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Re: st: outreg- including Heckman estimation results


From   John Luke Gallup <jlgallup@pdx.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: outreg- including Heckman estimation results
Date   Sat, 2 Mar 2013 23:02:40 -0800

Suryadipta,

You have found a bug, which only occurs when you use the -keep- option of -outreg- in a multi-equation estimation (like -heckman-) and then use the -eq_merge- option.  I had never tried this combination before.

Until I fix the underlying bug, you can get around the problem by changing -keep(var1 var2 var3)- in the -heckman- command to -keep(ln_var:var1 var2 var3 depvar:var1 var2 var3)-.

John

On Mar 1, 2013, at 3:37 PM, Suryadipta Roy <sroy2138@gmail.com> wrote:

> Dear Statalisters,
> 
> I am using -outreg- to create estimation tables of my regressions.
> However, there seems to be a huge proliferation of columns following
> -heckman- , and I was wondering if someone can help with getting it
> right. My commands are as follows:
> 
> tobit ln_var `controls', ll(0) vce(cluster pair)
> 
> outreg using mytables, bdec(2) squarebrack keep(var1 var2 var3)
> starlevels(10 5 1) sigsymbols(+,*,**) summstat(N \ r2_p) summtitle(#
> of observations \ Pseudo R-squared) ctitle("", Tobit model)
> note(Cluster robust standard errors in brackets) merge /* this creates
> the first column with the tobit regression results */
> 
> probit depvar `controls' selection_var , vce(cluster pair)
> 
> outreg using mytables, bdec(2) squarebrack keep(var1 var2 var3)
> starlevels(10 5 1) sigsymbols(+,*,**) summstat(N \ r2_p) summtitle(#
> of observations \ Pseudo R-squared) ///
> ctitle("", Probit model) merge replace /* this creates the second
> column with the probit regression results followed by */
> 
> reg ln_var `controls' if depvar==1, vce(cluster pair)
> 
> outreg using mytables, bdec(2) squarebrack keep(var1 var2 var3)
> starlevels(10 5 1) sigsymbols(+,*,**) summstat(N \ r2_a) summtitle(#
> of observations \ Adjusted R-squared) ///
> ctitle("", Two-part lognormal model) merge replace /* this creates the
> third column with the lognornam regression results of the two-part
> model*/
> 
> However, the problem arises when I run -heckman- next and tries to
> creates two columns of results for the outcome and the selection
> variables.
> 
> heckman ln_depvar `controls' , select(depvar = `controls'
> selection_var ) twopart
> /* using outreg to add two columns */
> outreg using mytables, bdec(2) eq_merge squarebrack keep(var1 var2
> var3) starlevels(10 5 1) sigsymbols(+,*,**) summstat(N, N) summtitle(#
> of observations) ctitles("", Heckman Outcome equation, Heckman
> Selection equation) merge replace
> 
> I believe that there is a mistake in the last command, and I would
> very much appreciate some suggestions in this regard.
> 
> Sincerely,
> Suryadipta.
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