Count significant coefficients from regression model
sigcoef varlist [if] [in] [, replace append level(int $S_level) clear dvsame display
Descriptions
This is a Stata program to count the number of significant coefficients for the > same variables (using same names) across models using z as test statistics (usually using maximum likelihood estimation). This program is especially useful when you want to examine effects of same independent variables across a large number > of sub-units (e.g, countries, schools, etc..)
Models using t statistics are also available for regress, areg, or survey regressions, but you can tweak the codes to add more. The counting is from the most recent sigcoef with the replace option to the one with the most recent append option.
Options
replace sets all globals to 0, and start counting with the most recent estimation. Either replace, append, or clear has to be issued.
append adds one to the counters stored in globals if the current model has a significant coefficient for the same variable.
clear clears out all globals created by this program.
level() specifies the width of confidence level, or the tolerance level for significant coefficients to be counted.
dvsame requests that the counting is valid only with the same dependent variable between two most recent estimations.
display displays counts from the most recent issuance of this command with a replacement option till the most recent issuance with an append option.
Globals
posnum*: counts the positive number of significant coefficients for varialble * (here * represents variable name listed in varlist)
negnum*: counts the negative number of significant coefficients for varialble * (here * represents variable name listed in varlist)
signum*: counts the significant number of coefficients for varialble * (here * represents variable name listed in varlist)
poslhs*: lists the lhs variables with * as a rhs riable that is positively affecting this lhs variable.
neglhs*: lists the lhs variables with * as a rhs riable that is negatively affects this lhs variable.
Examples
.logit register male inc educ
.sigcoef inc educ, replace
.logit vote male inc educ
.sigcoef inc educ, append
.mac list incposnum incnegnum incsignum educposnum educnegnum educsignum
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Authors: Jun Xu jxu.iweb.bsu.edu