Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | Johannes Geyer <JGeyer@diw.de> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Antwort: Re: st: Putting Coefficients in the same column with esttab/estout |
| Date | Thu, 28 Apr 2011 18:13:10 +0200 |
I did not understand that you estimate six models and want to report only three columns - is that correct? If so, you have to tell esttab that the coefficients of models x and y belong to the same column, -order- is not designed to do that. Ben Jann provides an example on his webpage that is related in the sense that it shows how to change models and regressors in a table using Stata syntax http://repec.org/bocode/e/estout/advanced.html#advanced907 The problem in your case is much simpler I guess. You have to -ereturn post- beta and se vectors and tabulate them, e.g.: ****************************************************** sysuse auto reg mpg foreign weight, nocons matrix k = e(b) reg mpg rep78 trunk, nocons matrix k = k,e(b) ereturn post k eststo clear esttab ***************************************************** Johannes ---------------------- Johannes Geyer Deutsches Institut für Wirtschaftsforschung (DIW Berlin) German Institute for Economic Research Department of Public Economics DIW Berlin Mohrenstraße 58 10117 Berlin Tel: +49-30-89789-258 owner-statalist@hsphsun2.harvard.edu schrieb am 28/04/2011 17:45:30: > Yes, what you see is what I get with that, unfortunately. > > 2011/4/28 Johannes Geyer <JGeyer@diw.de>: > > did you try the option -order-? > > > > esttab ... , order(lagvar1 avg5fvar lagvar2 avg5gvar...) > > > > Johannes > > > > > > > > > > ---------------------- > > Johannes Geyer > > Deutsches Institut für Wirtschaftsforschung (DIW Berlin) > > German Institute for Economic Research > > Department of Public Economics > > DIW Berlin > > Mohrenstraße 58 > > 10117 Berlin > > Tel: +49-30-89789-258 > > > > owner-statalist@hsphsun2.harvard.edu schrieb am 28/04/2011 16:55:52: > > > >> Dear all Stata users, > >> I have just finished running a lot of estimates that i have saved on > >> my computer with the command estwrite (after having stored them with > >> estimates store). Now it comes to make some tables, but with both the > >> commands esttab and estout I cannot let some coefficients stay in the > >> same column. I can be more precise with an example. What i get with > >> either esttab (or even estout) is: > >> > >> > >> > > > ------------------------------------------------------------------------------------------------------------ > >> (1) (2) (3) > >> (4) (5) (6) > >> > > > ------------------------------------------------------------------------------------------------------------ > >> lagpolity1 0.014*** > >> (0.000) > >> lagpolity2 0.027*** > >> (0.001) > >> avg5polity1 > >> 0.015*** > >> > >> (0.001) > >> avg5polity2 > >> 0.028*** > >> > >> (0.001) > >> lagfh1 0.054*** > >> (0.002) > >> lagfh2 0.123*** > >> (0.002) > >> avg5fh_opp1 > >> 0.045*** > >> > >> (0.002) > >> avg5fh_opp2 > >> 0.114*** > >> > >> (0.002) > >> lagchga1 0.112*** > >> (0.007) > >> lagchga2 0.347*** > >> (0.007) > >> avg5chga1 > >> 0.116*** > >> > >> (0.007) > >> avg5chga2 > >> 0.352*** > >> > >> (0.008) > >> > >> > >> > >> But what I'd like to get is the coefficients of all those that I call > >> avg5 below the coefficients of the lagged vars. In other words, > >> something like: > >> > >> > >> > > > ------------------------------------------------------------------------------------------------------------ > >> (1) (2) (3) > >> (4) (5) (6) > >> > > > ------------------------------------------------------------------------------------------------------------ > >> lagpolity1 0.014*** > >> (0.000) > >> lagpolity2 0.027*** > >> (0.001) > >> avg5polity1 0.015*** > >> (0.001) > >> avg5polity2 0.028*** > >> (0.001) > >> lagfh1 0.054*** > >> (0.002) > >> lagfh2 0.123*** > >> (0.002) > >> avg5fh_opp1 0.045*** > >> (0.002) > >> avg5fh_opp2 0.114*** > >> (0.002) > >> lagchga1 0.112*** > >> (0.007) > >> lagchga2 0.347*** > >> (0.007) > >> avg5chga1 0.116*** > >> (0.007) > >> avg5chga2 0.352*** > >> (0.008) > >> > >> > >> But obviously I do not want to run all the regressions again (it'd > >> take ages!!). > >> > >> Anyone can help me? > >> > >> Thanks to all of you for your time and consideration, > >> > >> Regards, > >> > >> Emanuele. > >> * > >> * For searches and help try: > >> * http://www.stata.com/help.cgi?search > >> * http://www.stata.com/support/statalist/faq > >> * http://www.ats.ucla.edu/stat/stata/ > > > > > > * > > * For searches and help try: > > * http://www.stata.com/help.cgi?search > > * http://www.stata.com/support/statalist/faq > > * http://www.ats.ucla.edu/stat/stata/ > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/