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Antwort: Re: st: Putting Coefficients in the same column with esttab/estout


From   Johannes Geyer <JGeyer@diw.de>
To   statalist@hsphsun2.harvard.edu
Subject   Antwort: Re: st: Putting Coefficients in the same column with esttab/estout
Date   Thu, 28 Apr 2011 18:13:10 +0200

I did not understand that you estimate six models and want to report only 
three columns - is that correct?

If so, you have to tell esttab that the coefficients of models x and y 
belong to the same column, -order- is 
not designed to do that.

Ben Jann provides an example on his webpage that is related in the sense 
that it shows how to change 
models and regressors in a table using Stata syntax

http://repec.org/bocode/e/estout/advanced.html#advanced907

The problem in your case is much simpler I guess. You have to -ereturn 
post- beta and se vectors and
 tabulate them, e.g.:

******************************************************
sysuse auto
reg mpg foreign weight, nocons
matrix k = e(b)
reg mpg rep78 trunk, nocons
matrix k = k,e(b)
ereturn post k
eststo clear
esttab
*****************************************************


Johannes

----------------------
Johannes Geyer
Deutsches Institut für Wirtschaftsforschung (DIW Berlin)
German Institute for Economic Research 
Department of Public Economics
DIW Berlin
Mohrenstraße 58
10117 Berlin
Tel: +49-30-89789-258

owner-statalist@hsphsun2.harvard.edu schrieb am 28/04/2011 17:45:30:

> Yes, what you see is what I get with that, unfortunately.
> 
> 2011/4/28 Johannes Geyer <JGeyer@diw.de>:
> > did you try the option -order-?
> >
> > esttab ... , order(lagvar1 avg5fvar lagvar2 avg5gvar...)
> >
> > Johannes
> >
> >
> >
> >
> > ----------------------
> > Johannes Geyer
> > Deutsches Institut für Wirtschaftsforschung (DIW Berlin)
> > German Institute for Economic Research
> > Department of Public Economics
> > DIW Berlin
> > Mohrenstraße 58
> > 10117 Berlin
> > Tel: +49-30-89789-258
> >
> > owner-statalist@hsphsun2.harvard.edu schrieb am 28/04/2011 16:55:52:
> >
> >> Dear all Stata users,
> >> I have just finished running a lot of estimates that i have saved on
> >> my computer with the command estwrite (after having stored them with
> >> estimates store). Now it comes to make some tables, but with both the
> >> commands esttab and estout I cannot let some coefficients stay in the
> >> same column. I can be more precise with an example. What i get with
> >> either esttab (or even estout) is:
> >>
> >>
> >>
> > 
> 
------------------------------------------------------------------------------------------------------------
> >>                       (1)             (2)             (3)
> >> (4)             (5)             (6)
> >>
> > 
> 
------------------------------------------------------------------------------------------------------------
> >> lagpolity1          0.014***
> >>                   (0.000)
> >> lagpolity2          0.027***
> >>                   (0.001)
> >> avg5polity1
> >> 0.015***
> >>
> >> (0.001)
> >> avg5polity2
> >> 0.028***
> >>
> >> (0.001)
> >> lagfh1                              0.054***
> >>                                   (0.002)
> >> lagfh2                              0.123***
> >>                                   (0.002)
> >> avg5fh_opp1
> >>              0.045***
> >>
> >>            (0.002)
> >> avg5fh_opp2
> >>              0.114***
> >>
> >>            (0.002)
> >> lagchga1                                            0.112***
> >>                                                   (0.007)
> >> lagchga2                                            0.347***
> >>                                                   (0.007)
> >> avg5chga1
> >>                              0.116***
> >>
> >>                            (0.007)
> >> avg5chga2
> >>                              0.352***
> >>
> >>                            (0.008)
> >>
> >>
> >>
> >> But what I'd like to get is the coefficients of all those that I call
> >> avg5 below the coefficients of the lagged vars. In other words,
> >> something like:
> >>
> >>
> >>
> > 
> 
------------------------------------------------------------------------------------------------------------
> >>                       (1)             (2)             (3)
> >> (4)             (5)             (6)
> >>
> > 
> 
------------------------------------------------------------------------------------------------------------
> >> lagpolity1          0.014***
> >>                   (0.000)
> >> lagpolity2          0.027***
> >>                   (0.001)
> >> avg5polity1        0.015***
> >>                   (0.001)
> >> avg5polity2        0.028***
> >>                   (0.001)
> >> lagfh1                              0.054***
> >>                                   (0.002)
> >> lagfh2                              0.123***
> >>                                   (0.002)
> >> avg5fh_opp1                         0.045***
> >>                                   (0.002)
> >> avg5fh_opp2                         0.114***
> >>                                   (0.002)
> >> lagchga1                                            0.112***
> >>                                                   (0.007)
> >> lagchga2                                            0.347***
> >>                                                   (0.007)
> >> avg5chga1                                          0.116***
> >>                                                    (0.007)
> >> avg5chga2                                          0.352***
> >>                                                    (0.008)
> >>
> >>
> >> But obviously I do not want to run all the regressions again (it'd
> >> take ages!!).
> >>
> >> Anyone can help me?
> >>
> >> Thanks to all of you for your time and consideration,
> >>
> >> Regards,
> >>
> >> Emanuele.
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