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st: outreg- including Heckman estimation results


From   Suryadipta Roy <[email protected]>
To   [email protected]
Subject   st: outreg- including Heckman estimation results
Date   Fri, 1 Mar 2013 18:37:07 -0500

Dear Statalisters,

I am using -outreg- to create estimation tables of my regressions.
However, there seems to be a huge proliferation of columns following
-heckman- , and I was wondering if someone can help with getting it
right. My commands are as follows:

tobit ln_var `controls', ll(0) vce(cluster pair)

outreg using mytables, bdec(2) squarebrack keep(var1 var2 var3)
starlevels(10 5 1) sigsymbols(+,*,**) summstat(N \ r2_p) summtitle(#
of observations \ Pseudo R-squared) ctitle("", Tobit model)
note(Cluster robust standard errors in brackets) merge /* this creates
the first column with the tobit regression results */

probit depvar `controls' selection_var , vce(cluster pair)

outreg using mytables, bdec(2) squarebrack keep(var1 var2 var3)
starlevels(10 5 1) sigsymbols(+,*,**) summstat(N \ r2_p) summtitle(#
of observations \ Pseudo R-squared) ///
ctitle("", Probit model) merge replace /* this creates the second
column with the probit regression results followed by */

reg ln_var `controls' if depvar==1, vce(cluster pair)

outreg using mytables, bdec(2) squarebrack keep(var1 var2 var3)
starlevels(10 5 1) sigsymbols(+,*,**) summstat(N \ r2_a) summtitle(#
of observations \ Adjusted R-squared) ///
ctitle("", Two-part lognormal model) merge replace /* this creates the
third column with the lognornam regression results of the two-part
model*/

However, the problem arises when I run -heckman- next and tries to
creates two columns of results for the outcome and the selection
variables.

heckman ln_depvar `controls' , select(depvar = `controls'
selection_var ) twopart
/* using outreg to add two columns */
outreg using mytables, bdec(2) eq_merge squarebrack keep(var1 var2
var3) starlevels(10 5 1) sigsymbols(+,*,**) summstat(N, N) summtitle(#
of observations) ctitles("", Heckman Outcome equation, Heckman
Selection equation) merge replace

I believe that there is a mistake in the last command, and I would
very much appreciate some suggestions in this regard.

Sincerely,
Suryadipta.
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