Dear Ben:
Thanks once more for your tremendous help. I am almost done but meet a
little difficulty with the constant. Here are my command lines:
....
estimates store m3, title(Panel C: Basic model with dummies - 2004)
estadd nagelkerke: m1 m2 m3
estadd scalar cons = _b[_cons]
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 (cons
N chi2 p r2_p nagelkerke, fmt(%9.3f %9.3f %9.3f %9.0f %9.3f %9.3f)
labels("Constant" "Number of observations" "Chi square" "p(chi2)"
"Pseudo R-square" "Nagelkerke R-square")) label labcol2( + + - + - -,
title(Predicted signs)) indicate("Industry effects = _Inew_sic3*"
"Country effects = _Icountry*") drop(_cons)
I only get the constant coefficient for the last model and without the t
and the p. Is there a way to get the three constants with the t and p
values?
Best regards
Herve
***********************************************************
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
>>> "Ben Jann" <[email protected]> 08/01/08 16:30 >>>
> - The row "Country effects" has been added below the constant whereas,
> traditionnally, dummies are displayed above the constant. Can I change
> the order?
No.
What you can do is add the cons to an e(scalar) and then print the
constant in the footer. Example:
. sysuse auto, clear
(1978 Automobile Data)
. qui xi: reg price mpg weight i.rep
. estadd scalar cons = _b[_cons]
. estout, indicate(rep = _Irep*) drop(_cons) stats(cons)
.
b
mpg -63.0971
weight 2.093066
rep Yes
cons -598.9665
By the way, note that you can also use this approach to include the
dummy indicators (instead of using -indicate()-). Example:
. sysuse auto, clear
(1978 Automobile Data)
. eststo clear
. qui eststo: reg price mpg weight
. estadd local rep "No"
. qui eststo: xi: reg price mpg weight i.rep
. estadd local rep "Yes"
. estadd scalar cons = _b[_cons] : *
. estout, drop(_Irep* _cons) stats(rep cons) style(smcl)
--------------------------------------
est1 est2
b b
--------------------------------------
mpg -49.51222 -63.0971
weight 1.746559 2.093066
--------------------------------------
rep No Yes
cons 1946.069 -598.9665
--------------------------------------
> - I have two series of dummies in my third model. I would like to have
> the same treatment for new_sic3 (the industry). I read the help file
but
> I don't understand if I can have two rows added for two series of
> dummies in the same output.
You have to include the groups in quotes. Example:
. sysuse auto, clear
(1978 Automobile Data)
. qui xi: reg price mpg weight i.rep i.foreign
. estout, indicate("rep = _Irep*" "for=_Ifor*")
.
b
mpg 24.37505
weight 3.545366
_cons -6938.01
rep Yes
for Yes
ben
On Jan 8, 2008 3:20 PM, Herve STOLOWY <[email protected]> wrote:
> Dear Austin:
>
> Thank you for your quick reply. It does not work with the
> drop(_Icountry*). However, it works with "indicate(country effects =
> _Icountry*)" only. That's perfect.
>
> But I have now two additional questions on the same issue:
>
> - I have two series of dummies in my third model. I would like to have
> the same treatment for new_sic3 (the industry). I read the help file
but
> I don't understand if I can have two rows added for two series of
> dummies in the same output.
>
> Best regards
>
> Herve
>
>
> ***********************************************************
> Professeur/Professor
> HEC Paris
> Département Comptabilité Contrôle de gestion / Dept of Accounting and
> Manage> mail: stolowy at hec dot fr
> web: http://www.hec.fr/stolowy
> >>> "Austin Nichols" <[email protected]> 08/01/08 15:02 >>>
> Extraneous parenthesis removed:
>
> The help file for -estout- suggests putting
> drop(_Icountry*) indicate(country effects = _Icountry*)
> for
> indicate(country effects = i.country)
> in your call to -estout- but I have not tested it.
> *
> * 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/
>
*
* 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/
