Stata tip 112: Where did my p-values go? (part 2)

Maarten L. Buis

The Stata Journal (2012) Vol. 12 No. 4, pp. 759-760.


As the name suggest, this is a sequel to Stata tip 54: Where did my p-values go?. In that tip I showed how to recover p-values, t-statistics, and confidence intervals for regression coefficients returned by various estimation commands in Stata. This tip shows how to recover p-values for other tests that are sometimes displayed by such estimation commands, for example the F-test displayed by regress.

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