Stored results
did_imputation stores the following in e():
Matrices
e(b) A row-vector of the estimates and pre-trend coefficients:
- If horizons is specified, the program returns tauh for each h in the list of horizons.
- If multiple wtr are specified, the program returns tau_v for each v in the list of wtr variables.
- Otherwise the single returned coefficient is called tau.
- In addition, if pretrends is specified, the command returns preh for each pre-trend coefficient h=1..pretrends.
e(V) Corresponding variance-covariance matrix
e(Nt) A row-vector of the number of treated observations used to compute each estimator
Scalars
e(Nc) the number of control observations used in imputation (scalar)
e(pre_chi2), e(pre_p), e(pre_df)
if pretrends is specified, the Wald statistic, pvalue, and dof for the joint test for no pre-trends
e(Niter) the # of iterations to compute SE
did_imputation stores the following in e():
Matrices
e(b) A row-vector of the estimates and pre-trend coefficients:
- If horizons is specified, the program returns tauh for each h in the list of horizons.
- If multiple wtr are specified, the program returns tau_v for each v in the list of wtr variables.
- Otherwise the single returned coefficient is called tau.
- In addition, if pretrends is specified, the command returns preh for each pre-trend coefficient h=1..pretrends.
e(V) Corresponding variance-covariance matrix
e(Nt) A row-vector of the number of treated observations used to compute each estimator
Scalars
e(Nc) the number of control observations used in imputation (scalar)
e(pre_chi2), e(pre_p), e(pre_df)
if pretrends is specified, the Wald statistic, pvalue, and dof for the joint test for no pre-trends
e(Niter) the # of iterations to compute SE
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