Initial commit
This commit is contained in:
81
Modules/ado/plus/e/elapse.ado
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81
Modules/ado/plus/e/elapse.ado
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@ -0,0 +1,81 @@
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/* elapse.ado 10/24/97 */
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program define elapse /* start_time name_of_operation (optional)*/
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version 5.0
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local hdiff = real(substr("$S_TIME",1,2)) - real(substr("`1'",1,2))
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local mdiff = real(substr("$S_TIME",4,2)) - real(substr("`1'",4,2))
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local sdiff = real(substr("$S_TIME",7,2)) - real(substr("`1'",7,2))
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if `sdiff' < 0 {
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local sdiff = `sdiff' + 60
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local mdiff = `mdiff' -1
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}
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if `mdiff' < 0 {
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local mdiff = `mdiff' + 60
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local hdiff = `hdiff' -1
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}
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if `hdiff' < 0 {
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local hdiff = `hdiff' + 24
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}
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local selap = 10000 * `hdiff' + 100 * `mdiff' + `sdiff'
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global S_elap = `selap'
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local hdiff = string(`hdiff')
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local mdiff = string(`mdiff')
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local sdiff = string(`sdiff')
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if "`2'" == "" {
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if `hdiff' > 0 {
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di in ye "Elapsed time was " in wh "`hdiff'" _c
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if `hdiff' > 1 {di in ye " hours, " _c}
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else { di in ye " hour, " _c}
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di in wh "`mdiff'" _c
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if `mdiff' > 1 {di in ye " minutes, " _c}
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else {di in ye " minute, " _c}
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di in wh "`sdiff'" _c
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if `sdiff' > 1 {di in ye " seconds."}
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else {di in ye " second."}
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}
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else if `mdiff' > 0 {
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di in ye "Elapsed time was " in wh "`mdiff'" _c
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if `mdiff' > 1 {di in ye " minutes, " _c}
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else {di in ye " minute, " _c}
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di in wh "`sdiff'" _c
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if `sdiff' > 1 {di in ye " seconds."}
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else {di in ye " second."}
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}
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else {
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di in ye "Elapsed time was " in wh "`sdiff'" _c
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if `sdiff' > 1 {di in ye " seconds."}
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else {di in ye " second."}
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}
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}
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else {
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if `hdiff' > 0 {
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di in ye "`2' took " in wh "`hdiff'" _c
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if `hdiff' > 1 {di in ye " hours, " _c}
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else { di in ye " hour, " _c}
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di in wh "`mdiff'" _c
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if `mdiff' > 1 {di in ye " minutes, " _c}
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else {di in ye " minute, " _c}
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di in wh "`sdiff'" _c
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if `sdiff' > 1 {di in ye " seconds."}
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else {di in ye " second."}
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}
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else if `mdiff' > 0 {
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di in ye "`2' took " in wh "`mdiff'" _c
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if `mdiff' > 1 {di in ye " minutes, " _c}
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else {di in ye " minute, " _c}
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di in wh "`sdiff'" _c
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if `sdiff' > 1 {di in ye " seconds."}
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else {di in ye " second."}
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}
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else {
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di in ye "`2' took " in wh "`sdiff'" _c
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if `sdiff' > 1 {di in ye " seconds."}
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else {di in ye " second."}
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}
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}
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end
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68
Modules/ado/plus/e/elapse.hlp
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68
Modules/ado/plus/e/elapse.hlp
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@ -0,0 +1,68 @@
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..-
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help for ^elapse^
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..-
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Timing portions of a program
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- ----------------------------
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^elapse^ start_time [name_of_operation]
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Where start_time is a previously defined macro equal to
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the global system macro S_TIME at some earlier point, and
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name_of_operation is a string.
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Description
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- -----------
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^Elapse^ displays a string with the name of the operation,
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if specified, and the time elapsed between start_time and
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current time.
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Options
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- -------
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name_of_operation is a user-defined string.
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Remarks
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- -------
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^Elapse^ automates the procedure of timing a piece of code
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or an entire program. It is accurate over midnight, but not
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over several days. It also creates a global S_elap, which is
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a numerical macro of the form hhmmss, where hh is the number
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of hours, mm the number of minutes, and ss the number of seconds.
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Examples
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- --------
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^local st = "$S_TIME"^
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^...^
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^local oper "Maximum likelihood estimation"^
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^elapse "`st'" "`oper'"^
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- Maximum likelihood estimation took 7 minutes, 15 seconds.
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^elapse `st'^
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- Elapsed time was 1 hour, 10 minutes, 32 seconds.
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^quietly elapse `st'^
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^if $S_elap > 4500 { mat xx = startxx }^
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Saved Results
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- -------------
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S_elap (see above).
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Author
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- ------
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Frederic Zimmerman
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Food Research Institute
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Stanford University
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81
Modules/ado/plus/e/eq_g.hlp
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81
Modules/ado/plus/e/eq_g.hlp
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@ -0,0 +1,81 @@
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.-
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help for ^eq^
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.-
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Define and list equations
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-------------------------
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^eq^ [^define^] eqtn
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^eq^ [^define^] eqname ^:^ [eqtn]
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^eq dir^ [^_all^ | eqname [eqname ..]]
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^eq list^ [^_all^ | eqname [eqname ..]]
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^eq drop^ {^_all^ | eqname [eqname ..]}
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Description
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-----------
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^eq define^ is used to define equations in ^gllamm^. In Stata 5 and earlier this
|
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was also used by Stata's own multivariate estimation commands. The command
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continues to work in Stata 8 but is no longer documented.
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|
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^eq dir^ and ^eq list^ are used to review equations that
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have been defined. ^eq drop^ is used to eliminate previously defined equations.
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|
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^gllamm^ has options ^eqs(eqnames)^ ^geqs(eqnames)^ ^peqs(eqname)^ and ^s(eqname)^
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where eqnames is a list of equation names and eqname is an equation name.
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You first define equations using ^eq^ and then estimate the model.
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Equations are named and usually define a variable list. For instance,
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to estimate a factor model in ^gllamm^, an equation of the following
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kind must be defined:
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||||
|
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. ^eq load: d1 d2 d3^
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where d1, d2 and d3 are dummy variables for three variables or items
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loading on one of the factors. You can abbreviate variable names and
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take all the other shortcuts you would when specifying a varlist in a
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command:
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||||
|
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. ^eq load: d1-d3^
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When you do not specify the equation name followed by a colon, the first name
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is taken both as the equation name and as part of the contents of the equation.
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There is one exception to this rule. You may not type
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. ^eq price^
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You must type instead
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. ^eq price: price^
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(Such nearly empty equations are not silly; it could mean that price is to
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be estimated by an intercept-only equation.) One can also define completely
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empty equations in this way:
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. ^eq price: ^
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Note the distinction: "^eq price: price^" defines equation price to contain
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"price"; "^eq price:^" defines price to contain nothing.
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|
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Equations can be dropped,
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||||
|
||||
. ^eq drop load^
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. ^eq load: d1 d2 d3^
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||||
|
||||
or you can redefine equations without bothering to drop them first.
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||||
|
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Equations may be listed for review:
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. ^eq list load^
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. ^eq list load1 load2^
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. ^eq list^
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You can list just the equation names using ^eq dir^:
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. ^eq dir^
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64
Modules/ado/plus/e/eqlist.ado
Normal file
64
Modules/ado/plus/e/eqlist.ado
Normal file
@ -0,0 +1,64 @@
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program def eqlist, rclass
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*! NJC 1.1.0 23 January 2001
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* NJC 1.0.0 5 January 2001
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version 6.0
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gettoken lists 0 : 0, parse(",")
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if "`lists'" == "" | "`lists'" == "," { /* no \ */
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di in r "incorrect syntax: no separator"
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exit 198
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}
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tokenize "`lists'", parse("\")
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if "`4'" != "" {
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di in r "incorrect syntax: too much stuff"
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exit 198
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}
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if "`1'" == "\" { /* list1 empty */
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if "`2'" == "\" {
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di in r "incorrect syntax: one \ only"
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exit 198
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}
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local list2 "`2'" /* might be empty */
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}
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else if "`2'" == "\" {
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local list1 "`1'"
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local list2 "`3'" /* might be empty */
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}
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else {
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di in r "incorrect syntax: what to compare?"
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exit 198
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}
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syntax [ , Global(str) Noisily ]
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if length("`global'") > 8 {
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di in r "global name must be <=8 characters"
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exit 198
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}
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local n1 : word count `list1'
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tokenize `list1'
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local n2 : word count `list2'
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if `n1' != `n2' {
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local iseq = 0
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}
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else {
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local iseq = 1
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local i = 1
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while `i' <= `n1' & `iseq' {
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local word : word `i' of `list2'
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if length("``i''") > 80 | length("`word'") > 80 {
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||||
di in r "cannot handle word length > 80"
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exit 498
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||||
}
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if "`word'" != "``i''" { local iseq 0 }
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local i = `i' + 1
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}
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||||
}
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||||
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if "`noisily'" != "" { di `iseq' }
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if "`global'" != "" { global `global' = `iseq' }
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return local iseq = `iseq'
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end
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2
Modules/ado/plus/e/eqlist.hlp
Normal file
2
Modules/ado/plus/e/eqlist.hlp
Normal file
@ -0,0 +1,2 @@
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.h listutil
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128
Modules/ado/plus/e/espoisson.ado
Normal file
128
Modules/ado/plus/e/espoisson.ado
Normal file
@ -0,0 +1,128 @@
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*! version 1.0 Alfonso Miranda-Caso-Luengo, November 26 2002 (SJ4-1: st0057)
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*! FIML endogenous-switch Poisson Regression
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program define espoisson, eclass
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version 6
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if replay() {
|
||||
if "`e(cmd)'" != "espoisson" { error 301 }
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||||
else espDisplay `0'
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||||
}
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||||
else espEstimate `0'
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||||
end
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||||
|
||||
program define espEstimate, eclass
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||||
syntax varlist [if] [in] , EDummy(varname) /*
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||||
*/ [Switch(varlist) Quadrature(integer 6) /*
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||||
*/ SIGMA0(real 1) RHO0(real 0.1) /*
|
||||
*/ EXS *]
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||||
|
||||
/* Obtaining dependent variable and explanatory variables */
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||||
|
||||
gettoken endgv exogv : varlist, parse("")
|
||||
|
||||
/* Selecting sample */
|
||||
|
||||
marksample touse
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||||
markout `touse' `varlist'
|
||||
|
||||
/* defining some globals */
|
||||
|
||||
global S_quad "`quadrature'"
|
||||
global S_edum "`edummy'"
|
||||
|
||||
|
||||
/* Diverting to exsp if EXS option active */
|
||||
|
||||
if "`exs'"!="" {
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||||
#delimit ;
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||||
exspoisson `endgv' `exogv' `if' `in', edummy(`edummy')
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||||
s(`switch') q(`quadrature')
|
||||
sigma0(`sigma0') ;
|
||||
#delimit cr
|
||||
exit
|
||||
}
|
||||
|
||||
/* Get points and weights for Gaussian-Hermite quadrature. */
|
||||
|
||||
tempvar x w
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||||
qui gen double `x' = 0
|
||||
qui gen double `w' = 0
|
||||
ghquad `x' `w', n(`quadrature')
|
||||
local j = `quadrature'
|
||||
while `j' >0 {
|
||||
scalar x`j' = `x'[`j']
|
||||
local j = `j' -1
|
||||
}
|
||||
local j = `quadrature'
|
||||
while `j' >0 {
|
||||
scalar w`j' = `w'[`j']
|
||||
local j = `j' - 1
|
||||
}
|
||||
|
||||
|
||||
/* GETTING INITIAL VALUES */
|
||||
|
||||
di _skip(3)
|
||||
qui probit `edummy' `switch' if `touse'
|
||||
|
||||
tempname b b1 b2 ch cr b0 bi
|
||||
|
||||
mat `b'=e(b)
|
||||
xcolnames `b', head(switch)
|
||||
|
||||
di as txt "Getting Initial Values:"
|
||||
qui poisson `endgv' `exogv' if `touse'
|
||||
|
||||
mat `b1' = e(b)
|
||||
mat `b2' = (`b1',`b')
|
||||
matrix `ch' = ln(`sigma0')
|
||||
matrix colnames `ch' = lnsigma:_cons
|
||||
matrix `cr' = `rho0'
|
||||
matrix colnames `cr' = rho:_cons
|
||||
matrix `b0' = (`b2',`ch',`cr')
|
||||
|
||||
ml model d0 espoisson_ll ("`endgv'": `endgv' = `exogv') /*
|
||||
*/ (switch:`switch')(lnsigma:)(rho:) /*
|
||||
*/ if `touse', init(`b0')
|
||||
|
||||
qui ml search rho: 14 -14
|
||||
mat `cr' = ML_b[1,"rho:_cons"]
|
||||
mat `bi' = (`b2',`ch',`cr')
|
||||
|
||||
/* FITTING FULL MODEL */
|
||||
|
||||
di _skip(3)
|
||||
di in gr "Fitting Full model:"
|
||||
|
||||
ml model d0 espoisson_ll ("`endgv'": `endgv' = `exogv') /*
|
||||
*/ (switch:`switch')(lnsigma:)(rho:)/*
|
||||
*/ if `touse', init(`bi', skip) max `options' search(off)
|
||||
|
||||
estimates local cmd "espoisson"
|
||||
estimates local edummy "`edummy'"
|
||||
est local predict "espoisson_p"
|
||||
est local quad "`quadrature'"
|
||||
|
||||
/* Display Results */
|
||||
|
||||
espDisplay
|
||||
end
|
||||
|
||||
|
||||
program define espDisplay
|
||||
|
||||
di _skip(12)
|
||||
di _n as txt /*
|
||||
*/ "Endogenous-Switch Poisson Regression"
|
||||
di as text "(`e(quad)' quadrature points)"
|
||||
|
||||
ml di, neq(2)plus
|
||||
_diparm lnsigma, exp pr label("sigma")
|
||||
_diparm rho, f((exp(2*@)-1)/(exp(2*@)+1)) /*
|
||||
*/ d(4*exp(2*@)/(exp(2*@)+1)^2) label("rho") pr
|
||||
di in gre in smcl "{hline 13}{c BT}{hline 64}"
|
||||
end
|
||||
|
||||
|
||||
|
||||
|
||||
84
Modules/ado/plus/e/espoisson.hlp
Normal file
84
Modules/ado/plus/e/espoisson.hlp
Normal file
@ -0,0 +1,84 @@
|
||||
{smcl}
|
||||
{hline}
|
||||
help for {hi:espoisson} {right:(SJ4-1: st0057)}
|
||||
{hline}
|
||||
|
||||
{title:FIML endogenous switching Poisson model}
|
||||
|
||||
{p 8 13 2}{cmd:espoisson}{space 2}{it:depvar} [{it:varlist}]
|
||||
[{cmd:if} {it:exp}] [{cmd:in} {it:range}] {cmd:,}
|
||||
{cmdab:ed:ummy(}{it:varname}{cmd:)} [ {cmdab:s:witch(}{it:varlist}{cmd:)}
|
||||
{cmdab:q:uadrature(}{it:#}{cmd:)} {cmd:rho0(}{it:#}{cmd:)}
|
||||
{cmd:sigma0(}{it:#}{cmd:)} {cmd:exs} {it:maximize_options}]
|
||||
|
||||
{p 8 8 2}Note: the vector {it:varlist} should include the switch variable
|
||||
(endogenous dummy) as one of its elements.{p_end}
|
||||
|
||||
{p 4 4 2} The syntax of {help predict} after {cmd:espoisson} is
|
||||
|
||||
{p 8 16 2}{cmd:predict} {it:newvar} [{cmd:if} {it:exp}]
|
||||
[{cmd:in} {it:range}] [{cmd:,} n ]
|
||||
|
||||
{p 4 4 2}where,
|
||||
|
||||
{p 8 21 2}{cmd:n}{space 9}predicted number of events (default){p_end}
|
||||
|
||||
|
||||
{title:Description}
|
||||
|
||||
{p 4 4 2}{cmd:espoisson} fits a FIML endogenous switching Poisson model.
