Re: st: RE: estout with lags

[Scott Cunningham <scunning@gmail.com>]

Ben,

> -estout- should not have any problems reporting these coefficients.
> Example:
>
> . xtreg wage l(0/2).exp, fe
>
> (output omitted)
>
> . estout, c("b se") style(fixed)
>
>
>                         b           se
> exp              .0155268      .043717
> L.exp           -.0180075     .0456269
> L2.exp          -.0118741      .043767
> _cons             38.1055     1.528001
>
> Or do I misunderstand something here?
> ben
Sorry - I wasn't clear, because in the example I gave, I forgot to  
note that I actually have many fixed effects control variables that I  
do not want estout to report.  Specifically, I have a model like this:

xi:xtreg depvar l(0/2).indepvar1 indepvar2 i.year i.state i.age, fe i 
(id)

There are 20 years of data, 50 states, and 9 age cohorts, and I have  
programmed estout to produce a row of information stating yes or no  
for each regression I run (I run six different regressions with  
different specifications) for those fixed effects.  So I want to pull  
only indepvar1 and its lags, indepvar2 and nothing else.  I have been  
using the keep syntax - keep(indepvar1 indepvar2) - but I couldn't  
find the syntax for keeping lags.

scott

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