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Re: R�p. : Re: st: -estout- a nd dummies (-indicate- option)


From   "Ben Jann" <[email protected]>
To   [email protected]
Subject   Re: R�p. : Re: st: -estout- a nd dummies (-indicate- option)
Date   Tue, 8 Jan 2008 16:30:03 +0100

> - The row "Country effects" has been added below the constant whereas,
> traditionnally, dummies are displayed above the constant. Can I change
> the order?

No.

What you can do is add the cons to an e(scalar) and then print the
constant in the footer. Example:

. sysuse auto, clear
(1978 Automobile Data)

. qui xi: reg price mpg weight i.rep

. estadd scalar cons = _b[_cons]

. estout, indicate(rep = _Irep*) drop(_cons) stats(cons)

        .
        b
mpg     -63.0971
weight  2.093066
rep     Yes
cons    -598.9665

By the way, note that you can also use this approach to include the
dummy indicators (instead of using -indicate()-). Example:

. sysuse auto, clear
(1978 Automobile Data)

. eststo clear

. qui eststo: reg price mpg weight

. estadd local rep "No"

. qui eststo: xi: reg price mpg weight i.rep

. estadd local rep "Yes"

. estadd scalar cons = _b[_cons] : *

. estout, drop(_Irep* _cons) stats(rep cons) style(smcl)

--------------------------------------
                     est1         est2
                        b            b
--------------------------------------
mpg             -49.51222     -63.0971
weight           1.746559     2.093066
--------------------------------------
rep                    No          Yes
cons             1946.069    -598.9665
--------------------------------------

> - I have two series of dummies in my third model. I would like to have
> the same treatment for new_sic3 (the industry). I read the help file but
> I don't understand if I can have two rows added for two series of
> dummies in the same output.

You have to include the groups in quotes. Example:

. sysuse auto, clear
(1978 Automobile Data)

. qui xi: reg price mpg weight i.rep i.foreign

. estout, indicate("rep = _Irep*" "for=_Ifor*")

        .
        b
mpg     24.37505
weight  3.545366
_cons   -6938.01
rep     Yes
for     Yes

ben

On Jan 8, 2008 3:20 PM, Herve STOLOWY <[email protected]> wrote:
> Dear Austin:
>
> Thank you for your quick reply. It does not work with the
> drop(_Icountry*). However, it works with "indicate(country effects =
> _Icountry*)" only. That's perfect.
>
> But I have now two additional questions on the same issue:
>

> - I have two series of dummies in my third model. I would like to have
> the same treatment for new_sic3 (the industry). I read the help file but
> I don't understand if I can have two rows added for two series of
> dummies in the same output.
>
> Best regards
>
> Herve
>
>
> ***********************************************************
> Professeur/Professor
> HEC Paris
> D�partement Comptabilit� Contr�le de gestion / Dept of Accounting and
> Management Control
> 1, rue de la Liberation
> 78351 - Jouy-en-Josas
> France
> Tel: +33 1 39 67 94 42 - Fax: +33 1 39 67 70 86
> mail: stolowy at hec dot fr
> web: http://www.hec.fr/stolowy
> >>> "Austin Nichols" <[email protected]> 08/01/08 15:02 >>>
> Extraneous parenthesis removed:
>
> The help file for -estout- suggests putting
> drop(_Icountry*) indicate(country effects = _Icountry*)
> for
> indicate(country effects = i.country)
> in your call to -estout- but I have not tested it.
> *
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