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Re: st: Compare regression outputs of different models


From   iank131 <iank131@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Compare regression outputs of different models
Date   Thu, 11 Aug 2011 17:11:25 +0800

Many thanks Maarten! Very helpful indeed.

That was my first StataList post. Very fast response indeed.

Thanks again,
Ian.

On Thu, Aug 11, 2011 at 3:47 PM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> 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
> --------------------------
> *
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>

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