|
||||
An endogenous dummy variable is present in the vector of explanatory
|
||||
variables, and there is unobserved individual heterogeneity. The endogenous
|
||||
dummy variable indicates the realization of two different regimes. The
|
||||
endogenous switching model corrects for the simultaneous equation bias that
|
||||
the presence of the endogenous dummy may induce in a standard exogenous-switch
|
||||
count model.
|
||||
|
||||
{p 4 4 2}This program uses {cmd:ml d0} method.
|
||||
|
||||
|
||||
{title:Options}
|
||||
|
||||
{p 4 8 2}{cmd:edummy(}{it:varname}{cmd:)} (required) specifies the endogenous
|
||||
dummy variable.
|
||||
|
||||
{p 4 8 2} {cmd:switch(}{it:varlist}{cmd:)} specifies explanatory variables for
|
||||
the index function governing the endogenous dummy. If {cmd:switch()} is
|
||||
unspecified then a constant-only model is fitted.
|
||||
|
||||
{p 4 8 2}{cmd:quadrature(}{it:#}{cmd:)} specifies the number of quadrature
|
||||
points for the Gauss-Hermite integral. Six points are used by default.
|
||||
|
||||
{p 4 8 2}{cmd:rho0(}{it:#}{cmd:)} specifies initial value for rho. If
|
||||
unspecified, {cmd:rho0()}=0.01.
|
||||
|
||||
{p 4 8 2}{cmdab:sigma0(}{it:#}{cmdab:)} specifies initial value for sigma. If
|
||||
unspecified, {cmd:sigma0()}=1.0.
|
||||
|
||||
{p 4 8 2}{cmdab:exs} causes the program to fit an exogenous switching
|
||||
model.
|
||||
|
||||
|
||||
{title:Examples}
|
||||
|
||||
{p 8 12 2}{cmd:. espoisson y x1 x2, ed(x2) s(x1) q(16)}{p_end}
|
||||
{p 8 12 2}{cmd:. predict yhat, n}{p_end}
|
||||
|
||||
{p 8 12 2}{cmd:. espoisson y x1 x2, ed(x2) s(x1) q(16) exs}{p_end}
|
||||
{p 8 12 2}{cmd:. predict yhat, n}{p_end}
|
||||
|
||||
|
||||
{title:Author}
|
||||
|
||||
{p 4 8 2}{bf: Alfonso Miranda}{p_end}
|
||||
{p 4 8 2} Economics Department, Warwick University, CV4 7AL, UK.{p_end}
|
||||
{p 4 8 2}E-mail: Alfonso.Miranda-Caso-Luengo@warwick.ac.uk{p_end}
|
||||
|
||||
|
||||
{title:Also see}
|
||||
|
||||
{p 4 14 2}Manual: {hi:[U] 23 Estimation and post-estimation commands},{p_end}
|
||||
{p 13 13 2}{hi:[U] 29 Overview of model estimation in Stata},{p_end}
|
||||
{p 13 13 2}{hi:[R] poisson}
|
||||
{p 4 13 2}Online: help for {help ml}, {help glm}, {help nbreg}, {help svypois},
|
||||
{help xtpois}, {help zip}
|
||||
74
Modules/ado/plus/e/espoisson_ll.ado
Normal file
74
Modules/ado/plus/e/espoisson_ll.ado
Normal file
@ -0,0 +1,74 @@
|
||||
*! Alfonso Miranda Caso Luengo (SJ4-1: st0057)
|
||||
*! Version 1.0 November 21 2002
|
||||
|
||||
program define espoisson_ll
|
||||
|
||||
args todo b f
|
||||
|
||||
tempname lnsigma kappa delta
|
||||
tempvar xb zb
|
||||
|
||||
local y "$ML_y1"
|
||||
local d "$S_edum"
|
||||
|
||||
mleval `xb' = `b', eq(1)
|
||||
mleval `zb' = `b', eq(2)
|
||||
mleval `lnsigma' = `b', eq(3) scalar
|
||||
mleval `kappa' = `b', eq(4) scalar
|
||||
|
||||
|
||||
scalar `lnsigma' = cond(`lnsigma'<-20,-20,`lnsigma')
|
||||
|
||||
if `kappa' <-14 {
|
||||
scalar `kappa' = -14
|
||||
}
|
||||
if `kappa' > 14 {
|
||||
scalar `kappa' = 14
|
||||
}
|
||||
|
||||
tempname sma u rho
|
||||
|
||||
scalar `sma' = exp(`lnsigma')
|
||||
scalar `rho' = (exp(2*`kappa')-1)/(exp(2*`kappa')+1)
|
||||
|
||||
tempvar F p r1 r2 r3 r4 r5 r6
|
||||
|
||||
qui {
|
||||
gen double `F' = . if $ML_samp
|
||||
|
||||
gen double `p' = 0 if $ML_samp
|
||||
gen double `r1' = 0 if $ML_samp
|
||||
gen double `r2' = 0 if $ML_samp
|
||||
gen double `r3' = 0 if $ML_samp
|
||||
gen double `r4' = 0 if $ML_samp
|
||||
gen double `r5' = 0 if $ML_samp
|
||||
gen double `r6' = 0 if $ML_samp
|
||||
|
||||
local m = 1
|
||||
while `m' <= $S_quad {
|
||||
scalar `u' = sqrt(2)*`sma'*scalar(x`m')
|
||||
replace `r1' = `xb' + `u' if $ML_samp
|
||||
replace `r2' = exp(`r1')^(`y')*exp(-exp(`r1')) if $ML_samp
|
||||
replace `r3' = `r2'/exp(lngamma(`y'+1)) if $ML_samp
|
||||
replace `r4' = `zb' + sqrt(2)*`rho'*scalar(x`m') if $ML_samp
|
||||
replace `r5' = `r4'/(sqrt(1-`rho'^2)) if $ML_samp
|
||||
replace `r6' = `d'*norm(`r5') + /*
|
||||
*/ (1-`d')*norm(-`r5') if $ML_samp
|
||||
replace `F' = `r3'*`r6' if $ML_samp
|
||||
replace `p' = `p' + scalar(w`m')*`F' if $ML_samp
|
||||
local m = `m' + 1
|
||||
}
|
||||
replace `p'= (1/sqrt(_pi))*`p' if $ML_samp
|
||||
replace `F' = log(`p') if $ML_samp
|
||||
mlsum `f' = `F' if $ML_samp
|
||||
}
|
||||
end
|
||||
exit
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
50
Modules/ado/plus/e/espoisson_p.ado
Normal file
50
Modules/ado/plus/e/espoisson_p.ado
Normal file
@ -0,0 +1,50 @@
|
||||
*! version 1.0 Alfonso Miranda-Caso-Luengo, June 2003 (SJ4-1: st0057)
|
||||
program define espoisson_p, sort
|
||||
version 7
|
||||
|
||||
local myopts "n"
|
||||
|
||||
_pred_se "`myopts'" `0'
|
||||
if `s(done)' { exit }
|
||||
local vtyp `s(typ)'
|
||||
local varn `s(varn)'
|
||||
local 0 `"`s(rest)'"'
|
||||
|
||||
syntax [if] [in] [, `myopts' noOFFset]
|
||||
|
||||
local type "`n'"
|
||||
marksample touse
|
||||
|
||||
if "`type'"=="n" | "`type'"=="" {
|
||||
|
||||
tempname mu zu lnsigma kappa
|
||||
qui _predict double `mu' if `touse', xb `offset' eq(#1)
|
||||
qui _predict double `zu' if `touse', xb `offset' eq(#2)
|
||||
qui _predict double `lnsigma' if `touse', xb eq(#3)
|
||||
qui _predict double `kappa' if `touse', xb eq(#4)
|
||||
|
||||
local d "`e(edummy)'"
|
||||
|
||||
tempvar sma u rho
|
||||
gen double `sma' = exp(`lnsigma')
|
||||
gen double `rho' = (exp(2*`kappa')-1)/(exp(2*`kappa')+1)
|
||||
|
||||
tempvar p eta
|
||||
gen double `p'=0 if `touse'
|
||||
gen double `eta'=0 if `touse'
|
||||
qui replace `mu'=exp(`mu'-0.5*`sma'^2) if `touse'
|
||||
#delimit ;
|
||||
qui replace `eta' = `d'*(norm(`zu' +`rho'*`sma')/norm(`zu'))
|
||||
+ (1-`d')*(norm(-(`zu'+`rho'*`sma'))/norm(-(`zu'))) if `touse' ;
|
||||
#delimit cr
|
||||
qui replace `p'=`mu'*`eta' if `touse'
|
||||
qui gen `vtyp' `varn'=`p' if `touse'
|
||||
label var `varn' "predicted number of events of `e(depvar)'"
|
||||
exit
|
||||
}
|
||||
end
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
2457
Modules/ado/plus/e/estadd.ado
Normal file
2457
Modules/ado/plus/e/estadd.ado
Normal file
File diff suppressed because it is too large
Load Diff
935
Modules/ado/plus/e/estadd.hlp
Normal file
935
Modules/ado/plus/e/estadd.hlp
Normal file
@ -0,0 +1,935 @@
|
||||
{smcl}
|
||||
{* 08oct2009}{...}
|
||||
{hi:help estadd}{right:also see: {helpb esttab}, {helpb estout}, {helpb eststo}, {helpb estpost}}
|
||||
{right: {browse "http://repec.org/bocode/e/estout"}}
|
||||
{hline}
|
||||
|
||||
{title:Title}
|
||||
|
||||
{p 4 4 2}{hi:estadd} {hline 2} Add results to (stored) estimates
|
||||
|
||||
|
||||
{title:Syntax}
|
||||
|
||||
{p 8 15 2}
|
||||
{cmd:estadd} {it:{help estadd##subcommands:subcommand}} [{cmd:,}
|
||||
{it:{help estadd##opts:options}} ] [ {cmd::} {it:namelist} ]
|
||||
|
||||
|
||||
where {it:namelist} is {cmd:_all} | {cmd:*} | {it:name} [{it:name} ...]
