Update to a program for saving a model fit as a dataset



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.



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