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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.
>> >> *
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