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From |
Alex Letko <aletko1@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Exporting tables of output from non-ereturn commands using outreg2 |

Date |
Tue, 24 Jul 2012 18:22:19 +0100 |

That's quite helpful. Thank you very much, Alex On Fri, Jul 20, 2012 at 1:37 AM, John Luke Gallup <jlgallup@pdx.edu> wrote: > > Alex, > > I think you want to make a table out of the test statistics and critical > values of the -dfgls- test, which are stored in r(results) after the command > runs. > > It is possible to trick -outreg2- or -outreg- to display tables like this > if you can post the results with -ereturn post- as if they were estimation > results. However you need both a "b" vector _and_ a "V" matrix. You could > convert the r(results) matrix into a rowvector "b", and create a dummy > variance matrix "V", make the row and column names of your "V" matrix the > same as the column names of "b" and post it with -ereturn post b V-. > However this is hard to work with because the results are now in a single > row, and you need to suppress reporting the fake V results. > > An easier solution is to use the command -frmttable-, distributed with the > -outreg- command, which takes a Stata matrix and generates a table, as in > the following code: > > webuse lutkepohl2 > dfgls ln_inv > frmttable using dfgls, statmat(r(results)) > > You can include the other -dfgls- r() statistics in the -frmttable- table > with the -addrows- option. > > John > > > On Jul 19, 2012, at 7:12 AM, Alex Letko wrote: > > > I was wondering if there is an easy way to use outreg2 (or another > > results-exporting program), to export results of the dfgls command. I'm > > a > > relatively new user, but I'll do my best to explain. > > > > From the manual for outreg2: "outreg2 can report any regression output, > > provided it conforms to the usual convention for ereturn list." > > > > I realize that dfgls does not save anything to the ereturn list, only to > > r(). I thought I was getting around this by using the eststo command to > > save the dfgls results to a file and then specify that file in the > > outreg2 > > command, like so: > > > > eststo: dfgls lnHH, maxlag(30) > > outreg2 [est5] using results1.rft, stats(tstat) replace > > > > I get a table that gives me the DF stat for the 1st lag, but I need to > > show > > all the lags. The normal outreg2 specifications don't seem to work, > > since > > dfgls is not a normal regression (there is no way to specify giving me > > more lags). > > > > Basically, all I want is a standard output table for my unit root tests, > > showing DF stats and the significance levels for each lag. Should I not > > be > > using outreg2 for this? Is there an easier program? (I tried with estout > > but it does not recognize the stored file at all so I can't use that) > > > > Thanks for any help, > > > > Alex > > * > > * 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/ > > > * > * 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/ * * 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/

**References**:**st: Exporting tables of output from non-ereturn commands using outreg2***From:*Alex Letko <aletko1@gmail.com>

**Re: st: Exporting tables of output from non-ereturn commands using outreg2***From:*John Luke Gallup <jlgallup@pdx.edu>

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