help parmest_resultssets(Roger Newson)

Output datasets created by parmest and parmby

The output dataset (or resultsset) created by parmest or parmby has one observation per parameter
of a set of estimation results, or one observation per parameter per by-group if
the by() option is specified with parmby.
If the rename() option is not specified, then the output dataset contains the following variables:

Default name Description

idnum Numeric dataset ID

idstr String dataset ID

eq Equation name

parm Parameter name

msetype Parameter matrix stripe element type

omit Parameter omit status

empty Parameter empty cell status

label Parameter label

ylabel Y-variable label

estimate Parameter estimate

stderr SE of parameter estimate

dof Degrees of freedom

t t-test statistic

z z-test statistic

p P-value

plower Lower one-tailed P-value

pupper Upper one-tailed P-value

stars Stars for P-value

starslower Stars for lower one-tailed P-value

starsupper Stars for upper one-tailed P-value

minyy Lower xx% confidence limit

maxyy Upper xx% confidence limit

em_y yth macro estimation result specified by emac()

es_y yth scalar estimation result specified by escal()

ev_y yth vector estimation result specified by evec()

er_y_k kth row of yth estimation result specified by erows()

ec_y_k kth column of yth estimation result specified by ecols()

The variables idnum and idstr are only present if the user specifies the options
idnum() and idstr(), respectively.
The variable eq is only present if the estimation results
are from a command which creates estimation matrices with equation names.
The variables msetype, omit, empty, label and ylabel are only present
if the user specifies the options msetype, omit, empty, label and ylabel, respectively.
Either the variables dof and t are present or the variable z is present,
depending on whether the confidence limits and P-values are calculated
using the t-distribution or the standard Normal distribution.
The variable dof is calculated as specified by the dof() and dfmatrix() options,
or from the estimation result e(df_r),
if dof() and dfmatrix() are not specified.
Note that the degrees of freedom in dof may be different
for different parameters of the same model,
and are not always integers.
The P-values in the variable p test the hypothesis that the corresponding parameters
are equal to the null value,
which defaults to zero, or to one if the eform option is specified,
unless specified otherwise by the nullvalue() option.
The variable stars is only present if the option stars() is specified,
and contains the specified numbers of stars for the P-values in the variable p.
The variable plower is only present if the plower option is specified,
the variable pupper is only present if the pupper option is specified,
the variable starslower is only present if the options plower and stars are specified,
and
the variable starsupper is only present if the options pupper and stars are specified.
The xx% confidence limits minyy and maxyy
are calculated using a list of one or more confidence levels xx, which may be specified in the
level() option, or by set level, and which is a single confidence level of 95% if not specified.
The number yy used to number the xx percent confidence limits minyy and maxyy
is equal to the confidence level xx unless the user specifies clnumber(rank),
in which case the number yy is the rank, in ascending order, of the confidence level xx.
There is one em_y variable for each macro estimation result in the list specified by the
emac() option, one es_y variable for each scalar estimation result specified by the
escal() option, one ev_y variable for each vector estimation result specified by the
evec() option,
one er_y_k variable for each row of each matrix estimation result
specified by the erows() option,
and one ec_y_k variable for each column of each matrix estimation result
specified by the ecols() option.
The variables em_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 rename() option.

The output dataset (or resultsset) created by parmby
contains all the variables in the output dataset created by parmest,
and also the following additional variables:

Default name Description

by-variables Variables specified in the by() option

parmseq Parameter sequence number

command Estimation command

The by-variables are only present if the by() option is specified.
The variable command is only present if the command option is specified.
The parmby output dataset is sorted primarily by the by-variables,
in the order specified in the by() option, if the by() option is specified,
and sorted secondarily by parmseq, which contains the sequential order of the parameter
in the estimation result vector (which is usually e(b}).
The variables command and parmseq can be renamed by parmby using the rename() option,
but the by-variables cannot be renamed by parmby.

The eform, dof(), level() and clnumber() options are described in
parmest_ci_opts.
The idnum(), idstr(), label, ylabel, stars(),
emac(), escal(), evec(), erows() and ecols() options are described in
parmest_varadd_opts.
The rename() and nullvalue() options are described in
parmest_varmod_opts.
The by() and command options are described in
parmby_only_opts.

Saved characteristics

The variables minyy and maxyy, containing the xx% confidence limits,
all have the variable characteristic level,
containing the respective percentage confidence levels xx
specified for these variables by the level() option.
The variables minyy, maxyy and p have the variable characteristic mcom,
containing the multiple comparison adjustment method used in calculating them,
which is set by the options mcompare() and mcomci().

Author

Roger Newson, King's College London, UK.
Email: roger.newson@kcl.ac.uk

Also see

Manual:

Help: [U] 20 Estimation and postestimation commands

parmest, parmby,
parmest_outdest_opts, parmest_ci_opts,
parmest_varadd_opts, parmest_varmod_opts,
parmby_only_opts