Dear All, A new/useful -xthenreg- command (forthcoming in Stata Journal) can be downloaded here (or Array , Array ). An example is:
Code:
webuse grunfeld, clear
xtset company year
xthenreg invest kstock mvalue , grid_num(50) trim_rate(0.1) boost(100)
dis e(boots_p)
with results
Code:
. webuse grunfeld, clear

. xtset company year
       panel variable:  company (strongly balanced)
        time variable:  year, 1935 to 1954
                delta:  1 year

. xthenreg invest kstock mvalue , grid_num(50) trim_rate(0.1) boost(100)
 
N = 10, T = 20
Panel Var. = company
Time Var. = year
Number of moment conditions = 207
Bootstrap p-value for linearity test = 0
------------------------------------------------------------------------------
      invest |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
     Lag_y_b |   .7073252   .4841191     1.46   0.144    -.2415308    1.656181
    mvalue_b |    .086302   .0083447    10.34   0.000     .0699467    .1026573
      cons_d |   1983.657   806.0061     2.46   0.014      403.914      3563.4
     Lag_y_d |  -.3786369   .8011415    -0.47   0.636    -1.948845    1.191571
    mvalue_d |  -.1759067   .0497469    -3.54   0.000    -.2734088   -.0784046
           r |      787.3    26.9621    29.20   0.000     734.4552    840.1447
------------------------------------------------------------------------------

. dis e(boots_p)
0
My first question is how can I obtain the following p-value in format like, say %9.3f (Bootstrap p-value for linearity test = 0) and my second question is: in the ado file, there is a corresponding test statistics `sup_wald_ori'. How can I export it in the same format as the p-value (%9.3f)? Thank you so much!