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exportstatadta

Export Fit Statistics and variance/covariance matrix to dta dataset

I'd like to export fit statistics (log likelihood, AIC, BIC) to a table in dta format. I can display fit statistics after fitting the model (created using strsmix) easily enough using estimates stats, or estat ic, but I can't seem to find a way to write that to a proper .dta file.

I have the same problem with exporting the variance covariance matrix. I can display it using estat vce, but I can't see to find a way to export it.

Solution

  • Figure out a solution that works OK, but doesn't seem to preserve labels.

    estat ic
matrix fit = r(S)
estat vce
matrix vce = r(V)
clear
svmat double fit, name(fit)
save fit.dta, replace
clear
svmat double vce, name(vce)
save vce.dta, replace
clear