|
||||
|
||||
{marker subcommands}
|
||||
{it:subcommands}{col 26}description
|
||||
{hline 64}
|
||||
Elementary
|
||||
{helpb estadd##local:{ul:loc}al} {it:name ...}{col 26}{...}
|
||||
add a macro
|
||||
{helpb estadd##scalar:{ul:sca}lar} {it:name} {cmd:=} {it:exp}{col 26}{...}
|
||||
add a scalar
|
||||
{helpb estadd##matrix:{ul:mat}rix} {it:name} {cmd:=} {it:mat}{col 26}{...}
|
||||
add a matrix
|
||||
{helpb estadd##rreturn:r({it:name})}{col 26}{...}
|
||||
add contents of {cmd:r(}{it:name}{cmd:)} (matrix or scalar)
|
||||
|
||||
Statistics for each
|
||||
coefficient
|
||||
{helpb estadd##beta:beta}{col 26}{...}
|
||||
standardized coefficients
|
||||
{helpb estadd##vif:vif}{col 26}{...}
|
||||
variance inflation factors (after {cmd:regress})
|
||||
{helpb estadd##pcorr:pcorr}{col 26}{...}
|
||||
partial (and semi-partial) correlations
|
||||
{helpb estadd##expb:expb}{col 26}{...}
|
||||
exponentiated coefficients
|
||||
{helpb estadd##ebsd:ebsd}{col 26}{...}
|
||||
standardized factor change coefficients
|
||||
{helpb estadd##mean:mean}{col 26}{...}
|
||||
means of regressors
|
||||
{helpb estadd##sd:sd}{col 26}{...}
|
||||
standard deviations of regressors
|
||||
{helpb estadd##summ:summ}{col 26}{...}
|
||||
various descriptives of the regressors
|
||||
|
||||
Summary statistics
|
||||
{helpb estadd##coxsnell:coxsnell}{col 26}{...}
|
||||
Cox & Snell's pseudo R-squared
|
||||
{helpb estadd##nagelkerke:nagelkerke}{col 26}{...}
|
||||
Nagelkerke's pseudo R-squared
|
||||
{helpb estadd##lrtest:lrtest} {it:model}{col 26}{...}
|
||||
likelihood-ratio test
|
||||
{helpb estadd##ysumm:ysumm}{col 26}{...}
|
||||
descriptives of the dependent variable
|
||||
|
||||
Other
|
||||
{helpb estadd##margins:margins}{col 26}{...}
|
||||
add results from {cmd:margins} (Stata 11)
|
||||
|
||||
{help estadd##spost:SPost}
|
||||
{helpb estadd##brant:brant}{col 26}{...}
|
||||
add results from {cmd:brant} (if installed)
|
||||
{helpb estadd##fitstat:fitstat}{col 26}{...}
|
||||
add results from {cmd:fitstat} (if installed)
|
||||
{helpb estadd##listcoef:listcoef}{col 26}{...}
|
||||
add results from {cmd:listcoef} (if installed)
|
||||
{helpb estadd##mlogtest:mlogtest}{col 26}{...}
|
||||
add results from {cmd:mlogtest} (if installed)
|
||||
{helpb estadd##prchange:prchange}{col 26}{...}
|
||||
add results from {cmd:prchange} (if installed)
|
||||
{helpb estadd##prvalue:prvalue}{col 26}{...}
|
||||
add results from {cmd:prvalue} (if installed)
|
||||
{helpb estadd##asprvalue:asprvalue}{col 26}{...}
|
||||
add results from {cmd:asprvalue} (if installed)
|
||||
{hline 64}
|
||||
|
||||
{marker opts}
|
||||
{it:{help estadd##options:options}}{col 26}description
|
||||
{hline 64}
|
||||
{cmdab:r:eplace}{col 26}{...}
|
||||
permit overwriting existing {cmd:e()}'s
|
||||
{cmdab:p:refix(}{it:string}{cmd:)}{col 26}{...}
|
||||
specify prefix for names of added results
|
||||
{cmdab:q:uietly}{col 26}{...}
|
||||
suppress output from subcommand (if any)
|
||||
{it:subcmdopts}{col 26}{...}
|
||||
subcommand specific options
|
||||
{hline 64}
|
||||
|
||||
|
||||
{title:Description}
|
||||
|
||||
{p 4 4 2}
|
||||
{cmd:estadd} adds additional results to the {cmd:e()}-returns of an
|
||||
estimation command (see help {help estcom}, help {helpb ereturn}). If no
|
||||
{it:namelist} is provided, then the results are added to the
|
||||
currently active estimates (i.e. the model fit last). If these
|
||||
estimates have been previously stored, the stored copy of the
|
||||
estimates will also be modified. Alternatively, if {it:namelist} is
|
||||
provided after the colon, results are added to all indicated sets of
|
||||
stored estimates (see help {helpb estimates store} or help
|
||||
{helpb eststo}). You may use the {cmd:*} and {cmd:?}
|
||||
wildcards in {it:namelist}. Execution is silent if {it:namelist} is
|
||||
provided.
|
||||
|
||||
{p 4 4 2}
|
||||
Adding additional results to the {cmd:e()}-returns is useful, for example,
|
||||
if the estimates be tabulated by commands such as {helpb estout}
|
||||
or {helpb esttab}. See the {help estadd##examples:Examples} section below for
|
||||
illustration of the usage of {cmd:estadd}.
|
||||
|
||||
{p 4 4 2}Technical note: Some of the subcommands below make use of the
|
||||
information contained in {cmd:e(sample)} to determine estimation sample.
|
||||
These subcommands return error if the estimates do not contain
|
||||
{cmd:e(sample)}.
|
||||
|
||||
|
||||
{title:Subcommands}
|
||||
|
||||
{dlgtab:Elementary}
|
||||
{marker local}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmdab:loc:al} {it:name ...}
|
||||
|
||||
{p 8 8 2}
|
||||
adds in macro {cmd:e(}{it:name}{cmd:)} the specified contents (also
|
||||
see help {helpb ereturn}).
|
||||
|
||||
{marker scalar}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmdab:sca:lar} {it:name} {cmd:=} {it:exp}
|
||||
|
||||
{p 8 8 2}
|
||||
adds in scalar {cmd:e(}{it:name}{cmd:)} the evaluation of {it:exp}
|
||||
(also see help {helpb ereturn}).
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmdab:sca:lar} {cmd:r(}{it:name}{cmd:)}
|
||||
|
||||
{p 8 8 2}
|
||||
adds in scalar {cmd:e(}{it:name}{cmd:)} the value of scalar {cmd:r(}{it:name}{cmd:)}.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmdab:sca:lar} {it:name}
|
||||
|
||||
{p 8 8 2}
|
||||
adds in scalar {cmd:e(}{it:name}{cmd:)} the the value of scalar {it:name}.
|
||||
|
||||
{marker matrix}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmdab:mat:rix} {it:name} {cmd:=} {it:matrix_expression}
|
||||
|
||||
{p 8 8 2}
|
||||
adds in matrix {cmd:e(}{it:name}{cmd:)} the evaluation of {it:matrix_expression}
|
||||
(also see help {helpb matrix define}).
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmdab:mat:rix} {cmd:r(}{it:name}{cmd:)}
|
||||
|
||||
{p 8 8 2}
|
||||
adds in matrix {cmd:e(}{it:name}{cmd:)} a copy of matrix {cmd:r(}{it:name}{cmd:)}.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmdab:mat:rix} {it:name}
|
||||
|
||||
{p 8 8 2}
|
||||
adds in matrix {cmd:e(}{it:name}{cmd:)} a copy of matrix {it:name}.
|
||||
|
||||
{marker rreturn}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmd:r(}{it:name}{cmd:)}
|
||||
|
||||
{p 8 8 2}
|
||||
adds in {cmd:e(}{it:name}{cmd:)} the value of scalar {cmd:r(}{it:name}{cmd:)}
|
||||
or a copy of matrix {cmd:r(}{it:name}{cmd:)}, depending on the nature of
|
||||
{cmd:r(}{it:name}{cmd:)}.
|
||||
|
||||
|
||||
{dlgtab:Statistics for each coefficient}
|
||||
{marker beta}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmd:beta}
|
||||
|
||||
{p 8 8 2}
|
||||
adds in {cmd:e(beta)} the standardized beta coefficients.
|
||||
|
||||
{marker vif}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmd:vif} [{cmd:,} {cmdab:tol:erance} {cmdab:sqr:vif} ]
|
||||
|
||||
{p 8 8 2}
|
||||
adds in {cmd:e(vif)} the variance inflation factors (VIFs) for the
|
||||
regressors (see help {helpb vif}). Note that {cmd:vif} only works
|
||||
with estimates produced by {helpb regress}. {cmd:tolerance}
|
||||
additionally adds the tolerances (1/VIF) in {cmd:e(tolerance)}.
|
||||
{cmd:sqrvif} additionally adds the square roots of the VIFs in
|
||||
{cmd:e(sqrvif)}.
|
||||
|
||||
{marker pcorr}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmd:pcorr} [{cmd:, semi} ]
|
||||
|
||||
{p 8 8 2}
|
||||
adds the partial correlations (see help {helpb pcorr}) and,
|
||||
optionally, the semi-partial correlations between the dependent
|
||||
variable and the individual regressors (see, e.g., the {cmd:pcorr2}
|
||||
package from the SSC Archive). In the case of multiple-equations
|
||||
models, the results are computed for the first equation only. The
|
||||
partial correlations will be returned in {cmd:e(pcorr)} and, if
|
||||
{cmd:semi} is specified, the semi-partial correlations will be
|
||||
returned in {cmd:e(spcorr)}.
|
||||
|
||||
{marker expb}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmd:expb} [{cmd:,} {cmdab:nocons:tant} ]
|
||||
|
||||
{p 8 8 2}
|
||||
adds in {cmd:e(expb)} the exponentiated coefficients (see the help
|
||||
{it:{help eform_option}}). {cmd:noconstant} excludes the constant
|
||||
from the added results.
|
||||
|
||||
{marker ebsd}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmd:ebsd}
|
||||
|
||||
{p 8 8 2}
|
||||
adds in {cmd:e(ebsd)} the standardized factor change coefficients,
|
||||
i.e. exp(b_jS_j), where b_j is the raw coefficient and S_j is the
|
||||
standard deviation of regressor j, that are sometimes reported for
|
||||
logistic regression (see Long 1997).
|
||||
|
||||
{marker mean}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmd:mean}
|
||||
|
||||
{p 8 8 2}
|
||||
adds in {cmd:e(mean)} the means of the regressors.
|
||||
|
||||
{marker sd}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmd:sd} [{cmd:,} {cmdab:nob:inary} ]
|
||||
|
||||
{p 8 8 2}
|
||||
adds in {cmd:e(sd)} the standard deviations of the regressors.
|
||||
{cmd:nobinary} suppresses the computation of the standard deviation
|
||||
for 0/1 variables.
|
||||
|
||||
{marker summ}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmd:summ} [{cmd:,} {it:stats} ]
|
||||
|
||||
{p 8 8 2}
|
||||
adds vectors of the regressors' descriptive statistics to the
|
||||
estimates. The following {it:stats} are available:
|
||||
{p_end}
|
||||
{marker stats}
|
||||
{it:stats}{col 26}description
|
||||
{hline 59}
|
||||
{cmdab:me:an}{col 26}mean
|
||||
{cmdab:su:m}{col 26}sum
|
||||
{cmdab:mi:n}{col 26}minimum
|
||||
{cmdab:ma:x}{col 26}maximum
|
||||
{cmdab:ra:nge}{col 26}range = max - min
|
||||
{cmd:sd}{col 26}standard deviation
|
||||
{cmdab:v:ar}{col 26}variance
|
||||
{cmd:cv}{col 26}coefficient of variation (sd/mean)
|
||||
{cmdab:sem:ean}{col 26}standard error of mean = sd/sqrt(n)
|
||||
{cmdab:sk:ewness}{col 26}skewness
|
||||
{cmdab:k:urtosis}{col 26}kurtosis
|
||||
{cmd:p1}{col 26}1st percentile
|
||||
{cmd:p5}{col 26}5th percentile
|
||||
{cmd:p10}{col 26}10th percentile
|
||||
{cmd:p25}{col 26}25th percentile
|
||||
{cmd:p50}{col 26}50th percentile
|
||||
{cmd:p75}{col 26}75th percentile
|
||||
{cmd:p90}{col 26}90th percentile
|
||||
{cmd:p95}{col 26}95th percentile
|
||||
{cmd:p99}{col 26}99th percentile
|
||||
{cmd:iqr}{col 26}interquartile range = p75 - p25
|
||||
{cmd:all}{col 26}all of the above
|
||||
{cmdab:med:ian}{col 26}equivalent to specifying "{cmd:p50}"
|
||||
{cmd:q}{col 26}equivalent to specifying "{cmd:p25 p50 p75}"
|
||||
{hline 59}
|
||||
|
||||
{p 8 8 2}
|
||||
The default is {cmd:mean sd min max}. Alternatively, indicate the
|
||||
desired statistics. For example, to add information on the
|
||||
regressors' skewness and kurtosis, type
|
||||
|
||||
{inp:. estadd summ, skewness kurtosis}
|
||||
|
||||
{p 8 8 2}
|
||||
The statistics names are used as the names for the returned {cmd:e()}
|
||||
matrices. For example, {cmd:estadd summ, mean} will store the means
|
||||
of the regressors in {cmd:e(mean)}.
|
||||
|
||||
|
||||
{dlgtab:Summary statistics}
|
||||
{marker coxsnell}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmd:coxsnell}
|
||||
|
||||
{p 8 8 2}
|
||||
adds in {cmd:e(coxsnell)} the Cox & Snell pseudo R-squared, which is
|
||||
defined as
|
||||
|
||||
{p 12 12 2}
|
||||
r2_coxsnell = 1 - ( L0 / L1 )^(2/N)
|
||||
|
||||
{p 8 8 2}
|
||||
where L0 is the likelihood of the model without regressors, L1 the
|
||||
likelihood of the full model, and N is the sample size.
