Stata Technical Bulletin
13
Next we use some of the outreg options.
. outreg weight weight2 using outregl, se bdec(4) bfmt(e) tdec(3) nonotes replace
. ’more outregl.out
Mileage (mpg)
Weight (lbs.) -1.6573e-02
(3.9692e-03)**
weight2 1.5912e-06
(6.2489e-07)*
Constant 5.6539e+01
(6.1974e+00)**
Observations 74
R-squared 0.691
Finally, here is an example I used in my research which investigates the relationship of a dependent variable y on four X
variables and shows how outreg can be used to produce the kinds of tables needed in publications.
. regress y xl-x2
. outreg using table4, title(,,Three Regression Variants”)
> addnote("", ’’Run at $S_TIME, $S_DATE”, Using data from $S_FN) replace
. regress y xl-x3
. outreg using table4, append
. regress y xl x3-x4
. test x3 x4
. outreg using table4, append addstat(,'F test, χ3=x4=0,', r(F), Prob > F, r(p)) adec(2,3)
. type table4.out
|
Three |
Regression |
Variants | |
|
(1) |
(2) |
(3) | |
|
У |
У |
У | |
|
xl |
0.686 |
0.723 |
-0.388 |
|
(4.47)** |
(3.79)** |
(0.62) | |
|
x2 |
-3.781 |
-3.809 | |
|
(25.66)** |
(22.21)** | ||
|
x3 |
4.107 |
57.701 | |
|
(0.33) |
(1.84) | ||
|
x4 |
21.560 | ||
|
(1.86) | |||
|
Constant |
1.330 |
0.224 |
-45.005 |
|
(0.40) |
(0.05) |
(1.82) | |
|
Observations |
100 |
100 |
100 |
|
R-squared |
0.99 |
0.99 |
0.99 |
|
F test, x3=x4= |
0 |
1.78 | |
|
Prob > F |
0.174 | ||
|
Absolute value |
of t-statistics in parentheses | ||
|
* significant |
at 57. level |
; ** significant at 17. level | |
Run at 12:10:19, 18 Apr 2000
Using data from xydata.dta
Acknowledgments
Thanks to many Statalist users for bug reports and suggestions. Mead Over’s comments were especially useful.
References
Gallup, J. L. 1998. sg97: Formatting regression output for published tables. Stata Technical Bulletin 46: 28-30. Reprinted in Stata Technical Bulletin
Reprints, vol. 8, pp. 200-202.
--. 1999. sg97.1: Revision of outreg. Stata Technical Bulletin 49: 23. Reprinted in Stata Technical Bulletin Reprints, vol. 9, pp. 170-171.
sg153 Censored least absolute deviations estimator: CLAD
Dean Jolliffe, Economic Research Service, U.S. Department of Agriculture, [email protected]
Bohdan Krushelnytskyy, Czech Republic, [email protected]
Anastassia Semykina, Czech Republic, [email protected]
Abstract: The command clad for estimating Powell’s (1984) censored least absolute deviations estimator and bootstrap estimates
of its sampling variance is introduced and illustrated.
Keywords: censored least absolute value deviations estimator, bootstrap.