*! version 1.0.0 08jul2026

Title

totimpact postestimation -- Total impact effects after
regress

Syntax

totimpact
[if] [in]
[, options]

Main
focus(varlist) report only these regressors; default is all of
them

level(#) confidence level for the total effect; default
level(95)

Reporting
gamma also display the co-movement matrix gamma_ji

noheader suppress the results table

Graphs
graph draw the full dashboard

plots(types) draw only the named plot(s):
compare, decompose, gamma, all

name(name) name of the resulting graph

saving(filename) save the graph to filename.gph

When totimpact is typed with no varlist, it operates as a
postestimation command on the regress results currently in memory. Every
option of totimpact is available; the options above are
identical to the standalone ones.

Description

After regress, totimpact reuses the fitted model rather than asking
you to re-type it. Specifically it reads:

e(depvar) the dependent variable

colnames e(b) the regressors (the intercept _cons is
dropped)

e(sample) the estimation sample; the total impact effects are
computed on exactly the observations regress used

The full-model error variance needed for the corrected standard errors (see
Methods and formulas) is recomputed internally from
these variables on e(sample), so the reported inference is consistent with
the model in memory.

Options

See Options in help totimpact; the meaning of
each option is identical in postestimation mode. In particular, focus()
still restricts only the report — the full model in memory (all its
regressors) is what supplies omega for the standard errors.

Remarks

totimpact postestimation requires an active regress fit. If
e(cmd) is empty, or is not regress, the command stops and asks you to
run regress first (or to supply an explicit varlist). The estimator in
Pesaran and Smith (2014) is derived for the classical linear regression model,
so regress is the supported estimator; use the standalone form for any
other situation.

Only continuous regressors are supported. Factor-variable (i., c.)
or time-series-operator (L., D.) terms in the regress
specification are not expanded internally; if you need them, create the
corresponding variables and pass them through the standalone syntax.

totimpact does not disturb the estimation results in memory: after it
runs, the original regress results (and e(sample)) are unchanged and
available to other postestimation commands.

Examples

. regress y x1 x2 x3

. totimpact

. totimpact, focus(x2 x3) level(90)

. totimpact, graph name(dash) saving(dash)

Author

Merwan Roudane

merwanroudane920@gmail.com

https://github.com/merwanroudane