|
||||
|
||||
{marker nagelkerke}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmd:nagelkerke}
|
||||
|
||||
{p 8 8 2}
|
||||
adds in {cmd:e(nagelkerke)} the Nagelkerke pseudo R-squared (or Cragg
|
||||
& Uhler pseudo R-squared), which is defined as
|
||||
|
||||
{p 12 12 2}
|
||||
r2_nagelkerke = r2_coxsnell / (1 - L0^(2/N))
|
||||
|
||||
{marker lrtest}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmd:lrtest} {it:model} [{cmd:,} {cmdab:n:ame:(}{it:string}{cmd:)}
|
||||
{it:{help lrtest:lrtest_options}} ]
|
||||
|
||||
{p 8 8 2}
|
||||
adds the results from a likelihood-ratio test, where {it:model} is
|
||||
the comparison model (see help {helpb lrtest}). Added are
|
||||
{cmd:e(lrtest_chi2)}, {cmd:e(lrtest_df)}, and {cmd:e(lrtest_p)}. The
|
||||
names may be modified using the {cmd:name()} option. Specify
|
||||
{cmd:name(}{it:myname}{cmd:)} to add {cmd:e(}{it:myname}{cmd:chi2)},
|
||||
{cmd:e(}{it:myname}{cmd:df)}, and {cmd:e(}{it:myname}{cmd:p)}. See
|
||||
help {helpb lrtest} for the {it:lrtest_options}.
|
||||
|
||||
{marker ysumm}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmd:ysumm} [{cmd:,} {it:stats} ]
|
||||
|
||||
{p 8 8 2}
|
||||
adds descriptive statistics of the dependent variable. See the
|
||||
{helpb estadd##summ:summ} subcommand above for a list of the available
|
||||
{it:stats}. The default is {cmd:mean sd min max}. The default prefix
|
||||
for the names of the added scalars is {cmd:y} (e.g. the mean of the
|
||||
dependent variable will be returned in {cmd:e(ymean)}). Use
|
||||
{cmd:estadd}'s {cmd:prefix()} option to change the prefix. If a model
|
||||
has multiple dependent variables, results for the first variable will
|
||||
be added.
|
||||
|
||||
{dlgtab:Other}
|
||||
{marker margins}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd} {cmd:margins} [{it:marginlist}] [{it:if}] [{it:in}] [{it:weight}] [, {it:options} ]
|
||||
|
||||
{p 8 8 2}
|
||||
adds results from the {cmd:margins} command, which was introduced
|
||||
in Stata 11. See help {helpb margins} for options. All results returned by
|
||||
{cmd:margins} except {cmd:e(V)} are added using "{cmd:margins_}" as a default
|
||||
prefix. For example, the margins are added in {cmd:e(margins_b)}. The
|
||||
standard errors are added in {cmd:e(margins_se)}. Use the {helpb estadd##opts:prefix()}
|
||||
option to change the default prefix.
|
||||
|
||||
{marker spost}
|
||||
{dlgtab:SPost}
|
||||
|
||||
{p 4 4 2} The following subcommands are wrappers for
|
||||
commands from Long and Freese's {helpb SPost} package (see
|
||||
{browse "http://www.indiana.edu/~jslsoc/spost.htm":http://www.indiana.edu/~jslsoc/spost.htm}). Type
|
||||
|
||||
. {net "from http://www.indiana.edu/~jslsoc/stata":net from http://www.indiana.edu/~jslsoc/stata}
|
||||
|
||||
{p 4 4 2}
|
||||
to obtain the latest {cmd:SPost} version (spost9_ado). {cmd:SPost} for Stata 8 (spostado) is not
|
||||
supported.
|
||||
|
||||
{p 4 4 2}For examples on using the subcommands see
|
||||
{browse "http://repec.org/bocode/e/estout/spost.html":http://repec.org/bocode/e/estout/spost.html}.
|
||||
|
||||
{marker brant}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd brant} [{cmd:,} {it:{help brant:brant_options}} ]
|
||||
|
||||
{p 8 8 2}
|
||||
applies {helpb brant} from Long and
|
||||
Freese's {helpb SPost} package and adds the returned results to
|
||||
{cmd:e()}. You may specify {it:brant_options} as described in
|
||||
help {helpb brant}. The following results are added:
|
||||
|
||||
{cmd:e(}{it:...}{cmd:)} Contents
|
||||
{hline 60}
|
||||
Scalars
|
||||
{cmd:brant_chi2} Chi-squared of overall Brant test
|
||||
{cmd:brant_df} Degrees of freedom of overall Brant test
|
||||
{cmd:brant_p} P-value of overall Brant test
|
||||
|
||||
Matrix
|
||||
{cmd:brant} Test results for individual regressors
|
||||
(rows: chi2, p<chi2)
|
||||
{hline 60}
|
||||
|
||||
{p 4 4 2}To address the rows of {cmd:e(brant)} in {helpb estout}'s {cmd:cells()}
|
||||
option type {cmd:brant[chi2]} and {cmd:brant[p<chi2]}.
|
||||
|
||||
{marker fitstat}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd fitstat} [{cmd:,} {it:{help fitstat:fitstat_options}} ]
|
||||
|
||||
{p 8 8 2}
|
||||
applies {helpb fitstat} from Long and
|
||||
Freese's {helpb SPost} package and adds the returned scalars to
|
||||
{cmd:e()}. You may specify {it:fitstat_options} as described in
|
||||
help {helpb fitstat}. Depending on model
|
||||
and options, a selection of the following scalar statistics is added:
|
||||
|
||||
{cmd:e(}{it:...}{cmd:)} Contents
|
||||
{hline 60}
|
||||
{cmd:dev} Deviance (D)
|
||||
{cmd:dev_df} Degrees of freedom of D
|
||||
{cmd:lrx2} LR or Wald X2
|
||||
{cmd:lrx2_df} Degrees of freedom of X2
|
||||
{cmd:lrx2_p} Prob > LR or Wald X2
|
||||
{cmd:r2_adj} Adjusted R2
|
||||
{cmd:r2_mf} McFadden's R2
|
||||
{cmd:r2_mfadj} McFadden's Adj R2
|
||||
{cmd:r2_ml} ML (Cox-Snell) R2
|
||||
{cmd:r2_cu} Cragg-Uhler(Nagelkerke) R2
|
||||
{cmd:r2_mz} McKelvey & Zavoina's R2
|
||||
{cmd:r2_ef} Efron's R2
|
||||
{cmd:v_ystar} Variance of y*
|
||||
{cmd:v_error} Variance of error
|
||||
{cmd:r2_ct} Count R2
|
||||
{cmd:r2_ctadj} Adj Count R2
|
||||
{cmd:aic0} AIC
|
||||
{cmd:aic_n} AIC*n
|
||||
{cmd:bic0} BIC
|
||||
{cmd:bic_p} BIC'
|
||||
{cmd:statabic} BIC used by Stata
|
||||
{cmd:stataaic} AIC used by Stata
|
||||
{cmd:n_rhs} Number of rhs variables
|
||||
{cmd:n_parm} Number of parameters
|
||||
{hline 60}
|
||||
|
||||
{marker listcoef}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd listcoef} [{it:varlist}] [{cmd:,} {cmd:nosd} {it:{help listcoef:listcoef_options}} ]
|
||||
|
||||
{p 8 8 2}
|
||||
applies {helpb listcoef} from Long and
|
||||
Freese's {helpb SPost} package and adds the returned results to
|
||||
{cmd:e()}. You may specify {it:listcoef_options} as described in
|
||||
help {helpb listcoef}. Furthermore, option {cmd:nosd} suppresses
|
||||
adding the standard deviations of the variables in {cmd:e(b_sdx)}.
|
||||
|
||||
{p 8 8 2}Depending on the estimation command and options, several of the
|
||||
following matrices are added:
|
||||
|
||||
{cmd:e(}{it:...}{cmd:)} Contents
|
||||
{hline 60}
|
||||
{cmd:b_xs} x-standardized coefficients
|
||||
{cmd:b_ys} y-standardized coefficients
|
||||
{cmd:b_std} Fully standardized coefficients
|
||||
{cmd:b_fact} Factor change coefficients
|
||||
{cmd:b_facts} Standardized factor change coefficients
|
||||
{cmd:b_pct} Percent change coefficients
|
||||
{cmd:b_pcts} Standardized percent change coefficients
|
||||
{cmd:b_sdx} Standard deviation of the Xs
|
||||
{hline 60}
|
||||
|
||||
{p 8 8 2}For nominal models ({helpb mlogit}, {helpb mprobit}) the
|
||||
original parametrization of {cmd:e(b)} may not match the contrasts
|
||||
computed by {cmd:listcoef}. To be able to tabulate standardized
|
||||
coefficients along with the raw coefficients for the requested
|
||||
contrasts, the following additional matrices are added for
|
||||
these models:
|
||||
|
||||
{cmd:e(}{it:...}{cmd:)} Contents
|
||||
{hline 60}
|
||||
{cmd:b_raw} raw coefficients
|
||||
{cmd:b_se} standard errors of raw coefficients
|
||||
{cmd:b_z} z statistics
|
||||
{cmd:b_p} p-values
|
||||
{hline 60}
|
||||
|
||||
{marker mlogtest}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd mlogtest} [{it:varlist}] [{cmd:,} {it:{help mlogtest:mlogtest_options}} ]
|
||||
|
||||
{p 8 8 2}
|
||||
applies {helpb mlogtest} from Long and
|
||||
Freese's {helpb SPost} package and adds the returned results to
|
||||
{cmd:e()}. You may specify {it:mlogtest_options} as described in
|
||||
help {helpb mlogtest}.
|
||||
|
||||
{p 8 8 2}Depending on the specified options, a selection of the following
|
||||
returns are added:
|
||||
|
||||
{cmd:e(}{it:...}{cmd:)} Contents
|
||||
{hline 60}
|
||||
Scalars
|
||||
{cmd:hausman_set}{it:#}{cmd:_chi2} Hausman IIA tests using {helpb hausman}
|
||||
{cmd:hausman_set}{it:#}{cmd:_df}
|
||||
{cmd:hausman_set}{it:#}{cmd:_p}
|
||||
|
||||
{cmd:suest_set}{it:#}{cmd:_chi2} Hausman IIA tests using {helpb suest}
|
||||
{cmd:suest_set}{it:#}{cmd:_df}
|
||||
{cmd:suest_set}{it:#}{cmd:_p}
|
||||
|
||||
{cmd:smhsiao_set}{it:#}{cmd:_chi2} Small-Hsiao IIA tests
|
||||
{cmd:smhsiao_set}{it:#}{cmd:_df}
|
||||
{cmd:smhsiao_set}{it:#}{cmd:_p}
|
||||
|
||||
{cmd:combine_}{it:#1}{cmd:_}{it:#2}{cmd:_chi2} Wald tests for combination of outcomes
|
||||
{cmd:combine_}{it:#1}{cmd:_}{it:#2}{cmd:_df}
|
||||
{cmd:combine_}{it:#1}{cmd:_}{it:#2}{cmd:_p}
|
||||
|
||||
{cmd:lrcomb_}{it:#1}{cmd:_}{it:#2}{cmd:_chi2} LR tests for combination of outcomes
|
||||
{cmd:lrcomb_}{it:#1}{cmd:_}{it:#2}{cmd:_df}
|
||||
{cmd:lrcomb_}{it:#1}{cmd:_}{it:#2}{cmd:_p}
|
||||
|
||||
{cmd:wald_set}{it:#}{cmd:_chi2} Wald tests for sets of independent
|
||||
{cmd:wald_set}{it:#}{cmd:_df} variables
|
||||
{cmd:wald_set}{it:#}{cmd:_p}
|
||||
|
||||
{cmd:lrtest_set}{it:#}{cmd:_chi2} LR tests for sets of independent
|
||||
{cmd:lrtest_set}{it:#}{cmd:_df} variables
|
||||
{cmd:lrtest_set}{it:#}{cmd:_p}
|
||||
|
||||
Matrices
|
||||
{cmd:wald} Wald tests for individual variables
|
||||
(rows: chi2, df, p)
|
||||
{cmd:lrtest} LR tests for individual variables
|
||||
(rows: chi2, df, p)
|
||||
{hline 60}
|
||||
|
||||
{p 4 4 2}To address the rows of {cmd:e(wald)} and {cmd:e(lrtest)} in {helpb estout}'s
|
||||
{cmd:cells()} option type the row names in brackets, for example, {cmd:wald[p]} or
|
||||
{cmd:lrtest[chi2]}.
