RE: Antwort: st: -esttab- label and -estpost- Spearman

[Amy Dunbar <Amy.Dunbar@business.uconn.edu>]

Thank you, Rich.  That works to keep N, but the problem is that I lose my ar2 (but not my se).  The solution for me is to just replace "observations" with "N "in the table when I am editing the paper. 

This is the code that I tried.

esttab using "table5.rtf",append se ar2 unstack nogaps compress nonumbers ///
  stat(N, labels("N"))  label title({\b Table 5} {\i Industry Median Regressions (cont'd)}) ///
  varwidth(12) modelwidth(7)


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Richard Ochmann
Sent: Monday, October 18, 2010 3:46 AM
To: statalist@hsphsun2.harvard.edu
Subject: Antwort: st: -esttab- label and -estpost- Spearman

...
regarding your first point, you can do this:

***
sysuse auto
reg price rep78 weight foreign
esttab, label stat(N, labels("N"))
***

best, rich

owner-statalist@hsphsun2.harvard.edu schrieb am 15.10.2010 22:37:30:

> I have 2 questions about -esttab- and 1 question about -estpost-. 
> 
> 1. When I use the following code: 
> 
> esttab using "table5.rtf",replace se ar2 unstack nogaps compress nonum
label
> 
> N changes from N to Observations.  The documentation for esttab 
> states, "  label specifies that variable labels be used instead of 
> variable names....  Furthermore, label prints "Constant" instead of 
> "_cons".  Does it also change N to observations?  If so, what can I do 
> to keep N?
> 
> 2.  I  used the following code to create a correlation table, but the 
> table is too wide for the page.  Is there an option for changing from 
> portrait to landscape?  My temporary solution was to label the 
> variables with short names, but eventually I would like more 
> descriptive names.
> 
> estpost correlate adjGAAP_ETR_t adjCURR_ETR_t adjCASH_ETR_t 
> adjLR_CASH_ETR_t adjTotalBTD  adjDTAX adjAbnBTD adjSHELTER, matrix 
> esttab . using "table3.rtf", append notype unstack compress noobs 
> nogaps nostar ///
>      title({\b Table 3, Panel B:} {\i Industry-Adjusted Correlations})
///
>     label varwidth(6) modelwidth(7)
> 
> 3. Is there a way to estimate Spearman correlations using -estpost-?
> 
> Thank you for considering my questions.
> 
> Amy
> 
> Amy Dunbar
> University of Connecticut
> School of Business
> Department of Accounting
> 2100 Hillside Road Unit 1041
> Storrs, CT 06269-1041
> 
> cell 860-208-2737
> amy.dunbar@business.uconn.edu
> 
> 
> 
> 
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