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RE: st: RE: estout with lags


From   "Ben Jann" <ben.jann@soz.gess.ethz.ch>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: estout with lags
Date   Wed, 30 Aug 2006 17:01:31 +0200

Scott wrote:
> 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.

Here's an example:

    . webuse grunfeld

    . xi: xtreg invest L(0/2).mvalue i.time, fe
    (output omitted)

    . estout , keep(mvalue L.mvalue L2.mvalue)

            .
            b
    mvalue  .1629381
    L.mvalue        .0744972
    L2.mvalue       .0314575

Furthermore:
> But I am programming estout to write rows stating "yes" or "no" as to
> whether a specific fixed effect was used, rather than report the
> value on the fixed effect.

I have been asked repeatedly to add such functionality. I'd be
interested in your solution.

ben


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