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From | iank131 <iank131@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Compare regression outputs of different models |
Date | Thu, 11 Aug 2011 15:15:32 +0800 |
Hello, I am still new to Stata and StataList. I am using Stata10. I have two questions: 1. I am running a robust regression (rreg) and have several but slightly different models to run on the same data set. I want to compare the different models by lining them up vertically side by side, but Stata gives the output model by model and then you need to cut and paste the desired details from this output to another application. However, I would like to find a quick way to save these outputs and then generate a table in Stata in which I can see the see the coefficients of each independent variable, their corresponding standard errors below (not beside) the coefficient, and a star or stars next to the coefficient if its significance is below say 10%, 5%, 1%, etc. Please see my example below. 2. How do you get stata to automatically calculate the r-squared and adjusted r-squared after running rreg? It seems you need to manually calculate it because there is no option for it in the command. I would also like to save this in my generated table described above. For example: use auto * Model 1 rreg price mpg weight, nolog * Model 2 rreg price mpg weight length, nolog * Model 3 rreg price mpg weight length foreign, nolog My desired output in one table generated by Stata is: price Model 1 Model 2 Model 3 mpg -50.5272 -48.0738 -23.87354 (41.58937) (40.42094) (65.77032) weight .1032098 -1.014287* 3.28141*** ( .3095952) (.5621602) ( .9267939 ) length 37.41137* -27.0968 (19.12697) (30.63898) foreign 3346.348*** (597.8505 ) _cons 5747.529*** 1996.01 480.0023 (1736.373) (2836.495) (4781.245) r-squared x xx xxx adj r-squared y yy yyy * p<.1 ** p<.05 *** p< .01 I appreciate any help you can give me. Thanks, Ian Kwan PhD Candidate University of Navarra * * 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/