Publikation: Stata tip 116 : Where did my p-values go? (Part 3)
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In a previous Stata tip I discussed how to recover t-statistics, p-values, and confidence intervals for regression parameters using the results that are returned by an estimation command. In a subsequent Stata tip I discussed how to recover parameter estimates for parameters that were estimated on a transformed scale, for example if a likelihood function contains a standard deviation or a correlation than many Stata commands will maximize the likelihood with respect to ln(standard deviation) and the Fisher's z-transformation of the correlation. In this tip I will discuss how to recover the standard errors for the back-transformed parameters, that is, the standard error for the standard deviation and the correlation. I will also discuss how to retrieve the confidence intervals as returned by Stata.
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BUIS, Maarten, 2014. Stata tip 116 : Where did my p-values go? (Part 3). In: The Stata Journal. Sage Publications. 2014, 14(1), pp. 218-220. ISSN 1536-867X. eISSN 1536-8734. Available under: doi: 10.1177/1536867X1401400114BibTex
@article{Buis2014Stata-48530, year={2014}, doi={10.1177/1536867X1401400114}, title={Stata tip 116 : Where did my p-values go? (Part 3)}, number={1}, volume={14}, issn={1536-867X}, journal={The Stata Journal}, pages={218--220}, author={Buis, Maarten} }
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