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From |
"Herve STOLOWY" <[email protected]> |

To |
<[email protected]> |

Subject |
Re: st: RE: Estout and predicted signs - new questions |

Date |
Fri, 04 Mar 2005 15:54:13 +0100 |

Dear Ben: It worked and I am very close to the end result. There is still a little problem. In the utput, under each column of coefficients, for each model, I get the general stats (N, F...). Surprisingly, in the column "predicted signs", instead of getting blanks on the ligns corresponding to the general stats, I obtain the general stats of the last model. I provide the last version of my command: use measures_all6 regress absence1 common ownership, cluster(name) robust, if name!="MEX" & name!="PER" est store m1, title(Model 1) regress absence1 common ownership finance_aggregate, cluster(name) robust, if name!="MEX" & name!="PER" est store m2, title(Model 2) tempname b matrix `b' = e(b) matrix `b'[1,1] = -999 //neg. sign for common matrix `b'[1,2] = +999 //pos. sign for ownership matrix `b'[1,3] = .z //no sign for finance_aggregate matrix `b'[1,4] = 998 //? for _cons eret2 matrix signs = `b' estimates store pred estout pred m1 m2 using estout_signs, replace substitute(-999.000 - 999.000 + 998.000 ?) cells ("signs(pat (1 0 0)) b(fmt(%9.3f) pat(0)) p(fmt(%9.3f) pattern(0))") stats (N F p r2 r2_a, fmt(%9.0f %9.3f %9.3f %9.3f %9.3f) labels ("Number of observations" "F" "Prob>F" "R-square" "Adjusted R-square")) label varlabels(_cons Constant) Best regards Herv� *********************************************************** Professeur/Professor Coordinateur du D�partement/Head of Department HEC Paris D�partement Comptabilit� Contr�le de gestion / Dept of Accounting and Management Control 1, rue de la Liberation 78351 - Jouy-en-Josas France Tel: +33 1 39 67 94 42 - Fax: +33 1 39 67 70 86 [email protected] http://campus.hec.fr/profs/stolowy/perso/home.htm >>> [email protected] 03/04/05 8:42 AM >>> Herv� wrote: > I refer to a problem I mentioned earlier and which was solved > by the second solution you proposed originally (the one with > the program prsign, eclass): in my estout output, I want to > have the results of two regressions: > > regress y var1 var2 > regress y var1 var2 var3. > > In the predicted signs column, I need to have the three > variables var1, var2 and var3, although >the first model only > uses var1 and var2. > > It seems to me that your latest solution (with tempname b) is > related to only one model. No, not necessarily. Consider: sysuse auto regress price mpg weight est sto model0 regress price mpg weight foreign estimates store model1 tempname b matrix `b' = e(b) matrix `b'[1,1] = -999 //neg. sign for mpg matrix `b'[1,2] = +999 //pos. sign for weight matrix `b'[1,3] = .z //no sign for foreign matrix `b'[1,4] = 998 //? for _cons eret2 matrix signs = `b' estimates store pred estout pred model0 model1, cells("signs(pat(1 0 0)) b(pat(0))") /// substitute(-999 - 999 + 998 ?) ben * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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