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st: Estout, tobit and sigma


From   "Herve STOLOWY" <[email protected]>
To   <[email protected]>
Subject   st: Estout, tobit and sigma
Date   Tue, 23 Jan 2007 20:05:02 +0100

Dear All:

I use -estout- (downloadable from SSC) to obtain a table with several tobit regression models (including a column for the predicted signs). Everything works perfectly, except a minor detail related to the tobit regression.

In the tobit output, there is a line which appears at the bottom of the table and which is named "/sigma". In the -estout- output, I get the same line named "constant". I have then two questions:

- how could I get this line with the "sigma" name and not "constant" which creates a confusion with the constant of the regression
- in an alternative way, how could I simply drop this line in the -estout- output?

I provide below my command lines.

xi: tobit competence11 age1 conseil2 concent3_0 instit concent3_0_instit  size leverage leverage2  roa_adj auditor_d for_list growth_op2 i.bis_gics , ul
 
tempname b
matrix `b' = e(b)
matrix `b'[1,1] = +999   //pos. sign 
matrix `b'[1,2] = 998    //? 
matrix `b'[1,3] = -999   //neg. sign
matrix `b'[1,4] = -999   //neg. sign 
matrix `b'[1,5] = -999   //neg. sign 
matrix `b'[1,6] = -999   //neg. sign 
matrix `b'[1,7] = -999   //neg. sign 
matrix `b'[1,8] = -999   //neg. sign 
matrix `b'[1,9] = -999   //neg. sign 
matrix `b'[1,10] = -999   //neg. sign 
matrix `b'[1,11] = -999   //neg. sign 
matrix `b'[1,12] = -999   //neg. sign 
matrix `b'[1,13] = .z   //no sign  
matrix `b'[1,14] = .z   //no sign  
matrix `b'[1,15] = .z   //no sign  
matrix `b'[1,16] = .z   //no sign  
matrix `b'[1,17] = .z   //no sign 
matrix `b'[1,18] = 998    //? for _cons
eret2 matrix signs = `b'
local e_scalars: e(scalars) //get the names of the scalars in e()
foreach e of local e_scalars { 
 eret2 local `e' , replace  //replace the scalars by empty macros
 //or: eret2 scalar `e' = .z , replace //set the scalars to missing
}
estimates store pred

xi: tobit competence11 age1 conseil2 concent3_0 instit concent3_0_instit  size leverage leverage2  roa_adj auditor_d for_list growth_op2 i.bis_gics , ul

*label var _Ibis_gics_20 "Industrial"
label var _Ibis_gics_25 "Consumer discretionary"
label var _Ibis_gics_30 "Consumer staples"
label var _Ibis_gics_35 "Health care"
label var _Ibis_gics_50 "High tech"
label var _Ibis_gics_55 "Energy/Utilities"
*label var size "Firm size"

estimates store tobit1, title(Panel A - Financial expertise - # 1)

xi: tobit competence21 age1 conseil2 concent3_0 instit concent3_0_instit  size leverage leverage2  roa_adj auditor_d for_list growth_op2 i.bis_gics , ul

*label var _Ibis_gics_20 "Industrial"
label var _Ibis_gics_25 "Consumer discretionary"
label var _Ibis_gics_30 "Consumer staples"
label var _Ibis_gics_35 "Health care"
label var _Ibis_gics_50 "High tech"
label var _Ibis_gics_55 "Energy/Utilities"

estimates store tobit2, title(Financial expertise - # 2)

tobit index_competence11 age1 conseil2 concent3_0 instit concent3_0_instit  size leverage leverage2  roa_adj auditor_d for_list growth_op2, ul

estimates store tobit3, title(Panel B - Index financial expertise - # 1)

tobit index_competence21 age1 conseil2 concent3_0 instit concent3_0_instit  size leverage leverage2  roa_adj auditor_d for_list growth_op2 , ul

estimates store tobit4, title(Index financial expertise - # 2)

estadd nagelkerke: tobit1 tobit2 tobit3 tobit4

estout pred tobit1 tobit2 tobit3 tobit4 using table6_tobit_controleur1, replace substitute(-999.000 - 999.000 + 998.000 ?) cells ("signs(pat (1 0 0 0 0)) b(fmt(%9.3f) label(coef.) pat(0)) p(fmt(%9.3f) pattern(0))") stats (chi2 p  r2_p nagelkerke N, fmt(%9.3f %9.3f  %9.3f %9.3f %9.0f) labels("Chi square" "p(chi2)"  "Pseudo R-square" "Nagelkerke" "Number of observations")) label  varlabels(_cons Constant, elist(growth_op2 "`=char(13)'Control variables"))

I thank you in advance for your help.

Best regards

Herv� Stolowy




***********************************************************
Professeur/Professor
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
mail: stolowy at hec dot fr
web: http://studies.hec.fr/web/stolowy

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