将 p 值从 reghdfe 导出到 Excel

Question

我正在尝试从 Stata community-contributed 命令reghdfe 将 p 值导出到 Excel：

// get data
use "http://www.stata-press.com/data/r9/nlswork.dta", clear
xtset idcode year

// run regression
reghdfe ttl_exp age not_smsa msp nev_mar, abs(idcode year) cluster(idcode)

// store numbers
local rmse = `e(rmse)'  

// export
putexcel A1 = (`rmse') using "export.xlsx" , modify // this works

如何将给定变量（比如msp）的 p 值导出到同一个 Excel 文档？

ereturn list 不建议任何有用的信息，e(V) 仅包含协方差矩阵。

交叉发布on Statalist。

Answer 1

以下对我有用：

use "http://www.stata-press.com/data/r9/nlswork.dta", clear
xtset idcode year

reghdfe ttl_exp age not_smsa msp nev_mar, abs(idcode year) cluster(idcode)

------------------------------------------------------------------------------
             |               Robust
     ttl_exp |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         age |   -.008044   .0618821    -0.13   0.897     -.129366    .1132781
    not_smsa |  -.1616256   .0812134    -1.99   0.047    -.3208472   -.0024039
         msp |   -.004893   .0634814    -0.08   0.939    -.1293505    .1195645
     nev_mar |    -.36351   .0955207    -3.81   0.000    -.5507816   -.1762384
------------------------------------------------------------------------------

local pval = (2 * ttail(e(df_r), abs(_b[msp] / _se[msp]) ) )

display `pval'
.93856498

putexcel A1 = (`pval') using "export.xlsx", modify