st: Attaching statistic-specific significance stars to scalars in esttab table

[Bert Lloyd <bert.lloyd.89@gmail.com>]

I am using -estout- (from SSC) to create a results table in latex.

I am using the -estadd- command (part of the estout package on SSC)
and the stats() option of estout to add some additional rows with
linear combinations of regression coefficients and the associated
standard errors. (Computed using -lincom-, e.g. lincom x2-x1) How can
I attach significance stars that reflect p-values for these estimates?

There is a very nice suggestion from Dimitriy V. Masterov here:
http://stackoverflow.com/questions/17493006/stata-adding-coefficients-to-estout
which I now quote:
-----
estout, cells(b(star fmt(3)) t(par fmt(2)))  ///
     stats(skal skalsd r2 N, layout(@ (@) @ @) star(skal)
labels("Linear Combination" "S.E." R-squared "N. of cases") fmt(%9.2f
%9.2f %9.2f %12.0f)) ///
     label legend varlabels(_cons Constant)
-----

However, I don't think the star(skal) option produces significance
stars based on skal / skalsd. I say this for two reasons:

First, the estout help-file states: "star[(scalarlist)] to specify
that the overall significance of the model be denoted by stars. The
stars are attached to the scalar statistics specified in scalarlist. "
That is, star(skal) in the previous example will place significance
stars next to the estimates of skal, but they will be from an F-test
of the overall significance of the regression model (I think), not
from lincom.

Second, I have been attempting to implement this and the stars that
are attached to my estimates are clearly not based on p-values for
those estimates, e.g. 0.63 (0.25) gets 1 star but 0.47 (0.28) gets 3.

Many thanks,

BL

PS:

. which estout
c:\ado\plus\e\estout.ado
*! version 3.13  06aug2009  Ben Jann

. which estadd
c:\ado\plus\e\estadd.ado
*! version 2.3.1  07oct2009  Ben Jann

. about

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Revision 30 Oct 2013
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