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Re: Re: st: Putting Coefficients in the same column with esttab/estout
From
emanuele mazzini <[email protected]>
To
[email protected]
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 <[email protected]>:
> 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
>
> [email protected] schrieb am 28/04/2011 17:45:30:
>
>> Yes, what you see is what I get with that, unfortunately.
>>
>> 2011/4/28 Johannes Geyer <[email protected]>:
>> > 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
>> >
>> > [email protected] 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
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> * http://www.ats.ucla.edu/stat/stata/
>
*
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