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Re: st: RE: estout with lags


From   Scott Cunningham <[email protected]>
To   [email protected]
Subject   Re: st: RE: estout with lags
Date   Wed, 30 Aug 2006 11:06:01 -0400

Here's an example:

    . webuse grunfeld

    . xi: xtreg invest L(0/2).mvalue i.time, fe
    (output omitted)

    . estout , keep(mvalue L.mvalue L2.mvalue)

            .
            b
    mvalue  .1629381
    L.mvalue        .0744972
    L2.mvalue       .0314575
Ah, that should've been obvious. I was trying - keep(L1. L2.) and that was the problem. That makes no sense, in retrospect, if you are using multiple lags on different variables. Sorry for such an obvious question.


Furthermore:
But I am programming estout to write rows stating "yes" or "no" as to
whether a specific fixed effect was used, rather than report the
value on the fixed effect.
I have been asked repeatedly to add such functionality. I'd be
interested in your solution.
Here's what I do.  I manually code it within prefoot.

	prefoot("Year Effects & Yes & Yes & Yes & Yes & Yes & Yes"
		"State Effects  & Yes & Yes & Yes & Yes & Yes & Yes"
		"Age Effects & Yes & Yes & Yes & Yes & Yes & Yes"
		"State-Age Effects & Yes & Yes & Yes & Yes & Yes & Yes"
		"Linear Interpolations & No & Yes & Yes & Yes & Yes & Yes"
		"�midrule")

sc
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