{smcl} {hline} {cmd:help parmest_resultssets}{right:(Roger Newson)} {hline} {title:Output datasets created by {helpb parmest} and {helpb parmby}} {pstd} The output dataset (or resultsset) created by {helpb parmest} or {helpb parmby} has one observation per parameter of a set of estimation results, or one observation per parameter per by-group if the {cmd:by()} option is specified with {helpb parmby}. If the {cmd:rename()} option is not specified, then the output dataset contains the following variables: {p2colset 4 20 22 2}{...} {p2col:Default name}Description{p_end} {p2line} {p2col:{hi:idnum}}Numeric dataset ID{p_end} {p2col:{hi:idstr}}String dataset ID{p_end} {p2col:{hi:eq}}Equation name{p_end} {p2col:{hi:parm}}Parameter name{p_end} {p2col:{hi:label}}Parameter label{p_end} {p2col:{hi:ylabel}}{it:Y}-variable label{p_end} {p2col:{hi:estimate}}Parameter estimate{p_end} {p2col:{hi:stderr}}SE of parameter estimate{p_end} {p2col:{hi:dof}}Degrees of freedom{p_end} {p2col:{hi:t}}{it:t}-test statistic{p_end} {p2col:{hi:z}}{it:z}-test statistic{p_end} {p2col:{hi:p}}{it:P}-value{p_end} {p2col:{hi:stars}}Stars for {it:P}-value{p_end} {p2col:{hi:min}{it:yy}}Lower {it:xx}% confidence limit{p_end} {p2col:{hi:max}{it:yy}}Upper {it:xx}% confidence limit{p_end} {p2col:{hi:em_}{it:y}}{it:y}th macro estimation result specified by {cmd:emac()}{p_end} {p2col:{hi:es_}{it:y}}{it:y}th scalar estimation result specified by {cmd:escal()}{p_end} {p2col:{hi:ev_}{it:y}}{it:y}th vector estimation result specified by {cmd:evec()}{p_end} {p2col:{hi:er_}{it:y}{hi:_}{it:k}}{it:k}th row of {it:y}th estimation result specified by {cmd:erows()}{p_end} {p2col:{hi:ec_}{it:y}{hi:_}{it:k}}{it:k}th column of {it:y}th estimation result specified by {cmd:ecols()}{p_end} {p2line} {p2colreset} {pstd} The variables {hi:idnum} and {hi:idstr} are only present if the user specifies the options {cmd:idnum()} and {cmd:idstr()}, respectively. The variable {hi:eq} is only present if the estimation results are from a command which creates estimation matrices with equation names, which is usually a command which fits a multiple equation model. The variable {hi:label} is only present if the {cmd:label} option is specified. The variable {hi:ylabel} is only present if the {cmd:ylabel} option is specified. Either the variables {hi:dof} and {hi:t} are present or the variable {hi:z} is present, depending on the setting of the {cmd:dof()} option, or on the estimation results, if {cmd:dof()} is not specified. The variable {hi:dof} is calculated as specified in the section on the {cmd:dof()} option. Note that the degrees of freedom in {hi:dof} may be different for different parameters of the same model, and are not always integers. The {it:P}-values in the variable {hi:p} test the hypothesis that the corresponding parameter is zero, or one if the {cmd:eform} option is specified. The variable {hi:stars} is only present if the option {cmd:stars()} is specified, and contains the specified numbers of stars for the {it:P}-values in the variable {hi:p}. The {it:xx}% confidence limits {hi:min}{it:yy} and {hi:max}{it:yy} are calculated using a list of one or more confidence levels {it:xx}, which may be specified in the {cmd:level()} option, or by {help set level}, and which is a single confidence level of 95% if not specified. The number {it:yy} used to number the {it:xx} percent confidence limits {hi:min}{it:yy} and {hi:max}{it:yy} is equal to the confidence level {it:xx} unless the user specifies {cmd:clnumber(rank)}, in which case the number {it:yy} is the rank, in ascending order, of the confidence level {it:xx}. There is one {hi:em_}{it:y} variable for each macro estimation result in the list specified by the {cmd:emac()} option, one {hi:es_}{it:y} variable for each scalar estimation result specified by the {cmd:escal()} option, one {hi:ev_}{it:y} variable for each vector estimation result specified by the {cmd:evec()} option, one {hi:er_}{it:y}{hi:_}{it:k} variable for each row of each matrix estimation result specified by the {cmd:erows()} option, and one {hi:ec_}{it:y}{hi:_}{it:k} variable for each column of each matrix estimation result specified by the {cmd:ecols()} option. The variables {hi:em_}{it:y} are string variables, truncated if necessary to the maximum length for a string variable under the edition of Stata used. All of these variables can be renamed using the {cmd:rename()} option. {pstd} The output dataset (or resultsset) created by {helpb parmby} contains all the variables in the output dataset created by {helpb parmest}, and also the following additional variables: {p2colset 4 20 22 2}{...} {p2col:Default name}Description{p_end} {p2line} {p2col:{it:by-variables}}Variables specified in the {cmd:by()} option{p_end} {p2col:{hi:parmseq}}Parameter sequence number{p_end} {p2col:{hi:command}}Estimation command{p_end} {p2line} {p2colreset} {pstd} The {it:by-variables} are only present if the {cmd:by()} option is specified. The variable {hi:command} is only present if the {cmd:command} option is specified. The {helpb parmby} output dataset is sorted primarily by the {it:by-variables}, in the order specified in the {cmd:by()} option, if the {cmd:by()} option is specified, and sorted secondarily by {hi:parmseq}, which contains the sequential order of the parameter in the estimation result vector (which is usually {hi:e(b}}). The variables {hi:command} and {hi:parmseq} can be renamed by {helpb parmby} using the {cmd:rename()} option, but the {it:by-variables} cannot be renamed by {helpb parmby}. {pstd} The {cmd:eform}, {cmd:dof()}, {cmd:level()} and {cmd:clnumber()} options are described in {help parmest_ci_opts:{it:parmest_ci_opts}}. The {cmd:idnum()}, {cmd:idstr()}, {cmd:label}, {cmd:ylabel}, {cmd:stars()}, {cmd:emac()}, {cmd:escal()}, {cmd:evec()}, {cmd:erows()} and {cmd:ecols()} options are described in {help parmest_varadd_opts:{it:parmest_varadd_opts}}. The {cmd:rename()} option is described in {help parmest_varmod_opts:{it:parmest_varmod_opts}}. The {cmd:by()} and {cmd:command} options are described in {help parmby_only_opts:{it:parmby_only_opts}}. {title:Author} {pstd} Roger Newson, Imperial College London, UK. Email: {browse "mailto:r.newson@imperial.ac.uk":r.newson@imperial.ac.uk} {title:Also see} {p 4 13 2} {bind: }Manual: {hi:[U] 20 Estimation and postestimation commands} {p_end} {p 4 13 2} On-line: help for {help estcom} {break} help for {helpb parmest}, {helpb parmby}, {help parmest_outdest_opts:{it:parmest_outdest_opts}}, {help parmest_ci_opts:{it:parmest_ci_opts}}, {help parmest_varadd_opts:{it:parmest_varadd_opts}}, {help parmest_varmod_opts:{it:parmest_varmod_opts}}, {help parmby_only_opts:{it:parmby_only_opts}} {p_end}