Thanks Martin and Austin,
-xtivreg, re- produces non-robust standard errors while -xtoverid, noisily cl(id)- produces clustered standard errors. I want to capture the clustered standard errors from -xtoverid, noisily cl(id)- not non-robust standard errors from -xtivreg,re-.
Martin said:
-xtoverid2-, a modification of -xtoverid- by Austin, gets the internal
results it displays with the unintelligble names of tempvars from -ivreg2-,
as far as I can tell from my log file. So there could be a case for a
-saveinternal- option along the lines of the -savefirst- option for
-ivreg2-...
Does anyone have any examples that I can change unintelligable names of tempvars from -xtivreg, re- to my label names?
Regards,
Kelvin
________________________________
From: [email protected] on behalf of Martin Weiss
Sent: Wed 28/10/2009 11:06 PM
To: [email protected]
Subject: AW: st: Can I produce a regression output with -outreg2- after -xtoverid2, noisily- ? and temporary names query.
<>
But I think Kelvin wanted to capture the standard errors displayed by the
-noisily- option to -xtoverid2-, and they do differ from the ones returned
by -xtivreg-...
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Austin Nichols
Gesendet: Mittwoch, 28. Oktober 2009 14:00
An: [email protected]
Betreff: Re: st: Can I produce a regression output with -outreg2- after
-xtoverid2, noisily- ? and temporary names query.
Kelvin Tan <[email protected]> :
Note that -xtoverid2- is merely replaying results you already have
when you specify the -noisily- option. You can add the statistics
produced by -xtoverid2- like so:
webuse abdata, clear
xtivreg ys cap (k=emp wage), re
est sto re
xtoverid2, cl(id)
estadd scalar estat=r(estat)
estadd scalar estatp=r(estatp)
estadd scalar j=r(j)
estadd scalar jp=r(jp)
esttab re, scal(estat estatp j jp)
if you have -estout- and the other packages installed.
Probably a similar approach works with -outreg2-.
On Wed, Oct 28, 2009 at 4:28 AM, Kelvin Tan <[email protected]>
wrote:
> Dear All,
>
> I would like to know if I can produce a regression output with -outreg2-
> in LaTeX after-xtoverid2, noisily cl(id)- command. When I ran the
> following commands, I only managed to get the "Results 1" from -
> xtivreg, re - but not "Result 2" from -xtoverid, noisily cl(id)-. I
> would also like to know if there is a command that I can use to change
> the temporary names to my variable label names after xtoverid. Thanks in
> advance.
>
> Commands:
> net install xtoverid2,
> from(http://www-personal.umich.edu/~nicholsa/stata)
> webuse abdata, clear
> xtivreg ys (k = emp wage cap), re
> xtoverid2, noisily cl(id)
>
> outreg2 using myfile, tex bdec(3) tdec(2) alpha(0.001, 0.01, 0.05) label
> ctitle(test) adds("Endogeneity Pvalue", `r(estatp)', "FE vs RE",
> `r(j)',"FE vs RE pvalue", `r(jp)' )
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