st: Re: estout with lags

[Kit Baum <baum@bc.edu>]

Does not seem to be a problem:

. webuse grunfeld

. xtreg invest L(0/2).mvalue, fe

Fixed-effects (within) regression               Number of obs       
=       180
Group variable (i): company                     Number of groups    
=        10

R-sq:  within  = 0.4236                         Obs per group: min  
=        18
       between = 0.8632                                        avg  
=      18.0
       overall = 0.7411                                        max  
=        18

                                                F(3,167)            
=     40.91
corr(u_i, Xb)  = -0.9101                        Prob > F            
=    0.0000

------------------------------------------------------------------------ 
------
      invest |      Coef.   Std. Err.      t    P>|t|     [95% Conf.  
Interval]
------------- 
+----------------------------------------------------------------
      mvalue |
         --. |   .1713403   .0205473     8.34   0.000     . 
1307743    .2119063
         L1. |   .0716547   .0223469     3.21   0.002     . 
0275359    .1157735
         L2. |   .0418888   .0223545     1.87   0.063     -. 
002245    .0860226
       _cons |  -157.5666   33.89906    -4.65   0.000    -224.4925    
-90.64064
------------- 
+----------------------------------------------------------------
     sigma_u |  203.83423
     sigma_e |  83.796807
         rho |    .855428   (fraction of variance due to u_i)
------------------------------------------------------------------------ 
------
F test that all u_i=0:     F(9, 167) =    17.57              Prob > F  
= 0.0000

. est store one

. est table *

---------------------------
    Variable |    one
-------------+-------------
      mvalue |   .1713403
    L.mvalue |  .07165468
   L2.mvalue |   .0418888
       _cons | -157.56657
---------------------------

. estout * using junk

        one
        b
mvalue  .1713403
L.mvalue        .0716547
L2.mvalue       .0418888
_cons   -157.5666


Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


On Aug 30, 2006, at 2:33 AM, Scott wrote:


> I've estimated this model
>
> xi:xtreg depvar l(0/2).indepvar i.year, fe i(id) robust
>
> I want to automate -estout- to report both the contemporaneous
> parameter estimates of indepvar, as well as the 2 lags.  I do not see
> how to do this from the help file.  Is it possible?
*
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