|
||||
|
||||
{marker prchange}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd prchange} [{it:varlist}] [{cmd:if} {it:exp}] [{cmd:in} {it:range}] [{cmd:,}
|
||||
{cmdab:pa:ttern(}{it:typepattern}{cmd:)} {cmdab:b:inary(}{it:type}{cmd:)} {cmdab:c:ontinuous(}{it:type}{cmd:)}
|
||||
[{cmd:no}]{cmdab:a:vg} {cmd:split}[{cmd:(}{it:prefix}{cmd:)}] {it:{help prchange:prchange_options}} ]
|
||||
|
||||
{p 8 8 2}
|
||||
applies {helpb prchange} from Long and
|
||||
Freese's {helpb SPost} package and adds the returned results to
|
||||
{cmd:e()}. You may specify {it:prchange_options} as described in
|
||||
help {helpb prchange}. In particular, the {cmd:outcome()} option may be
|
||||
used with models for count, ordered, or nominal outcomes
|
||||
to request results for a specific outcome. Further options are:
|
||||
|
||||
{p 8 12 2}{cmd:pattern(}{it:typepattern}{cmd:)}, {cmd:binary(}{it:type}{cmd:)}, and
|
||||
{cmd:continuous(}{it:type}{cmd:)} to determine which types of discrete change
|
||||
effects are added as the main results. The default is to add the 0 to 1
|
||||
change effect for binary variables and the standard deviation change effect
|
||||
for continuous variables. Use {cmd:binary(}{it:type}{cmd:)} and
|
||||
{cmd:continuous(}{it:type}{cmd:)} to change these defaults. Available
|
||||
types are:
|
||||
|
||||
{it:type} Description
|
||||
{hline 48}
|
||||
{cmdab:mi:nmax} minimum to maximum change effect
|
||||
{cmdab:0:1} 0 to 1 change effect
|
||||
{cmdab:d:elta} {cmd:delta()} change effect
|
||||
{cmdab:s:d} standard deviation change effect
|
||||
{cmdab:m:argefct} marginal effect (some models only)
|
||||
{hline 48}
|
||||
|
||||
{p 12 12 2}Use {cmd:pattern(}{it:typepattern}{cmd:)} if you want to determine the
|
||||
type of the added effects individually for each regressor. For example,
|
||||
{bind:{cmd:pattern(minmax sd delta)}} would add {cmd:minmax} for the first regressor,
|
||||
{cmd:sd} for the second, and {cmd:delta} for the third, and then proceed
|
||||
using the defaults for the remaining variables.
|
||||
|
||||
{p 8 12 2}{cmd:avg} to request that only the average results over
|
||||
all outcomes are added if applied to ordered
|
||||
or nominal models ({helpb ologit}, {helpb oprobit}, {helpb slogit}, {helpb mlogit}, {helpb mprobit}). The
|
||||
default is to add the average results as well as the individual results for
|
||||
the different outcomes (unless {helpb prchange}'s {cmd:outcome()} option is
|
||||
specified, in which case only results for the indicated outcome are
|
||||
added). Furthermore, specify {cmd:noavg} to suppress the average results
|
||||
and only add the outcome-specific results. {cmd:avg} cannot be combined with {cmd:split}
|
||||
or {cmd:outcome()}.
|
||||
|
||||
{p 8 12 2}{cmd:split}[{cmd:(}{it:prefix}{cmd:)}] to save
|
||||
each outcome's results in a separate estimation set if applied to ordered
|
||||
or nominal models ({helpb ologit}, {helpb oprobit}, {helpb slogit}, {helpb mlogit},
|
||||
{helpb mprobit}). The estimation sets are named
|
||||
{it:prefix}{it:#}, where {it:#} is the value of the outcome at hand. If no
|
||||
{it:prefix} is provided, the name of the estimation set followed by an
|
||||
underscore is used as the prefix. If the estimation set has no name
|
||||
(because it has not been stored yet) the name of the estimation command
|
||||
followed by an underscore is used as the prefix (e.g. {cmd:ologit_}). The
|
||||
estimation sets stored by the {cmd:split} option are intended for
|
||||
tabulation only and should not be used with other post-estimation
|
||||
commands.
|
||||
|
||||
{p 8 8 2}Depending on model and options, several of the following matrices
|
||||
and scalars are added:
|
||||
|
||||
{cmd:e(}{it:...}{cmd:)} Contents
|
||||
{hline 60}
|
||||
Scalars
|
||||
{cmd:centered} {cmd:1} if effects are centered, {cmd:0} else
|
||||
{cmd:delta} Value of {cmd:delta()}
|
||||
{cmd:predval}[{it:#}] Prediction(s) at the base values
|
||||
{cmd:outcome} Outcome value ({cmd:outcome()}/{cmd:split} only)
|
||||
|
||||
Matrices
|
||||
{cmd:dc} Discrete change effects (rows: main, minmax,
|
||||
01, delta, sd [, margefct])
|
||||
{cmd:pattern} Types of effects in the main row of {cmd:e(dc)}
|
||||
{cmd:X} Base values and descriptive statistics
|
||||
(rows: X, SD, Min, Max)
|
||||
{hline 60}
|
||||
|
||||
{p 8 8 2}The {cmd:e(dc)} and {cmd:e(X)} matrices have multiple rows. The
|
||||
{cmd:e(dc)} matrix contains the main results as determined by
|
||||
{cmd:pattern()}, {cmd:binary()}, and {cmd:continuous()} in the first row.
|
||||
The second and following rows contain the separate results for each type of
|
||||
effect using the labels provided by {cmd:prchange} as row names. Type
|
||||
{cmd:dc[}{it:#}{cmd:]} or {cmd:dc[}{it:rowname}{cmd:]} to address the rows
|
||||
in {helpb estout}'s {cmd:cells()} option, where {it:#} is the row number
|
||||
or {it:rowname} is the
|
||||
row name. For example, type {cmd:dc[-+sd/2]} to address the centered
|
||||
standard deviation change effects. To tabulate the main results (1st row),
|
||||
simply type {cmd:dc}. {cmd:e(pattern)} indicates the types of effects
|
||||
contained in the main row of {cmd:e(dc)} using numeric codes. The codes are 1
|
||||
for the minimum to maximum change effect, 2 for the 0 to 1 change effect, 3
|
||||
for the {cmd:delta()} change effect, 4 for the standard deviation change
|
||||
effect, and 5 for the marginal effect. {cmd:e(X)} has four rows
|
||||
containing the base values, standard deviations, minimums, and maximums. If
|
||||
the {cmd:fromto} option is specified, two additional matrices,
|
||||
{cmd:e(dcfrom)} and {cmd:e(dcto)} are added.
|
||||
|
||||
{marker prvalue}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd prvalue} [{cmd:if} {it:exp}] [{cmd:in} {it:range}] [{cmd:,} {cmdab:lab:el:(}{it:string}{cmd:)}
|
||||
{it:{help prvalue:prvalue_options}} ]
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:estadd prvalue} {cmd:post} [{it:name}] [{cmd:,} {cmdab:t:itle:(}{it:string}{cmd:)} {cmd:swap} ]
|
||||
|
||||
{p 8 8 2} applies {helpb prvalue} from Long and Freese's {helpb SPost}
|
||||
package and adds the returned results to {cmd:e()}. The procedure is to
|
||||
first collect a series of predictions by repeated calls to
|
||||
{cmd:estadd prvalue} and then apply {cmd:estadd prvalue post} to prepare the results
|
||||
for tabulation as in the following example:
|
||||
|
||||
{com}. logit lfp k5 k618 age wc hc lwg inc
|
||||
. estadd prvalue, x(inc 10) label(low inc)
|
||||
. estadd prvalue, x(inc 20) label(med inc)
|
||||
. estadd prvalue, x(inc 30) label(high inc)
|
||||
. estadd prvalue post
|
||||
. estout{txt}
|
||||
|
||||
{p 8 8 2} You may specify {it:prvalue_options} with {cmd:estadd prvalue} as
|
||||
described in help {helpb prvalue}. For example, use {cmd:x()} and
|
||||
{cmd:rest()} to set the values of the independent variables. Use
|
||||
{cmd:label()} to label the single calls. "pred#" is used as label if
|
||||
{cmd:label()} is omitted, where # is the number of the call. Labels may
|
||||
contain spaces but they will be trimmed to a maximum
|
||||
length of 30 characters and some characters ({cmd::},
|
||||
{cmd:.}, {cmd:"}) will be replaced by underscore. The results
|
||||
from the single calls are collected in matrix {cmd:e(_estadd_prvalue)}
|
||||
(predictions) and matrix {cmd:e(_estadd_prvalue_x)} (x-values). Specify
|
||||
{cmd:replace} to drop results from previous calls.
|
||||
|
||||
{p 8 8 2}
|
||||
{cmd:estadd prvalue post} posts the collected predictions in {cmd:e(b)}
|
||||
so that they can be tabulated. The following results are saved:
|
||||
|
||||
{cmd:e(}{it:...}{cmd:)} Contents
|
||||
{hline 60}
|
||||
Scalars
|
||||
{cmd:N} number of observations
|
||||
|
||||
Macros
|
||||
{cmd:depvar} name of dependent variable
|
||||
{cmd:cmd} {cmd:estadd_prvalue}
|
||||
{cmd:model} model estimation command
|
||||
{cmd:properties} {cmd:b}
|
||||
|
||||
Matrices
|
||||
{cmd:b} predictions
|
||||
{cmd:se} standard errors
|
||||
{cmd:LB} lower confidence interval bounds
|
||||
{cmd:UB} upper confidence interval bounds
|
||||
{cmd:Category} outcome values
|
||||
{cmd:Cond} conditional predictions (some models only)
|
||||
{cmd:X} values of predictors (for each prediction)
|
||||
{cmd:X2} second equation predictors (some models only)
|
||||
{hline 60}
|
||||
|
||||
{p 8 8 2} {cmd:estadd prvalue post} replaces the current model unless
|
||||
{it:name} is specified, in which case the results are stored under {it:name} and the model
|
||||
remains active. However, if the model has a name
|
||||
(because it has been stored), the name of the model is used as a prefix.
|
||||
If, for example, the model has been stored as {cmd:model1}, then
|
||||
{cmd:estadd prvalue post} stores its results under {cmd:model1}{it:name}.
|
||||
Use {cmd:title()} to specify a title for the stored results.
|
||||
|
||||
{p 8 8 2}The default for {cmd:estadd prvalue post} is to arrange
|
||||
{cmd:e(b)} in a way so that predictions are grouped by outcome (i.e. outcome labels are used
|
||||
as equations). Alternatively, specify {cmd:swap} to group predictions by
|
||||
{cmd:prvalue} calls (i.e. to use the prediction labels as equations).
|
||||
|
||||
{p 8 8 2}{cmd:e(X)} contains one row for each independent variable. To address the rows in
|
||||
{helpb estout}'s {cmd:cells()} option type {cmd:X[}{it:varname}{cmd:]}, where {it:varname} is
|
||||
the name of the variable of interest. {cmd:e(X2)}, if provided, is analogous to {cmd:e(X)}.
|
||||
|
||||
{marker asprvalue}
|
||||
{p 4 8 2}
|
||||
{cmd:estadd asprvalue} [{cmd:,} {cmdab:lab:el:(}{it:string}{cmd:)}
|
||||
{it:{help asprvalue:asprvalue_options}} ]
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:estadd asprvalue} {cmd:post} [{it:name}] [{cmd:,} {cmdab:t:itle:(}{it:string}{cmd:)} {cmd:swap} ]
|
||||
|
||||
{p 8 8 2} applies {helpb asprvalue} from Long and Freese's {helpb SPost}
|
||||
package and adds the returned results to {cmd:e()}. The procedure is to
|
||||
first collect a series of predictions by repeated calls to
|
||||
{cmd:estadd asprvalue} and then apply {cmd:estadd asprvalue post} to prepare the results
|
||||
for tabulation as in the following example:
|
||||
|
||||
{com}. clogit choice train bus time invc, group(id)
|
||||
. estadd asprvalue, cat(train bus) label(at means)
|
||||
. estadd asprvalue, cat(train bus) rest(asmean) label(at asmeans)
|
||||
. estadd asprvalue post
|
||||
. estout{txt}
|
||||
|
||||
{p 8 8 2} You may specify {it:asprvalue_options} with {cmd:estadd asprvalue} as
|
||||
described in help {helpb asprvalue}. For example, use {cmd:x()} and
|
||||
{cmd:rest()} to set the values of the independent variables. Use
|
||||
{cmd:label()} to label the single calls. "pred#" is used as label if
|
||||
{cmd:label()} is omitted, where # is the number of the call. Labels may
|
||||
contain spaces but they will be trimmed to a maximum
|
||||
length of 30 characters and some characters ({cmd::},
|
||||
{cmd:.}, {cmd:"}) will be replaced by underscore. The results
|
||||
from the single calls are collected in matrices {cmd:e(_estadd_asprval)}
|
||||
(predictions), {cmd:e(_estadd_asprval_asv)} (values of alternative-specific
|
||||
variables), and {cmd:e(_estadd_asprval_csv)} (values of case-specific
|
||||
variables). Specify {cmd:replace} to drop results from previous calls.
|
||||
|
||||
{p 8 8 2}
|
||||
{cmd:estadd asprvalue post} posts the collected predictions in {cmd:e(b)}
|
||||
so that they can be tabulated. The following results are saved:
|
||||
|
||||
{cmd:e(}{it:...}{cmd:)} Contents
|
||||
{hline 60}
|
||||
Scalars
|
||||
{cmd:N} number of observations
|
||||
|
||||
Macros
|
||||
{cmd:depvar} name of dependent variable
|
||||
{cmd:cmd} {cmd:estadd_asprvalue}
|
||||
{cmd:model} model estimation command
|
||||
{cmd:properties} {cmd:b}
|
||||
|
||||
Matrices
|
||||
{cmd:b} predictions
|
||||
{cmd:asv} alternative-specific variables (if available)
|
||||
{cmd:csv} case-specific variables (if available)
|
||||
{hline 60}
|
||||
|
||||
{p 8 8 2} {cmd:estadd asprvalue post} replaces the current model unless
|
||||
{it:name} is specified, in which case the results are stored under
|
||||
{it:name} and the model remains active. However, if the model has a name
|
||||
(because it has been stored), the name of the model is used as a prefix.
