st: write formatted odds ratios from fixed effects logit regression

[Kit Baum <baum@bc.edu>]

sacrificial lamb

Forget outreg. Use estout:


. use http://www.stata-press.com/data/r9/union.dta,clear
(NLS Women 14-24 in 1968)

. xtlogit union age not_smsa grade south southXt, i(idcode) nolog or

Random-effects logistic regression              Number of obs       
=     26200
Group variable (i): idcode                      Number of groups    
=      4434

Random effects u_i ~ Gaussian                   Obs per group: min  
=         1
                                                               avg  
=       5.9
                                                               max  
=        12

                                                Wald chi2(5)        
=    228.66
Log likelihood  = -10544.153                    Prob > chi2         
=    0.0000

------------------------------------------------------------------------ 
------
       union |         OR   Std. Err.      z    P>|z|     [95% Conf.  
Interval]
------------- 
+----------------------------------------------------------------
         age |    1.00943   .0044806     2.11   0.034      
1.000686     1.01825
    not_smsa |   .7759767   .0636216    -3.09   0.002     . 
6607839    .9112507
       grade |   1.089838   .0190694     4.92   0.000      
1.053096    1.127861
       south |   .3137773   .0347854   -10.46   0.000     . 
2524976    .3899292
     southXt |   1.023297   .0080063     2.94   0.003      
1.007724     1.03911
------------- 
+----------------------------------------------------------------
    /lnsig2u |   1.715384   .0433544                       
1.630411    1.800357
------------- 
+----------------------------------------------------------------
     sigma_u |   2.357713   .0511086                        
2.25964    2.460042
         rho |    .628208    .010126                       . 
608155    .6478289
------------------------------------------------------------------------ 
------
Likelihood-ratio test of rho=0: chibar2(01) =  6003.17 Prob >=  
chibar2 = 0.000

. esta,eform

----------------------------
                      (1)
                    union
----------------------------
union
age                 1.009*
                   (2.11)

not_smsa            0.776**
                  (-3.09)

grade               1.090***
                   (4.92)

south               0.314***
                 (-10.46)

southXt             1.023**
                   (2.94)
----------------------------
N                   26200
----------------------------
Exponentiated coefficients; t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001



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


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