Herve STOLOWY <[email protected]>:
The help file for -estout- suggests putting
drop(_Icountry*) indicate(country effects = (_Icountry*)
for
indicate(country effects = i.country)
in your call to -estout- but I have not tested it.
On Jan 8, 2008 8:52 AM, Herve STOLOWY <[email protected]> wrote:
> Dear Statalisters:
>
> I run the following three regressions:
>
> logit ar_english size int_sales roa_w growth_op leverage_ concent if
> year==2004 & leverage_<100 & growth_op<100
> estimates store m1, title(Panel A: Basic model - 2004)
>
> logit ar_english size roa_w growth_op leverage_ if year==2004 &
> leverage_<100 & growth_op<100
> estimates store m2, title(Panel B: Expanded model - 2004)
>
> xi: logit ar_english size int_sales roa_w growth_op leverage_ concent
> i.new_sic3 i.country if year==2004 & leverage_<100 & growth_op<100
> estimates store m3, title(Panel A: Basic model with dummies - 2004)
>
> estadd nagelkerke: m1 m2 m3
> estout m1 m2 m3 using Table5, replace cells ("b(fmt(%9.3f)
> label(Coefficients)) t(fmt(%9.3f) label(z)) p(fmt(%9.3f))") stats (chi2
> p N r2_p nagelkerke, fmt(%9.3f %9.3f %9.0f %9.3f %9.3f) labels("Chi
> square" "p(chi2)" "Number of observations" "Pseudo R-square" "Nagelkerke
> R-square")) label varlabels(_cons Constant) labcol2( + + - + - -,
> title(Predicted signs)) indicate(country effects = i.country)
>
> The third model includes two series of dummies: new_sic3 and country. In
> the -estout- (donwloadable from SSC) help, I found the option "indicate"
> which corresponds to what I want: not print the dummies in the table but
> add a line with a label such as "year effects" (countries in my case).
>
> However, when I type "country effects = i.country") at the end of the
> command line, I get an error message: "coefficient country not found".
>
> Do you know another way to get the same results (dummies replaced by a
> line "country effect")?
>
> Best regards
>
> Herve Stolowy
>
> ***********************************************************
> Professeur/Professor
> HEC Paris
> D�partement Comptabilit� Contr�le 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
> mail: stolowy at hec dot fr
> web: http://www.hec.fr/stolowy
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