Roger,
Thanks for your response. I am familiar with parmest and had a look at
your paper, but it isn't clear to me how to use these commands to produce
output equivalent to "estimates table," at least without having to jump
through a lot of hoops. If you don't mind, perhaps you could demonstrate
how to use this approach to generate output roughly equivalent to that
produced by the "est table" command in the following simple example?
---
#delimit ;
set obs 100;
quietly {;
gen x1=uniform(); gen x2=uniform(); gen x3=uniform();
gen y=1+x1+x2+x3+invnorm(uniform());
regress y x1; estimates store model1;
regress y x1 x2 ; estimates store model2;
regress y x1 x2 x3 ; estimates store model3;
};
estimates table model1 model2 model3, stats(r2 F aic) b(%8.2f) se(%8.2f) ;
---
Cheers, Chris.
Chris Auld
Department of Economics
University of Calgary
auld@ucalgary.ca
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