Miguel Foguel wrote:
> I'm running some GMMs models in which I use the lag operator facility
> (e.g.
> L.y). I'm also estimating a Within-Groups model which I run "by hand",
> that
> is, by generating demeaned variables, including the lagged ones (this is
> because I don't want to estimate the constant that is automatically
> included
> in -xtreg ..., fe-). My problem is that when I use the -estimates table-
> command to display the results of all my models the variables in the
> column
> corresponding to the Within-Groups are not all matched with the variables
> of
> the other models (for instance, the demeaned lagged dependent - which I
> name
> Ly - is not matched with L.y from the GMMs). The question is whether it is
> possible to circumvent this problem so that I can have a matched-variable
> table produced by the -est table- command. I thank you in advance.
Have you tried Ben Jann's excellent -estout-, downloadable from SSC? I
think this may provide what you want. Good luck.
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