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st: how to indicate rho, sigma, and lambda in treatreg using estout
statalisters,
i ran treatment regression model using estout in stata11.
bys sector2: eststo: treatreg tfpg lsales esty , treat(bca= sub
subsidiary ,noc)
estout using estout.txt, starlevels(* 0.05 ** 0.01) cells(b(star
fmt(4)) se( fmt(4))) numbers("Model ") mlabels(, depvar)
collabels(none) stats(r2_p N cmd, fmt(%9.3f %9.0g)) replace
although the result window of stata indicates rho, sigma, and lambda
as follows, they do not appear in estout.txt.
furthermore, i would like to include the result of wald test for rho
(0.0000 in this case) in estout.txt.
thank you in advance.
-------------+----------------------------------------------------------------
/athrho | -.3747398 .0711001 -5.27 0.000 -.5140933 -.2353862
/lnsigma | -1.703365 .0153075 -111.28 0.000 -1.733367 -1.673362
-------------+----------------------------------------------------------------
rho | -.3581306 .0619809 -.4731284 -.2311331
sigma | .1820699 .002787 .1766885 .1876152
lambda | -.0652048 .0121928 -.0891022 -.0413074
------------------------------------------------------------------------------
Wald test of indep. eqns. (rho = 0): chi2(1) = 27.78 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
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