|
||||
If, for example, the model has been stored as {cmd:model1}, then
|
||||
{cmd:estadd asprvalue post} stores its results under {cmd:model1}{it:name}.
|
||||
Use {cmd:title()} to specify a title for the stored results.
|
||||
|
||||
{p 8 8 2}The default for {cmd:estadd asprvalue post} is to arrange
|
||||
{cmd:e(b)} in a way so that predictions are grouped by outcome (i.e. outcome labels are used
|
||||
as equations). Alternatively, specify {cmd:swap} to group predictions by
|
||||
{cmd:prvalue} calls (i.e. to use the prediction labels as equations).
|
||||
|
||||
{p 8 8 2}{cmd:e(asv)} and {cmd:e(csv)} contain one row for each variable.
|
||||
To address the rows in {helpb estout}'s {cmd:cells()} option type
|
||||
{cmd:asv[}{it:varname}{cmd:]} or {cmd:csv[}{it:varname}{cmd:]}, where
|
||||
{it:varname} is the name of the variable of interest.
|
||||
|
||||
{marker options}
|
||||
{title:Options}
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:replace} permits {cmd:estadd} to overwrite existing {cmd:e()}
|
||||
macros, scalars, or matrices.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:prefix(}{it:string}{cmd:)} denotes a prefix for the names of the
|
||||
added results. The default prefix is an empty string. For example, if
|
||||
{cmd:prefix(}{it:string}{cmd:)} is specified, the {cmd:beta}
|
||||
subcommand will return the matrix {cmd:e(}{it:string}{cmd:beta)}.
|
||||
|
||||
{p 4 8 2}{cmd:quietly} suppresses the output from the called subcommand and displays only
|
||||
the list of added results. Note that many of {cmd:estadd}'s subcommands do not generate
|
||||
output, in which case {cmd:quietly} has no effect.
|
||||
|
||||
{p 4 8 2}
|
||||
{it:subcmdopts} are subcommand specific options. See the descriptions
|
||||
of the subcommands above.
|
||||
|
||||
{marker examples}
|
||||
{title:Examples}
|
||||
|
||||
{p 4 4 2}Example 1: Add {cmd:r()}-returns from other programs to the
|
||||
current estimates
|
||||
|
||||
{com}. sysuse auto
|
||||
{txt}(1978 Automobile Data)
|
||||
|
||||
{com}. quietly regress price mpg weight
|
||||
{txt}
|
||||
{com}. test mpg=weight
|
||||
|
||||
{txt} ( 1) {res}mpg - weight = 0
|
||||
|
||||
{txt} F( 1, 71) ={res} 0.36
|
||||
{txt}{col 13}Prob > F ={res} 0.5514
|
||||
{txt}
|
||||
{com}. estadd scalar p_diff = r(p)
|
||||
|
||||
{txt}added scalar:
|
||||
e(p_diff) = {res}.55138216
|
||||
{txt}
|
||||
{com}. estout, stats(p_diff)
|
||||
{res}
|
||||
{txt}{hline 25}
|
||||
{txt} b
|
||||
{txt}{hline 25}
|
||||
{txt}mpg {res} -49.51222{txt}
|
||||
{txt}weight {res} 1.746559{txt}
|
||||
{txt}_cons {res} 1946.069{txt}
|
||||
{txt}{hline 25}
|
||||
{txt}p_diff {res} .5513822{txt}
|
||||
{txt}{hline 25}
|
||||
|
||||
|
||||
{p 4 4 2}Example 2: Add means and standard deviations of the model's regressors
|
||||
to the current estimates
|
||||
|
||||
{com}. quietly logit foreign price mpg
|
||||
{txt}
|
||||
{com}. estadd summ, mean sd
|
||||
|
||||
{txt}added matrices:
|
||||
e(sd) : {res}1 x 3
|
||||
{txt}e(mean) : {res}1 x 3
|
||||
{txt}
|
||||
{com}. estout, cells("mean sd") drop(_cons)
|
||||
{res}
|
||||
{txt}{hline 38}
|
||||
{txt} mean sd
|
||||
{txt}{hline 38}
|
||||
{txt}price {res} 6165.257 2949.496{txt}
|
||||
{txt}mpg {res} 21.2973 5.785503{txt}
|
||||
{txt}{hline 38}
|
||||
|
||||
|
||||
{p 4 4 2}
|
||||
Example 3: Add standardized beta coefficients to stored estimates
|
||||
|
||||
{com}. eststo: quietly regress price mpg
|
||||
{txt}({res}est1{txt} stored)
|
||||
|
||||
{com}. eststo: quietly regress price mpg foreign
|
||||
{txt}({res}est2{txt} stored)
|
||||
|
||||
{com}. estadd beta: *
|
||||
{txt}
|
||||
{com}. estout, cells(beta) drop(_cons)
|
||||
{res}
|
||||
{txt}{hline 38}
|
||||
{txt} est1 est2
|
||||
{txt} beta beta
|
||||
{txt}{hline 38}
|
||||
{txt}mpg {res} -.4685967 -.5770712{txt}
|
||||
{txt}foreign {res} .2757378{txt}
|
||||
{txt}{hline 38}
|
||||
|
||||
|
||||
{p 4 4 2}See
|
||||
{browse "http://repec.org/bocode/e/estout":http://repec.org/bocode/e/estout}
|
||||
for additional examples.
|
||||
|
||||
|
||||
{title:Writing one's own subcommands}
|
||||
|
||||
{p 4 4 2}
|
||||
A program providing a new {cmd:estadd} subcommand should be called
|
||||
{cmd:estadd_}{it:mysubcommand} (see help {helpb program} for advice
|
||||
on defining programs). {it:mysubcommand} will be available to {cmd:estadd} as a new
|
||||
{it:subcommand} after the program definition has been executed or
|
||||
saved to a file called "estadd_{it:mysubcommand}.ado" in either the
|
||||
current directory or somewhere else in the {cmd:adopath}
|
||||
(see help {helpb sysdir}).
|
||||
|
||||
{p 4 4 2}
|
||||
Use the subcommands provided within "estadd.ado" as a starting
|
||||
point for writing new subcommands. See
|
||||
{browse "http://repec.org/bocode/e/estout/estadd.html#estadd007":http://repec.org/bocode/e/estout/estadd.html#estadd007}
|
||||
for an example.
|
||||
|
||||
|
||||
{title:Author}
|
||||
|
||||
{p 4 4 2} Ben Jann, ETH Zurich, jannb@ethz.ch
|
||||
|
||||
|
||||
{title:Also see}
|
||||
|
||||
Manual: {hi:[R] estimates}
|
||||
|
||||
{p 4 13 2}Online: help for
|
||||
{helpb estimates},
|
||||
{helpb ereturn},
|
||||
{helpb program},
|
||||
{helpb esttab},
|
||||
{helpb estout},
|
||||
{helpb eststo},
|
||||
{helpb estpost}
|
||||
{p_end}
|
||||
4495
Modules/ado/plus/e/estout.ado
Normal file
4495
Modules/ado/plus/e/estout.ado
Normal file
File diff suppressed because it is too large
Load Diff
2438
Modules/ado/plus/e/estout.hlp
Normal file
2438
Modules/ado/plus/e/estout.hlp
Normal file
File diff suppressed because it is too large
Load Diff
1839
Modules/ado/plus/e/estpost.ado
Normal file
1839
Modules/ado/plus/e/estpost.ado
Normal file
File diff suppressed because it is too large
Load Diff
1322
Modules/ado/plus/e/estpost.hlp
Normal file
1322
Modules/ado/plus/e/estpost.hlp
Normal file
File diff suppressed because it is too large
Load Diff
343
Modules/ado/plus/e/eststo.ado
Normal file
343
Modules/ado/plus/e/eststo.ado
Normal file
@ -0,0 +1,343 @@
|
||||
*! version 1.1.0 05nov2008 Ben Jann
|
||||
|
||||
program define eststo, byable(onecall)
|
||||
version 8.2
|
||||
local caller : di _caller()
|
||||
// --- eststo clear ---
|
||||
if `"`1'"'=="clear" {
|
||||
if `"`0'"'!="clear" {
|
||||
di as err "invalid syntax"
|
||||
exit 198
|
||||
}
|
||||
if "`_byvars'"!="" error 190
|
||||
_eststo_clear
|
||||
exit
|
||||
}
|
||||
// --- update globals ---
|
||||
_eststo_cleanglobal
|
||||
// --- eststo dir ---
|
||||
if `"`1'"'=="dir" {
|
||||
if `"`0'"'!="dir" {
|
||||
di as err "invalid syntax"
|
||||
exit 198
|
||||
}
|
||||
if "`_byvars'"!="" error 190
|
||||
_eststo_dir
|
||||
exit
|
||||
}
|
||||
// --- eststo drop ---
|
||||
if `"`1'"'=="drop" {
|
||||
if "`_byvars'"!="" error 190
|
||||
_eststo_`0'
|
||||
exit
|
||||
}
|
||||
// --- eststo store (no by) ---
|
||||
if "`_byvars'"=="" {
|
||||
version `caller': _eststo_store `0'
|
||||
exit
|
||||
}
|
||||
// --- eststo store (by) ---
|
||||
// - check sorting
|
||||
local sortedby : sortedby
|
||||
local i 0
|
||||
foreach byvar of local _byvars {
|
||||
local sortedbyi : word `++i' of `sortedby'
|
||||
if "`byvar'"!="`sortedbyi'" error 5
|
||||
}
|
||||
// - parse command on if qualified
|
||||
capt _on_colon_parse `0'
|
||||
if _rc error 190
|
||||
if `"`s(after)'"'=="" error 190
|
||||
local estcom `"`s(after)'"'
|
||||
local 0 `"`s(before)'"'
|
||||
if substr(trim(`"`estcom'"'),1,3)=="svy" {
|
||||
di as err "svy commands not allowed with by ...: eststo:"
|
||||
exit 190
|
||||
}
|
||||
AddBygrpToIfqualifier `estcom'
|
||||
// - parse syntax of _eststo_store call in order to determine
|
||||
// whether title() or missing was specified (note that
|
||||
// -estimates change- cannot be used to set the titles since
|
||||
// it does not work with -noesample-)
|
||||
TitleAndMissing `0'
|
||||
// - generate byindex
|
||||
tempname _byindex
|
||||
qui egen long `_byindex' = group(`_byvars'), label `missing'
|
||||
qui su `_byindex', meanonly
|
||||
if r(N)==0 error 2000
|
||||
local Nby = r(max)
|
||||
// - loop over bygroups
|
||||
forv i = 1/`Nby' {
|
||||
local ibylab: label (`_byindex') `i'
|
||||
di as txt _n "{hline}"
|
||||
di as txt `"-> `ibylab'"' // could be improved
|
||||
if `titleopt'==0 local ibytitle
|
||||
else if `titleopt'==1 local ibytitle `" title(`ibylab')"'
|
||||
else if `titleopt'==2 local ibytitle `", title(`ibylab')"'
|
||||
capture noisily {
|
||||
version `caller': _eststo_store `0'`ibytitle' : `estcmd'
|
||||
}
|
||||
if _rc {
|
||||
if "`_byrc0'"=="" error _rc
|
||||
}
|
||||
}
|
||||
end
|
||||
|
||||
prog TitleAndMissing
|
||||
capt syntax [anything] , Title(string) [ MISsing * ]
|
||||
if _rc==0 {
|
||||
c_local titleopt 0
|
||||
c_local missing "`missing'"
|
||||
}
|
||||
else {
|
||||
syntax [anything] [ , MISsing * ]
|
||||
if `"`missing'`options'"'!="" c_local titleopt 1
|
||||
else c_local titleopt 2
|
||||
c_local missing "`missing'"
|
||||
}
|
||||
end
|
||||
|
||||
program AddBygrpToIfqualifier
|
||||
syntax anything(equalok) [if/] [in] [using] [fw aw pw iw] [, * ]
|
||||
local estcom `"`macval(anything)' if (\`_byindex'==\`i')"'
|
||||
if `"`macval(if)'"'!="" {
|
||||
local estcom `"`macval(estcom)' & (`macval(if)')"'
|
||||
}
|
||||
if `"`macval(in)'"'!="" {
|
||||
local estcom `"`macval(estcom)' `macval(in)'"'
|
||||
}
|
||||
if `"`macval(using)'"'!="" {
|
||||
local estcom `"`macval(estcom)' `macval(using)'"'
|
||||
}
|
||||
if `"`macval(weight)'"'!="" {
|
||||
local estcom `"`macval(estcom)' [`macval(weight)'`macval(exp)']"'
|
||||
}
|
||||
if `"`macval(options)'"'!="" {
|
||||
local estcom `"`macval(estcom)', `macval(options)'"'
|
||||
}
|
||||
c_local estcmd `"`macval(estcom)'"'
|
||||
end
|
||||
|
||||
program define _eststo_clear
|
||||
local names $eststo
|
||||
foreach name of local names {
|
||||
capt estimates drop `name'
|
||||
}
|
||||
global eststo
|
||||
global eststo_counter
|
||||
end
|
||||
|
||||
program define _eststo_dir
|
||||
if `"$eststo"'!="" {
|
||||
estimates dir $eststo
|
||||
}
