudane{break} merwanroudane920@gmail.com{break} https://github.com/merwanroudane