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st: RE: -est combine-?


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: -est combine-?
Date   Mon, 30 Jul 2007 16:25:28 +0200

-ssc desc estadd-

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Michael Hanson
Sent: maandag 30 juli 2007 16:01
To: statalist@hsphsun2.harvard.edu
Subject: st: -est combine-?

        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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