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st: -est combine-?


From   Michael Hanson <mshanson@mac.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: -est combine-?
Date   Mon, 30 Jul 2007 10:00:36 -0400

As part of a multi-column table of estimation results, I am looking to "combine" results from multiple Stata commands into a single column. Specifically, I want to construct a k-column table for k related specifications of a model, where the first n1 rows for each specification (each column) list the parameter estimates and their SEs p-values from an e-class program (such as -ivreg2- or -nl-), the next n2 rows list the parameter estimates and SEs or p-values from a series of -nlcom- transformations based on the e-class estimates, and the final n3 rows report diagnostic statistics (e.g., sample size, AIC/BIC, etc.) from the e-class program. I would like for this process to be automated, rather than involving cutting and pasting, with the goal of producing tables in both SMCL and LaTeX format.

I effect, I think I am looking for an "estimates combine" or "estimates merge" command: the only way I have found to store the estimates from the -nlcom- commands (with their associated second moment statistics) is to use the -post- option, which for me creates a new estimate set rather than adding/appending to the existing one. I have a suspicion that it might be possible to cajole -estout- to give the table I am after, but I have not been successful. (I can provide a lengthy set of examples of code I have tried to get what I am after, if necessary.) I have Stata 10. Any suggestions are most welcome.

-- Mike


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