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Re: st: Re: estout with lags
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?
*
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*
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* http://www.ats.ucla.edu/stat/stata/