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From |
"Herve STOLOWY" <stolowy@hec.fr> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: RE: Estout and predicted signs |

Date |
Sun, 13 Feb 2005 16:56:18 +0100 |

Dear Ben: As usual, I sincerely appreciate your help. I tried the two solutions and they both work. I prefer the second one for the following reason: in my table, I get the results from two regressions: - model 1: with var1 and var2 - model 2: with var1, var2 and var3. With your solution 1, I get twice the predicted sign column (once with each model). With your solution 2, I get it once and where I want, i.e. before the model 1 with two variables but with the signs for three variables. (I "cheat" by using the model 2 only for generating the signs column before prsign - + -). I still have a little remaining problem. In my real estimation (see below), I need to have the b and p values published. estout signs m1 m2 m3 m4 using estout_test3, replace substitute(-999 - 999 +) cells ("b p(fmt(%9.3f))") stats (N F p r2 r2_a, fmt(%9.0f %9.3f %9.3f %9.3f %9.3f) labels ("Number of observations" "F" "Prob>F" "R-square" "Adjusted R-square")) label varlabels(_cons Constant) Then, I get for the predicted signs two columns: one with the b and one with the p. I don't know if I can write -estout- in such a way that, for the "signs" model, I only get the "b" (i.e. the signs). I looked at the -estout- help and found something with -drop- and -estimates- but I don't know what to do. Another minor element: when I precise the format for the b, the signs disappear and are replaced by a 0. So, I decided not to add a precise format for the b. (I can manage the format in excel later). Excuse me again for these "fine tuning" questions but -estout- is such a tremendous tool that if you've used it once, you would like to get everything from it. Best regards Hervé *********************************************************** Professeur/Professor Coordinateur du Département/Head of Department HEC Paris Département Comptabilité Contrôle de gestion / Dept of Accounting and Management Control 1, rue de la Liberation 78351 - Jouy-en-Josas France Tel: +33 1 39 67 94 42 - Fax: +33 1 39 67 70 86 stolowy@hec.fr http://campus.hec.fr/profs/stolowy/perso/home.htm >>> ben.jann@soz.gess.ethz.ch 02/12/05 9:17 PM >>> Hervé wrote: >In a regression table, I would like to insert a column with predicted >signs after the var names. I know that I can do it manually in my excel >sheet after -estout- but I would like to know if it is possible to do it >with -estout-. There is no simple solution to the problem. You can, for example, add a matrix indicating the predicted signs to the estimates and then use -estout- to table both the estimates and the predicted signs. The problem is of course that you cannot have strings in a matrix. Thus, use, say, "999" for "positive sign" and "-999" for "negative sign" and then apply -estout-'s -substitute()- option. An example: sysuse auto regress price mpg weight foreign tempname b matrix `b' = e(b) matrix `b' = `b'[1,1..3] //get rid of constant matrix `b'[1,1] = -999 //neg. sign for mpg matrix `b'[1,2] = +999 //pos. sign for weight matrix `b'[1,3] = +999 //pos. sign for foreign eret2 matrix signs = `b' estimates store model1 estout model1, cells("signs b") substitute(-999 - 999 +) Alternatively, store the predictes signs as an own set of "fake" estimates: capture program drop prsign program define prsign, eclass tempname b V matrix `b' = e(b) matrix `V' = e(V) local i = 0 foreach sign of local 0 { matrix `b'[1,`++i'] = `sign'999 } ereturn post `b' `V' ereturn local cmd sham end sysuse auto regress price mpg weight foreign estimates store model1 regress price mpg weight foreign, noconstant prsign - + + estimates store signs estout signs model1, substitute(-999 - 999 +) ben * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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