|
||||
end
|
||||
|
||||
program define _eststo_cleanglobal
|
||||
local enames $eststo
|
||||
if `"`enames'"'!="" {
|
||||
tempname hcurrent
|
||||
_return hold `hcurrent'
|
||||
qui _estimates dir
|
||||
local snames `r(names)'
|
||||
_return restore `hcurrent'
|
||||
}
|
||||
local names: list enames & snames
|
||||
global eststo `names'
|
||||
if "`names'"=="" global eststo_counter
|
||||
end
|
||||
|
||||
program define _eststo_drop
|
||||
local droplist `0'
|
||||
if `"`droplist'"'=="" {
|
||||
di as error "someting required"
|
||||
exit 198
|
||||
}
|
||||
local names $eststo
|
||||
foreach item of local droplist {
|
||||
capt confirm integer number `item'
|
||||
if _rc {
|
||||
local dropname `item'
|
||||
}
|
||||
else {
|
||||
if `item'<1 {
|
||||
di as error "`item' not allowed"
|
||||
exit 198
|
||||
}
|
||||
local dropname est`item'
|
||||
}
|
||||
local found 0
|
||||
foreach name in `names' {
|
||||
if match("`name'",`"`dropname'"') {
|
||||
local found 1
|
||||
estimates drop `name'
|
||||
local names: list names - name
|
||||
di as txt "(" as res "`name'" as txt " dropped)"
|
||||
}
|
||||
}
|
||||
if `found'==0 {
|
||||
di as txt "(no matches found for " as res `"`dropname'"' as txt ")"
|
||||
}
|
||||
}
|
||||
global eststo `names'
|
||||
end
|
||||
|
||||
|
||||
program define _eststo_store, eclass
|
||||
local caller : di _caller()
|
||||
capt _on_colon_parse `0'
|
||||
if !_rc {
|
||||
local command `"`s(after)'"'
|
||||
local 0 `"`s(before)'"'
|
||||
}
|
||||
syntax [name] [, ///
|
||||
Title(passthru) ///
|
||||
Prefix(name) ///
|
||||
Refresh Refresh2(numlist integer max=1 >0) ///
|
||||
ADDscalars(string asis) ///
|
||||
noEsample ///
|
||||
noCopy ///
|
||||
MISsing svy /// doesn't do anything
|
||||
]
|
||||
if `"`prefix'"'=="" local prefix "est"
|
||||
|
||||
// get previous eststo names and counter
|
||||
local names $eststo
|
||||
local counter $eststo_counter
|
||||
if `"`counter'"'=="" local counter 0
|
||||
|
||||
// if name provided; set refresh on if name already in list
|
||||
if "`namelist'"!="" {
|
||||
if "`refresh2'"!="" {
|
||||
di as error "refresh() not allowed"
|
||||
exit 198
|
||||
}
|
||||
local name `namelist'
|
||||
if `:list name in names' local refresh refresh
|
||||
else {
|
||||
if "`refresh'"!="" {
|
||||
di as txt "(" as res "`name'" as txt " not found)"
|
||||
}
|
||||
local refresh
|
||||
}
|
||||
if "`refresh'"=="" local ++counter
|
||||
}
|
||||
// if no name provided
|
||||
else {
|
||||
if "`refresh2'"!="" local refresh refresh
|
||||
if "`refresh'"!="" {
|
||||
// refresh2 not provided => refresh last (if available)
|
||||
if "`refresh2'"=="" {
|
||||
if "`names'"=="" {
|
||||
di as txt "(nothing to refresh)"
|
||||
local refresh
|
||||
}
|
||||
else local name: word `:list sizeof names' of `names'
|
||||
}
|
||||
// refresh2 provided => check availability
|
||||
else {
|
||||
if `:list posof "`prefix'`refresh2'" in names' {
|
||||
local name `prefix'`refresh2'
|
||||
}
|
||||
else {
|
||||
di as txt "(" as res "`prefix'`refresh2'" as txt " not found)"
|
||||
local refresh
|
||||
}
|
||||
}
|
||||
}
|
||||
if "`refresh'"=="" local ++counter
|
||||
// set default name
|
||||
if "`name'"=="" local name `prefix'`counter'
|
||||
}
|
||||
|
||||
// run estimation command if provided
|
||||
if `"`command'"'!="" {
|
||||
version `caller': `command'
|
||||
}
|
||||
|
||||
// add scalars to e()
|
||||
if `"`addscalars'"'!="" {
|
||||
capt ParseAddscalars `addscalars'
|
||||
if _rc {
|
||||
di as err `"addscalars() invalid"'
|
||||
exit 198
|
||||
}
|
||||
if "`replace'"=="" {
|
||||
local elist `: e(scalars)' `: e(macros)' `: e(matrices)' `: e(functions)'
|
||||
}
|
||||
local forbidden b V sample
|
||||
while (1) {
|
||||
gettoken lhs rest: rest
|
||||
if `:list lhs in forbidden' {
|
||||
di as err `"`lhs' not allowed in addscalars()"'
|
||||
exit 198
|
||||
}
|
||||
if "`replace'"=="" {
|
||||
if `:list lhs in elist' {
|
||||
di as err `"e(`lhs') already defined"'
|
||||
exit 110
|
||||
}
|
||||
}
|
||||
gettoken rhs rest: rest, bind
|
||||
capt eret scalar `lhs' = `rhs'
|
||||
if _rc {
|
||||
di as err `"addscalars() invalid"'
|
||||
exit 198
|
||||
}
|
||||
capture local result = e(`lhs')
|
||||
di as txt "(e(" as res `"`lhs'"' as txt ") = " ///
|
||||
as res `result' as txt " added)"
|
||||
if `"`rest'"'=="" continue, break
|
||||
}
|
||||
}
|
||||
// add e(cmd) if missing
|
||||
if `"`e(cmd)'"'=="" {
|
||||
if `"`: e(scalars)'`: e(macros)'`: e(matrices)'`: e(functions)'"'!="" {
|
||||
eret local cmd "."
|
||||
}
|
||||
}
|
||||
|
||||
// store estimates with e(sample)
|
||||
estimates store `name' , `copy' `title'
|
||||
|
||||
// remove e(sample) if -noesample- specified
|
||||
if "`esample'"!="" {
|
||||
capt confirm new var _est_`name'
|
||||
if _rc {
|
||||
tempname hcurrent
|
||||
_est hold `hcurrent', restore estsystem nullok
|
||||
qui replace _est_`name' = . in 1
|
||||
_est unhold `name'
|
||||
capt confirm new var _est_`name'
|
||||
if _rc qui drop _est_`name'
|
||||
else {
|
||||
di as error "somethings wrong; please contact author of -eststo- " ///
|
||||
"(see e-mail in help {help eststo})"
|
||||
exit 498
|
||||
}
|
||||
_est hold `name', estimates varname(_est_`name')
|
||||
// varname() only needed so that _est hold does not return error
|
||||
// if variable `name' exists
|
||||
}
|
||||
}
|
||||
|
||||
// report
|
||||
if "`refresh'"=="" {
|
||||
global eststo `names' `name'
|
||||
global eststo_counter `counter'
|
||||
if `"`namelist'"'=="" {
|
||||
di as txt "(" as res "`name'" as txt " stored)"
|
||||
}
|
||||
}
|
||||
else {
|
||||
if `"`namelist'"'=="" {
|
||||
di as txt "(" as res "`name'" as txt " refreshed)"
|
||||
}
|
||||
}
|
||||
end
|
||||
|
||||
program ParseAddscalars
|
||||
syntax anything [ , Replace ]
|
||||
c_local rest `"`anything'"'
|
||||
c_local replace `replace'
|
||||
end
|
||||
347
Modules/ado/plus/e/eststo.hlp
Normal file
347
Modules/ado/plus/e/eststo.hlp
Normal file
@ -0,0 +1,347 @@
|
||||
{smcl}
|
||||
{* 07jan2009}{...}
|
||||
{hi:help eststo}{right:also see: {helpb esttab}, {helpb estout}, {helpb estadd}, {helpb estpost}}
|
||||
{right: {browse "http://repec.org/bocode/e/estout"}}
|
||||
{hline}
|
||||
|
||||
{title:Title}
|
||||
|
||||
{p 4 4 2}{hi:eststo} {hline 2} Store estimates
|
||||
|
||||
|
||||
{title:Syntax}{smcl}
|
||||
|
||||
{p 8 15 2}
|
||||
[{cmd:_}]{cmd:eststo} [{it:name}]
|
||||
[{cmd:,} {it:{help eststo##options:options}} ]
|
||||
[ {cmd::} {it:{help estimation_command}} ]
|
||||
|
||||
{p 8 15 2}
|
||||
[{cmd:_}]{cmd:eststo dir}
|
||||
|
||||
{p 8 15 2}
|
||||
[{cmd:_}]{cmd:eststo drop} {{it:#}|{it:name}} [ {{it:#}|{it:name}} ... ]
|
||||
|
||||
{p 8 15 2}
|
||||
[{cmd:_}]{cmd:eststo clear}
|
||||
|
||||
{marker options}
|
||||
{it:options}{col 23}description
|
||||
{hline 56}
|
||||
[{ul:{cmd:no}}]{cmdab:e:sample}{col 23}{...}
|
||||
do not/do store {cmd:e(sample)}
|
||||
{cmdab:t:itle:(}{it:string}{cmd:)}{col 23}{...}
|
||||
specify a title for the stored set
|
||||
{cmdab:p:refix:(}{it:prefix}{cmd:)}{col 23}{...}
|
||||
specify a name prefix; default is {cmd:est}
|
||||
{cmdab:add:scalars(}{it:...}{cmd:)}{col 23}{...}
|
||||
add scalar statistics
|
||||
{cmdab:r:efresh}[{cmd:(}{it:#}{cmd:)}]{col 23}{...}
|
||||
overwrite a previously stored set
|
||||
{cmdab:noc:opy}{col 23}{...}
|
||||
clear {cmd:e()} after storing the set
|
||||
{cmdab:mis:sing}{col 23}{...}
|
||||
use missing values in the {cmd:by} groups
|
||||
{hline 56}
|
||||
|
||||
{p 4 4 2}
|
||||
{cmd:by} is allowed with {cmd:eststo} if {cmd:eststo}
|
||||
is used as a prefix command, i.e. specify
|
||||
|
||||
{cmd:by} {it:...} {cmd::} {cmd:eststo} {it:...} {cmd::} {it:estimation_command}
|
||||
|
||||
{p 4 4 2}
|
||||
to apply {it:estimation_command} to each {cmd:by} group and store an estimation
|
||||
set for each group; see help {help by}. Note that the implementation of {cmd:by}
|
||||
with {cmd:eststo} requires {it:estimation_command}
|
||||
to follow {help language:standard Stata syntax} and
|
||||
allow the {it:{help if}} qualifier. Do not use the
|
||||
{bind:{cmd:by} {it:...}{cmd:: eststo:}} construct with
|
||||
{cmd:svy} commands.
|
||||
|
||||
|
||||
{title:Description}
|
||||
|
||||
{p 4 4 2}
|
||||
{cmd:eststo} stores a copy of the active estimation results for later
|
||||
tabulation. If {it:name} is provided, the estimation set is stored
|
||||
under {it:name}. If {it:name} is not provided, the estimation set is
|
||||
stored under {cmd:est}{it:#}, where {it:#} is a counter for the
|
||||
number of stored estimation sets.
|
||||
|
||||
{p 4 4 2}
|
||||
{cmd:eststo} may be used in two ways: Either after fitting a model as
|
||||
in
|
||||
|
||||
{com}. regress y x
|
||||
. eststo{txt}
|
||||
|
||||
{p 4 4 2}
|
||||
or as a prefix command (see help {help prefix}):
|
||||
|
||||
{com}. eststo: regress y x{txt}
|
||||
|
||||
{p 4 4 2}
|
||||
{cmd:_eststo} is a variant on {cmd:eststo} that, by default, does not
|
||||
store the estimation sample information contained in {cmd:e(sample)}.
|
||||
Essentially, {cmd:_eststo} is a shortcut to {cmd:eststo, noesample}.
|
||||
|
||||
{p 4 4 2}
|
||||
{cmd:eststo dir} displays a list of the stored estimates.
|
||||
|
||||
{p 4 4 2}
|
||||
{cmd:eststo drop} drops estimation sets stored by {cmd:eststo}. If {it:name} is
|
||||
provided, the estimation set stored under {it:name}
|
||||
is dropped (if {cmd:*} or {cmd:?} wildcards are used {it:name},
|
||||
all matching sets are dropped). Alternatively, if {it:#} is provided,
|
||||
the estimation set stored as {cmd:est}{it:#} is dropped.
|
||||
|
||||
{p 4 4 2}
|
||||
{cmd:eststo clear} drops all estimation sets stored by {cmd:eststo} (and clears
|
||||
{cmd:eststo}'s global macros).
|
||||
|
||||
{p 4 4 2}
|
||||
{cmd:eststo} is an alternative to official Stata's
|
||||
{helpb estimates store}. The main differences are:
|
||||
|
||||
{p 8 12 2}
|
||||
{space 1}o{space 2}{cmd:eststo} does not require the user to specify a
|
||||
name for the stored estimation set.
