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| From | emanuele mazzini <madsoenistata@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: Re: st: Putting Coefficients in the same column with esttab/estout |
| Date | Thu, 28 Apr 2011 19:14:33 +0200 |
You are right and your suggestion is what I thought, more or less. But the point is that i should run all the regressions again, shouldn't I? And this would took quite a long time for me. Is there a way to type the command matrix without running them another time? 2011/4/28 Johannes Geyer <JGeyer@diw.de>: > I did not understand that you estimate six models and want to report only > three columns - is that correct? > > If so, you have to tell esttab that the coefficients of models x and y > belong to the same column, -order- is > not designed to do that. > > Ben Jann provides an example on his webpage that is related in the sense > that it shows how to change > models and regressors in a table using Stata syntax > > http://repec.org/bocode/e/estout/advanced.html#advanced907 > > The problem in your case is much simpler I guess. You have to -ereturn > post- beta and se vectors and > tabulate them, e.g.: > > ****************************************************** > sysuse auto > reg mpg foreign weight, nocons > matrix k = e(b) > reg mpg rep78 trunk, nocons > matrix k = k,e(b) > ereturn post k > eststo clear > esttab > ***************************************************** > > > Johannes > > ---------------------- > Johannes Geyer > Deutsches Institut für Wirtschaftsforschung (DIW Berlin) > German Institute for Economic Research > Department of Public Economics > DIW Berlin > Mohrenstraße 58 > 10117 Berlin > Tel: +49-30-89789-258 > > owner-statalist@hsphsun2.harvard.edu schrieb am 28/04/2011 17:45:30: > >> Yes, what you see is what I get with that, unfortunately. >> >> 2011/4/28 Johannes Geyer <JGeyer@diw.de>: >> > did you try the option -order-? >> > >> > esttab ... , order(lagvar1 avg5fvar lagvar2 avg5gvar...) >> > >> > Johannes >> > >> > >> > >> > >> > ---------------------- >> > Johannes Geyer >> > Deutsches Institut für Wirtschaftsforschung (DIW Berlin) >> > German Institute for Economic Research >> > Department of Public Economics >> > DIW Berlin >> > Mohrenstraße 58 >> > 10117 Berlin >> > Tel: +49-30-89789-258 >> > >> > owner-statalist@hsphsun2.harvard.edu schrieb am 28/04/2011 16:55:52: >> > >> >> Dear all Stata users, >> >> I have just finished running a lot of estimates that i have saved on >> >> my computer with the command estwrite (after having stored them with >> >> estimates store). Now it comes to make some tables, but with both the >> >> commands esttab and estout I cannot let some coefficients stay in the >> >> same column. I can be more precise with an example. What i get with >> >> either esttab (or even estout) is: >> >> >> >> >> >> >> > >> > ------------------------------------------------------------------------------------------------------------ >> >> (1) (2) (3) >> >> (4) (5) (6) >> >> >> > >> > ------------------------------------------------------------------------------------------------------------ >> >> lagpolity1 0.014*** >> >> (0.000) >> >> lagpolity2 0.027*** >> >> (0.001) >> >> avg5polity1 >> >> 0.015*** >> >> >> >> (0.001) >> >> avg5polity2 >> >> 0.028*** >> >> >> >> (0.001) >> >> lagfh1 0.054*** >> >> (0.002) >> >> lagfh2 0.123*** >> >> (0.002) >> >> avg5fh_opp1 >> >> 0.045*** >> >> >> >> (0.002) >> >> avg5fh_opp2 >> >> 0.114*** >> >> >> >> (0.002) >> >> lagchga1 0.112*** >> >> (0.007) >> >> lagchga2 0.347*** >> >> (0.007) >> >> avg5chga1 >> >> 0.116*** >> >> >> >> (0.007) >> >> avg5chga2 >> >> 0.352*** >> >> >> >> (0.008) >> >> >> >> >> >> >> >> But what I'd like to get is the coefficients of all those that I call >> >> avg5 below the coefficients of the lagged vars. In other words, >> >> something like: >> >> >> >> >> >> >> > >> > ------------------------------------------------------------------------------------------------------------ >> >> (1) (2) (3) >> >> (4) (5) (6) >> >> >> > >> > ------------------------------------------------------------------------------------------------------------ >> >> lagpolity1 0.014*** >> >> (0.000) >> >> lagpolity2 0.027*** >> >> (0.001) >> >> avg5polity1 0.015*** >> >> (0.001) >> >> avg5polity2 0.028*** >> >> (0.001) >> >> lagfh1 0.054*** >> >> (0.002) >> >> lagfh2 0.123*** >> >> (0.002) >> >> avg5fh_opp1 0.045*** >> >> (0.002) >> >> avg5fh_opp2 0.114*** >> >> (0.002) >> >> lagchga1 0.112*** >> >> (0.007) >> >> lagchga2 0.347*** >> >> (0.007) >> >> avg5chga1 0.116*** >> >> (0.007) >> >> avg5chga2 0.352*** >> >> (0.008) >> >> >> >> >> >> But obviously I do not want to run all the regressions again (it'd >> >> take ages!!). >> >> >> >> Anyone can help me? >> >> >> >> Thanks to all of you for your time and consideration, >> >> >> >> Regards, >> >> >> >> Emanuele. >> >> * >> >> * 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/ > > > * > * 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/