Re: st: RE: RE: Create a table of estimation results from several simple regressions

[Hassan Enayati <hassan.enayati@gmail.com>]

Cam,

I am not sure I totally understand your question, but I am running
separate regressions because each model represents a different model,
which is unrelated to the other models.

Lance, thank you for the advise.

Hassan



On Wed, May 30, 2012 at 6:58 AM, Cameron McIntosh <cnm100@hotmail.com> wrote:
> Hasan,
> Just curious -- why are all of these regressions being done separately?
>
> Cam
>
>> Date: Wed, 30 May 2012 12:09:10 +0200
>> Subject: Re: st: RE: RE: Create a table of estimation results from several simple regressions
>> From: angelrlaso@gmail.com
>> To: statalist@hsphsun2.harvard.edu
>>
>> Dear Lance,
>>
>> I'm also interested in Hasan's question and I've tried your promising
>> code with the following result (working with Stata 9.2 for Windows):
>>
>> . reg price mpg
>>
>>       Source |       SS       df       MS              Number of obs =      74
>> -------------+------------------------------           F(  1,    72) =   20,26
>>        Model |   139449474     1   139449474           Prob > F      =  0,0000
>>     Residual |   495615923    72  6883554,48           R-squared     =  0,2196
>> -------------+------------------------------           Adj R-squared =  0,2087
>>        Total |   635065396    73  8699525,97           Root MSE      =  2623,7
>>
>> ------------------------------------------------------------------------------
>>        price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
>> -------------+----------------------------------------------------------------
>>          mpg |  -238,8943   53,07669    -4,50   0,000    -344,7008   -133,0879
>>        _cons |   11253,06   1170,813     9,61   0,000     8919,088    13587,03
>> ------------------------------------------------------------------------------
>>
>> . matrix mpg = r(table)'
>>
>> . matrix mpg = mpg[1,1..2],e(N)
>> conformability error
>> r(503);
>>
>> Best regards,
>>
>> Angel Rodriguez-Laso
>>
>>
>> 2012/5/30 Lance Erickson <lance_erickson@byu.edu>:
>> > Hassan,
>> >
>> > When I have problems like this I take advantage of the results Stata saves
>> > after a model and put the information I need into a matrix. The help file
>> > for -esttab- suggests it can tabulate matrices. So you might do something
>> > like this...
>> >
>> >
>> > sysuse auto, clear
>> >
>> > reg price mpg
>> > matrix mpg = r(table)'
>> > matrix mpg = mpg[1,1..2],e(N)
>> >
>> > reg price rep78
>> > matrix rep78 = r(table)'
>> > matrix rep78 = rep78[1,1..2],e(N)
>> >
>> > reg price turn
>> > matrix turn = r(table)'
>> > matrix turn = turn[1,1..2],e(N)
>> >
>> > matrix table = mpg\rep78\turn
>> >
>> > matrix colnames table = b se N
>> >
>> > esttab matrix(table)
>> >
>> >
>> > Of course, you can modify the output table as described in the -esttab-
>> > help file (Ben Jann from SSC) but this should give you the basic structure
>> > you're looking for. (Although not necessary, looping through the independent
>> > variables would be more efficient and wouldn't be too difficult if you're
>> > familiar with using -foreach-.)
>> >
>> > Best,
>> > Lance
>> > ________________________________________
>> > From: owner-statalist@hsphsun2.harvard.edu
>> > [owner-statalist@hsphsun2.harvard.edu] on behalf of David Radwin
>> > [dradwin@mprinc.com]
>> > Sent: Tuesday, May 29, 2012 11:49 AM
>> > To: statalist@hsphsun2.harvard.edu
>> > Subject: st: RE: Create a table of estimation results from several simple
>> > regressions
>> >
>> > Hassan,
>> >
>> > You might find it easiest to create your own (pipe- or comma- or
>> > tab-delimited) text file using the -file- command. This will require a
>> > little programming but will give you much more flexibility. See, for
>> > example:
>> >
>> > http://www.stata.com/statalist/archive/2008-02/msg00362.html
>> >
>> > David
>> > --
>> > David Radwin
>> > Senior Research Associate
>> > MPR Associates, Inc.
>> > 2150 Shattuck Ave., Suite 800
>> > Berkeley, CA 94704
>> > Phone: 510-849-4942
>> > Fax: 510-849-0794
>> >
>> > www.mprinc.com
>> >
>> >> -----Original Message-----
>> >> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
>> >> statalist@hsphsun2.harvard.edu] On Behalf Of Hassan Enayati
>> >> Sent: Tuesday, May 29, 2012 10:17 AM
>> >> To: statalist@hsphsun2.harvard.edu
>> >> Subject: st: Create a table of estimation results from several simple
>> >> regressions
>> >>
>> >> Hello all,
>> >>
>> >> I need to create a table of estimation results, including estimates,
>> >> standard errors, and number of observations, from several simple
>> >> regressions. The finished table should have the following structure:
>> >>
>> >> Model 1 | Estimate | Std. Error | Num. Obs.
>> >> Model 2 | Estimate | Std. Error | Num. Obs.
>> >> Model 3 | Estimate | Std. Error | Num. Obs.
>> >>
>> >> At first, I used eststo and then esttab. Unfortunately, I can not get
>> >> the esttab output to take the above specified form. The problem with
>> >> esttab is that even under the wide option, it tabs over for each
>> >> model. Additionally, esttab won't place the number of observations as
>> >> the last entry on a given row. The result looks like the following:
>> >>
>> >> M1 | Est | SE |
>> >>  Number of Obs
>> >>                   M2 | Est | SE | #
>> >>                    Number of Obs
>> >>                                     M3 | Est | SE | #
>> >>                                      Number of Obs
>> >>
>> >> How can I produce a table that looks like the first structure I showed
>> >> above? Thanks in advance for the help.
>> >>
>> >> --
>> >> Hassan
>> >
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