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Antwort: Re: 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: Re: st: Putting Coefficients in the same column with esttab/estout
Date   Fri, 29 Apr 2011 16:30:11 +0200

Thinking again about your problem, you could use esttab and refer to 
r(coefs) and then extract and repost the vectors

You can cycle through your saved estimation results like Daniel Klein 
suggested in an earlier post,

clear all
sysuse auto

reg price mpg trunk, nocons
esttab, se
matrix C1 = r(coefs)

reg price weight, nocons
esttab, se
matrix C2 = r(coefs)

matrix C = C1\C2

matrix b = C[1....,1]'
matrix se = C[1....,2]'

ereturn post b
estadd matrix se

esttab, se


johannes


owner-statalist@hsphsun2.harvard.edu schrieb am 28/04/2011 19:14:33:

> You are right and your suggestion is what I thought, more or less. But
> the point is that i should run all the regressions again, shouldn't I?
> And this would took quite a long time for me.
> Is there a way to type the command matrix without running them another 
time?
> 
> 2011/4/28 Johannes Geyer <JGeyer@diw.de>:
> > 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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