Re: st: Two way table of regression coefficients or intercepts with -esttab-

[Nick Cox <njcoxstata@gmail.com>]

Please remember the request to explain where user-written commands you
refer to come from.

Nick

On Fri, Sep 23, 2011 at 2:58 PM, Richard Herron
<richard.c.herron@gmail.com> wrote:
> Can I make a two-way table of regression coefficients with -esttab-?
> Sometimes I like to make a two-way table with either intercepts or
> coefficients and I would like to automate it.
>
> For example, here I generate three random variables, then form
> quintiles on -a- and -b-, then find the mean of -c- in each of the 25
> groups (intersections of -a_q- and -b_q-) with -regress-. This is
> fairly easy with -table-, but is less extensible to displaying
> intercepts, significance, etc (and I am not sure how to generate a
> LaTeX table from -table-). Can I so this with -esttab- or -estout-?
>
> Thanks!
>
> * --- begin code ---
>
> * generate data
> clear
> set obs 2000
> generate a = rnormal()
> generate b = rnormal()
> generate c = rnormal()
>
> * generate quantiles for for a and b
> xtile a_q = a, nquantiles(5)
> xtile b_q = b, nquantiles(5)
>
> * I would like something like this two-way table of means, but that is
> extensible to intercepts and/or more coefficients
> table a_q b_q, c(mean c)
>
> * but the best I can do is this very wide table that is not very readable
> eststo clear
> bysort a_q b_q: eststo: quietly regress c
> esttab, not noconstant nogap compress
>
> * --- end code ---
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