Here is a cool trick I learned from the Stata forum world:
Use this command to change the number of digits displayed in your p-values:
set pformat %-5.1e
Here is an example:
webuse nhanes2
regress weight bpsystol
Notice the p-value for bpsystol is 0.000
Now type in the “set pformat” command and run the regression again:
set pformat %-5.1e
regress weight bpsystol
Notice that you now get the exact p-value.
To make this change permanently, type this in your command line:
set pformat %-5.1e, permanently
To display 3 decimal places again, type this in your command line:
set pformat %5.4f