Dear Statalisters:
I run the following three regressions:
logit ar_english size int_sales roa_w growth_op leverage_ concent if
year==2004 & leverage_<100 & growth_op<100
estimates store m1, title(Panel A: Basic model - 2004)
logit ar_english size roa_w growth_op leverage_ if year==2004 &
leverage_<100 & growth_op<100
estimates store m2, title(Panel B: Expanded model - 2004)
xi: logit ar_english size int_sales roa_w growth_op leverage_ concent
i.new_sic3 i.country if year==2004 & leverage_<100 & growth_op<100
estimates store m3, title(Panel A: Basic model with dummies - 2004)
estadd nagelkerke: m1 m2 m3
estout m1 m2 m3 using Table5, replace cells ("b(fmt(%9.3f)
label(Coefficients)) t(fmt(%9.3f) label(z)) p(fmt(%9.3f))") stats (chi2
p N r2_p nagelkerke, fmt(%9.3f %9.3f %9.0f %9.3f %9.3f) labels("Chi
square" "p(chi2)" "Number of observations" "Pseudo R-square" "Nagelkerke
R-square")) label varlabels(_cons Constant) labcol2( + + - + - -,
title(Predicted signs)) indicate(country effects = i.country)
The third model includes two series of dummies: new_sic3 and country. In
the -estout- (donwloadable from SSC) help, I found the option "indicate"
which corresponds to what I want: not print the dummies in the table but
add a line with a label such as "year effects" (countries in my case).
However, when I type "country effects = i.country") at the end of the
command line, I get an error message: "coefficient country not found".
Do you know another way to get the same results (dummies replaced by a
line "country effect")?
Best regards
Herve Stolowy
***********************************************************
Professeur/Professor
HEC Paris
Département Comptabilité Contrôle 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://www.hec.fr/stolowy
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