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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Compare regression outputs of different models |

Date |
Thu, 11 Aug 2011 09:47:44 +0200 |

On Thu, Aug 11, 2011 at 9:15 AM, iank131 wrote: > 1. I am running a robust regression (rreg) and have several but > slightly different models to run on the same data set. I want to > compare the different models by lining them up vertically side by > side <snip> I would like to find a quick way to save these > outputs and then generate a table in Stata in which I can see the see > the coefficients of each independent variable, their corresponding > standard errors below (not beside) the coefficient, and a star or > stars next to the coefficient if its significance is below say 10%, > 5%, 1%, etc. > > 2. How do you get stata to automatically calculate the r-squared and > adjusted r-squared after running rreg? There exist within Stata several user written solutions for this type of problem. I like -estout- written by Ben Jann, in particular because of the very extensive set of examples available from <http://repec.org/bocode/e/estout/>. You can get that program by typing in Stata -ssc install estout-. The basic trick is to prefix your estimation commands with -eststo :- to store these models, and than display them using -esttab-. The R-squared and adjusted R-squared are not displayed in the output but they returned by -rreg-, in e(r2) and e(r2_a), so programs like -estout- can access and display them. *--------------------- begin example ----------------------- eststo clear sysuse auto, clear * Model 1 eststo: rreg price mpg weight * Model 2 eststo: rreg price mpg weight length * Model 3 eststo: rreg price mpg weight length foreign esttab // adding R^2 and adj. R^2 esttab , r2 ar2 // you can also include this table in your article/paper // e.g. -rtf- function creates an .rtf file which can be // read in all/most versions of M$ Word. esttab using "c:/temp/foo", r2 ar2 rtf replace *---------------------- end example ------------------------- (For more on examples I sent to the Statalist see: http://www.maartenbuis.nl/example_faq ) Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Compare regression outputs of different models***From:*iank131 <iank131@gmail.com>

**References**:**st: Compare regression outputs of different models***From:*iank131 <iank131@gmail.com>

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