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RE: st: AW: omit regression coefficients in output
If it's just OLS you're interested in, another possibility is make use of the Frisch-Waugh-Lovell theorem and partial-out the coeffs you're not interested in. You can do this with ivreg2, e.g.
. sysuse auto
(1978 Automobile Data)
. ivreg2 price mpg weight trunk, partial(weight trunk)
OLS estimation
--------------
Estimates efficient for homoskedasticity only
Statistics consistent for homoskedasticity only
Number of obs = 74
F( 1, 70) = 0.40
Prob > F = 0.5291
Total (centered) SS = 448192464.8 Centered R2 = 0.0057
Total (uncentered) SS = 448192464.8 Uncentered R2 = 0.0057
Residual SS = 445644980.1 Root MSE = 2454
------------------------------------------------------------------------------
price | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
mpg | -54.91704 84.43646 -0.65 0.515 -220.4095 110.5754
------------------------------------------------------------------------------
Included instruments: mpg
Partialled-out: weight trunk _cons
nb: small-sample adjustments account for
partialled-out variables
------------------------------------------------------------------------------
HTH,
Mark
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Martin Weiss
> Sent: Monday, April 20, 2009 4:49 PM
> To: [email protected]
> Subject: AW: st: AW: omit regression coefficients in output
>
> <>
>
> Seems the -estimates table- thing is the only viable solution
> so far. Of
> course, -ssc d estout- and -ssc d esttab- also have -drop-
> options, and you
> could create more fancy looking output than with -estimates table-...
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von
> John Bunge
> Gesendet: Montag, 20. April 2009 17:46
> An: [email protected]
> Betreff: RE: st: AW: omit regression coefficients in output
>
> sorry if i made myself not clear, but i only want to omit SOME of the
> regressor, not the whole table!
>
> john.
>
>
> > -----Ursprüngliche Nachricht-----
> > Von: "Nick Cox" <[email protected]>
> > Gesendet: 20.04.09 17:41:35
> > An: <[email protected]>
> > Betreff: RE: st: AW: omit regression coefficients in output
>
>
> > -quietly regress- is one way to do it....
> >
> > Nick
> > [email protected]
> >
> > John Bunge
> >
> > i was however wondering if there is a way to omit
> coefficients in the
> > standard regression output table in stata's output window
> >
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
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*
* For searches and help try:
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