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


From   emanuele mazzini <madsoenistata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: Re: Re: st: Putting Coefficients in the same column with esttab/estout
Date   Fri, 29 Apr 2011 19:35:02 +0200

I will try to figure it out. Yes, I saw the Daniel Klein's post.

Thank you very much for your help.

Regards,
Emanuele.



2011/4/29 Johannes Geyer <JGeyer@diw.de>:
> 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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