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RE: st: AW: omit regression coefficients in output


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
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
                      nb: small-sample adjustments account for
                          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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