Sunday, January 01, 2006

st: return of p-value for beta after regress command

I am interested in looking at the p-value for each beta after running a series of regression commands. I have a program that performs regression after each "leave one out" iteration in order to determine how infuential outliers effect the beta coefficients and p-values for my model. Unfortunately, I am unable to determine how to get stata to return the p-value for each beta coefficient after a -regress- command. -ereturn list- does not appear to have the beta p-values as an option. Can anyone help? Thanks.

-C

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