st: -estout- -- Adding significance stars for user-computed statistics

[Max <maxliving@gmail.com>]

Hello all,

I'm using -estout- to produce a latex table of regression results and
I ran into a question about adding significance stars to statistics
that I added using -estadd-. In a regression, I calculate a statistic
for several independent variables (lets call the independent variables
A, B, and C). When I run the regression and store the results I also
use estadd in the following way:

foreach x in A B C {
  estadd scalar pct_shift_`x’ = 100*_b[`x’]/r(mean)
}

So I add three scalars for each regression (pct_shift_A, pct_shift_B,
pct_shift_C). When outputting the latex table, I do:
estout using output.tex,
cells(none) stats(pct_shift_A pct_shift_B pct_shift_C)

This produces a table with the percent shifts. What I would like is to
have the significance stars that are associated with A, B, and C be
attached to the added statistics pct_shift_A, pct_shift_B, and
pct_shift_C. But I can’t figure out how to go about doing that. Any
advice would be greatly appreciated.

Thanks,
Max

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