Re: st: Re: estout with lags

[Scott Cunningham <scunning@gmail.com>]

Kit - right.  I failed to mention in my initial email that I have  
included over several hundred fixed effects that I do not want estout  
to report.  So I want to just keep a couple of estimates, including  
the lags.  So, for instance:

-xi:xtreg depvar l(0/2).indepvar1 indepvar2 i.year i.state i.age, fe i 
(id) robust

But I am programming estout to write rows stating "yes" or "no" as to  
whether a specific fixed effect was used, rather than report the  
value on the fixed effect.

sc

On Aug 30, 2006, at 6:52 AM, Kit Baum wrote:


> 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?
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
*
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