RE: st: AW: omit regression coefficients in output

 From "Schaffer, Mark E" To Subject RE: st: AW: omit regression coefficients in output Date Mon, 20 Apr 2009 16:55:09 +0100

```If it's just OLS you're interested in, another possibility is make use of the Frisch-Waugh-Lovell theorem and partial-out the coeffs you're not interested in.  You can do this with ivreg2, e.g.

. sysuse auto
(1978 Automobile Data)

. ivreg2 price mpg weight trunk, partial(weight trunk)

OLS estimation
--------------

Estimates efficient for homoskedasticity only
Statistics consistent for homoskedasticity only

Number of obs =       74
F(  1,    70) =     0.40
Prob > F      =   0.5291
Total (centered) SS     =  448192464.8                Centered R2   =   0.0057
Total (uncentered) SS   =  448192464.8                Uncentered R2 =   0.0057
Residual SS             =  445644980.1                Root MSE      =     2454

------------------------------------------------------------------------------
price |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
mpg |  -54.91704   84.43646    -0.65   0.515    -220.4095    110.5754
------------------------------------------------------------------------------
Included instruments: mpg
Partialled-out:       weight trunk _cons
partialled-out variables
------------------------------------------------------------------------------

HTH,
Mark

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of
> Martin Weiss
> Sent: Monday, April 20, 2009 4:49 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: AW: st: AW: omit regression coefficients in output
>
> <>
>
> Seems the -estimates table- thing is the only viable solution
> so far. Of
> course, -ssc d estout- and -ssc d esttab- also have -drop-
> options, and you
> could create more fancy looking output than with -estimates table-...
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von
> John Bunge
> Gesendet: Montag, 20. April 2009 17:46
> An: statalist@hsphsun2.harvard.edu
> Betreff: RE: st: AW: omit regression coefficients in output
>
> sorry if i made myself not clear, but i only want to omit SOME of the
> regressor, not the whole table!
>
> john.
>
>
> > -----Ursprüngliche Nachricht-----
> > Von: "Nick Cox" <n.j.cox@durham.ac.uk>
> > Gesendet: 20.04.09 17:41:35
> > An: <statalist@hsphsun2.harvard.edu>
> > Betreff: RE: st: AW: omit regression coefficients in output
>
>
> > -quietly regress- is one way to do it....
> >
> > Nick
> > n.j.cox@durham.ac.uk
> >
> > John Bunge
> >
> > i was however wondering if there is a way to omit
> coefficients in the
> > standard regression output table in stata's output window
> >
> >
> > *
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> >
>
>
>
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