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


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: how to indicate rho, sigma, and lambda in treatreg using estout
Date   Wed, 16 Sep 2009 09:32:04 +0200

<> 



*************
webuse labor, clear
generate byte wc = 0
replace wc = 1 if we > 12

treatreg ww wa cit, /* 
*/ treat(wc=wmed wfed)

esttab using esttab.txt, replace /* 
*/ scalar("rho Rho" /* 
*/ "sigma Sigma" "lambda Lambda" /* 
*/ "p_c P-Value for LR test") /* 
*/ drop(athrho: lnsigma:) /* 
*/ star(* 0.05 ** 0.01)
*************



HTH
Martin

-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von N Fukugawa
Gesendet: Mittwoch, 16. September 2009 09:19
An: [email protected]
Betreff: st: how to indicate rho, sigma, and lambda in treatreg using estout

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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