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st: how to indicate rho, sigma, and lambda in treatreg using estout


From   N Fukugawa <nfukugawa@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: how to indicate rho, sigma, and lambda in treatreg using estout
Date   Wed, 16 Sep 2009 16:18:46 +0900

statalisters,
i ran treatment regression model using estout in stata11.

bys sector2: eststo: treatreg tfpg lsales esty , treat(bca= sub
subsidiary ,noc)

estout using estout.txt, starlevels(* 0.05 ** 0.01) cells(b(star
fmt(4)) se( fmt(4)))  numbers("Model ") mlabels(, depvar)
collabels(none) stats(r2_p N cmd, fmt(%9.3f %9.0g)) replace

although the result window of stata indicates rho, sigma, and lambda
as follows, they do not appear in estout.txt.
furthermore, i would like to include the result of wald test for rho
(0.0000 in this case) in estout.txt.
thank you in advance.

-------------+----------------------------------------------------------------
     /athrho |  -.3747398   .0711001    -5.27   0.000    -.5140933   -.2353862
    /lnsigma |  -1.703365   .0153075  -111.28   0.000    -1.733367   -1.673362
-------------+----------------------------------------------------------------
         rho |  -.3581306   .0619809                     -.4731284   -.2311331
       sigma |   .1820699    .002787                      .1766885    .1876152
      lambda |  -.0652048   .0121928                     -.0891022   -.0413074
------------------------------------------------------------------------------
Wald test of indep. eqns. (rho = 0): chi2(1) =    27.78   Prob > chi2 = 0.0000
------------------------------------------------------------------------------
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