|
||||
|
||||
{p 8 12 2}
|
||||
{space 1}o{space 2}{cmd:eststo} may be used as a prefix command (see
|
||||
help {help prefix}).
|
||||
|
||||
{p 8 12 2}
|
||||
{space 1}o{space 2}{cmd:eststo} provides the possibility to store
|
||||
estimates without the {cmd:e(sample)} function (either specify the
|
||||
{cmd:noesample} option or use the {cmd:_eststo} command). Omitting
|
||||
{cmd:e(sample)} saves memory and also speeds up tabulation programs
|
||||
such as {helpb estimates table}, {helpb estout} or {helpb esttab}.
|
||||
{hi:Warning:} Some post-estimation commands may not work with
|
||||
estimation sets that do not contain the {cmd:e(sample)}.
|
||||
|
||||
{p 8 12 2}
|
||||
{space 1}o{space 2}{cmd:eststo} can add additional scalar statistics to
|
||||
be stored with the estimation set.
|
||||
|
||||
|
||||
{title:Options}
|
||||
{marker esample}
|
||||
{p 4 8 2}
|
||||
{cmd:esample} causes the information in {cmd:e(sample)} to be stored
|
||||
with the estimates. This is the default in {cmd:eststo}. Type
|
||||
{cmd:noesample} or use the {cmd:_eststo} command to omit the
|
||||
{cmd:e(sample)}. Note that some post-estimation commands may not be
|
||||
working correctly with estimation sets that have been stored without
|
||||
{cmd:e(sample)}.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:title(}{it:string}{cmd:)} specifies a title for the stored
|
||||
estimation set.
|
||||
{p_end}
|
||||
{marker addscalars}
|
||||
{p 4 8 2}
|
||||
{cmd:addscalars(}{it:name exp} [{it:...}] [{cmd:,} {cmdab:r:eplace}]{cmd:)}
|
||||
may be used to add additional results to the {cmd:e()}-scalars of the
|
||||
estimation set before storing it. Specify the names and values of the
|
||||
scalars in pairs. For example, {cmd:addscalars(one 1 two 2)} would
|
||||
add {cmd:e(one)} = {cmd:1} and {cmd:e(two)} = {cmd:2}. See below for
|
||||
an example. The {cmd:replace} suboption permits overwriting existing
|
||||
{cmd:e()}-returns. Not allowed as names are "b", "V", or "sample".
|
||||
See {helpb estadd} for a more sophisticated tool to add additional
|
||||
results to {cmd:e()}-returns.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:prefix(}{it:prefix}{cmd:)} specifies a custom prefix for the
|
||||
automatic names of the stored estimation sets. The default prefix
|
||||
is {cmd:est}.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:refresh}[{cmd:(}{it:#}{cmd:)}] may be used to overwrite a
|
||||
previously stored estimation set instead of storing the estimates
|
||||
under a new name. {cmd:refresh}, specified without argument, will
|
||||
overwrite the last saved set. Alternatively,
|
||||
{cmd:refresh(}{it:#}{cmd:)} will overwrite the set named
|
||||
{cmd:est}{it:#} if it exists. If {it:name} is provided to {cmd:eststo},
|
||||
existing sets of the same name will always be overwritten whether or
|
||||
not {cmd:refresh} is specified. {cmd:refresh()} with argument is not
|
||||
allowed in this case.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:nocopy} specifies that after the estimation set has been stored,
|
||||
it no longer be available as the active estimation set.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:missing} is for use of {cmd:eststo} with the {cmd:by} prefix command and
|
||||
causes missing values to be treated like any other values in the {cmd:by}
|
||||
variables. The default is to discard observations with missing values in the
|
||||
{cmd:by} variables.
|
||||
|
||||
|
||||
{title:Examples}
|
||||
|
||||
{p 4 4 2}
|
||||
Applying {cmd:eststo} after fiting a model to store the model's results,
|
||||
as in the following example:
|
||||
|
||||
{com}. sysuse auto
|
||||
{txt}(1978 Automobile Data)
|
||||
|
||||
{com}. quietly regress price weight
|
||||
{txt}
|
||||
{com}. eststo model1
|
||||
{txt}
|
||||
{com}. quietly regress turn weight foreign
|
||||
{txt}
|
||||
{com}. eststo model2
|
||||
{txt}
|
||||
{com}. estout
|
||||
{res}
|
||||
{txt}{hline 38}
|
||||
{txt} model1 model2
|
||||
{txt} b b
|
||||
{txt}{hline 38}
|
||||
{txt}weight {res} 2.044063 .0042183{txt}
|
||||
{txt}foreign {res} -1.809802{txt}
|
||||
{txt}_cons {res} -6.707353 27.44963{txt}
|
||||
{txt}{hline 38}
|
||||
|
||||
|
||||
{p 4 4 2}
|
||||
Applying {cmd:eststo} as a prefix commmand to fit and store a model in one step:
|
||||
|
||||
{com}. eststo model1: quietly regress price weight
|
||||
{txt}
|
||||
{com}. eststo model2: quietly regress turn weight foreign
|
||||
{txt}
|
||||
{com}. estout
|
||||
{res}
|
||||
{txt}{hline 38}
|
||||
{txt} model1 model2
|
||||
{txt} b b
|
||||
{txt}{hline 38}
|
||||
{txt}weight {res} 2.044063 .0042183{txt}
|
||||
{txt}foreign {res} -1.809802{txt}
|
||||
{txt}_cons {res} -6.707353 27.44963{txt}
|
||||
{txt}{hline 38}
|
||||
|
||||
|
||||
{p 4 4 2}
|
||||
Using {cmd:eststo} with automatic names:
|
||||
|
||||
{com}. eststo clear
|
||||
{txt}
|
||||
{com}. eststo: quietly regress price weight
|
||||
{txt}({res}est1{txt} stored)
|
||||
|
||||
{com}. eststo: quietly regress turn weight foreign
|
||||
{txt}({res}est2{txt} stored)
|
||||
|
||||
{com}. estout
|
||||
{res}
|
||||
{txt}{hline 38}
|
||||
{txt} est1 est2
|
||||
{txt} b b
|
||||
{txt}{hline 38}
|
||||
{txt}weight {res} 2.044063 .0042183{txt}
|
||||
{txt}foreign {res} -1.809802{txt}
|
||||
{txt}_cons {res} -6.707353 27.44963{txt}
|
||||
{txt}{hline 38}
|
||||
|
||||
|
||||
{p 4 4 2}
|
||||
Adding ancillary statistics:
|
||||
|
||||
{com}. eststo clear
|
||||
{txt}
|
||||
{com}. quietly regress price weight mpg
|
||||
{txt}
|
||||
{com}. test weight = mpg
|
||||
|
||||
{txt} ( 1) {res}weight - mpg = 0
|
||||
|
||||
{txt} F( 1, 71) ={res} 0.36
|
||||
{txt}{col 13}Prob > F ={res} 0.5514
|
||||
{txt}
|
||||
{com}. eststo, add(p_diff r(p))
|
||||
{txt}(e({res}p_diff{txt}) = {res}.55138216{txt} added)
|
||||
({res}est1{txt} stored)
|
||||
|
||||
{com}. estout, stat(p_diff)
|
||||
{res}
|
||||
{txt}{hline 25}
|
||||
{txt} est1
|
||||
{txt} b
|
||||
{txt}{hline 25}
|
||||
{txt}weight {res} 1.746559{txt}
|
||||
{txt}mpg {res} -49.51222{txt}
|
||||
{txt}_cons {res} 1946.069{txt}
|
||||
{txt}{hline 25}
|
||||
{txt}p_diff {res} .5513822{txt}
|
||||
{txt}{hline 25}
|
||||
|
||||
|
||||
{p 4 4 2}
|
||||
Using the {cmd:by} prefix to store subbroup models:
|
||||
|
||||
{com}. eststo clear
|
||||
{txt}
|
||||
{com}. quietly by foreign: eststo: quietly reg price weight mpg
|
||||
{txt}
|
||||
{com}. esttab, label nodepvar nonumber
|
||||
{res}
|
||||
{txt}{hline 52}
|
||||
{txt} Domestic Foreign
|
||||
{txt}{hline 52}
|
||||
{txt}Weight (lbs.) {res} 4.415*** 5.156***{txt}
|
||||
{res} {ralign 12:{txt:(}4.66{txt:)}} {ralign 12:{txt:(}5.85{txt:)}} {txt}
|
||||
|
||||
{txt}Mileage (mpg) {res} 237.7 -19.78 {txt}
|
||||
{res} {ralign 12:{txt:(}1.71{txt:)}} {ralign 12:{txt:(}-0.34{txt:)}} {txt}
|
||||
|
||||
{txt}Constant {res} -13285.4* -5065.8 {txt}
|
||||
{res} {ralign 12:{txt:(}-2.32{txt:)}} {ralign 12:{txt:(}-1.58{txt:)}} {txt}
|
||||
{txt}{hline 52}
|
||||
{txt}Observations {res} 52 22 {txt}
|
||||
{txt}{hline 52}
|
||||
{txt}t statistics in parentheses
|
||||
{txt}* p<0.05, ** p<0.01, *** p<0.001
|
||||
|
||||
|
||||
{title:Returned results}
|
||||
|
||||
{p 4 4 2}
|
||||
The name under which an estimation set is stored, is added to the set in
|
||||
{cmd:e(_estimates_name)}.
|
||||
|
||||
{p 4 4 2}
|
||||
In addition, {cmd:eststo} maintains two global macros. {cmd:$eststo} contains a list
|
||||
of the names of the stored estimation sets. {cmd:$eststo_counter}
|
||||
contains the count of stored estimation sets.
|
||||
|
||||
|
||||
{title:Acknowledgements}
|
||||
|
||||
{p 4 4 2}
|
||||
Bill Gould suggested to make {cmd:eststo} "byable".
|
||||
|
||||
|
||||
{title:Author}
|
||||
|
||||
{p 4 4 2}
|
||||
Ben Jann, ETH Zurich, jannb@ethz.ch
|
||||
|
||||
|
||||
{title:Also see}
|
||||
|
||||
Manual: {hi:[R] estimates}
|
||||
|
||||
{p 4 13 2}Online: help for
|
||||
{helpb estimates},
|
||||
{helpb esttab},
|
||||
{helpb estout},
|
||||
{helpb estadd},
|
||||
{helpb estpost}
|
||||
{p_end}
|
||||
|
||||
1199
Modules/ado/plus/e/esttab.ado
Normal file
1199
Modules/ado/plus/e/esttab.ado
Normal file
File diff suppressed because it is too large
Load Diff
905
Modules/ado/plus/e/esttab.hlp
Normal file
905
Modules/ado/plus/e/esttab.hlp
Normal file
@ -0,0 +1,905 @@
|
||||
{smcl}
|
||||
{* 08oct2009}{...}
|
||||
{hi:help esttab}{right:also see: {helpb estout}, {helpb eststo}, {helpb estadd}, {helpb estpost}}
|
||||
{right: {browse "http://repec.org/bocode/e/estout"}}
|
||||
{hline}
|
||||
|
||||
{title:Title}
|
||||
|
||||
{p 4 4 2}{hi:esttab} {hline 2} Display formatted regression table
|
||||
|
||||
|
||||
{title:Table of contents}
|
||||
|
||||
{help esttab##syn:Syntax}
|
||||
{help esttab##des:Description}
|
||||
{help esttab##opt:Options}
|
||||
{help esttab##exa:Examples}
|
||||
{help esttab##aut:Backmatter}
|
||||
|
||||
{marker syn}
|
||||
{title:Syntax}
|
||||
|
||||
{p 8 15 2}
|
||||
{cmd:esttab} [ {it:namelist} ] [ {cmd:using} {it:filename} ] [ {cmd:,}
|
||||
{it:options} ]
|
||||
|
||||
|
||||
{p 4 4 2}where {it:namelist} is a name, a list of names, or {cmd:_all}. The
|
||||
{cmd:*} and {cmd:?} wildcards are allowed in {it:namelist}. A name may also be {cmd:.},
|
||||
meaning the current (active) estimates.
|
||||
|
||||
|
||||
{it:options}{col 26}description
|
||||
{hline 70}
|
||||
{help esttab##main:Main}
|
||||
{cmd:b(}{it:{help esttab##fmt:fmt}}{cmd:)}{col 26}{...}
|
||||
specify format for point estimates
|
||||
{cmd:beta}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}]{col 26}{...}
|
||||
display beta coefficients instead of point est's
|
||||
{cmd:main(}{it:name} [{it:{help esttab##fmt:fmt}}]{cmd:)}{col 26}{...}
|
||||
display contents of {cmd:e(}{it:name}{cmd:)} instead of point e's
|
||||
{cmd:t(}{it:{help esttab##fmt:fmt}}{cmd:)}{col 26}{...}
|
||||
specify format for t-statistics
|
||||
{cmd:abs}{col 26}{...}
|
||||
use absolute value of t-statistics
|
||||
{cmd:not}{col 26}{...}
|
||||
suppress t-statistics
|
||||
{cmd:z}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}]{col 26}{...}
|
||||
display z-statistics (affects label only)
|
||||
{cmd:se}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}]{col 26}{...}
|
||||
display standard errors instead of t-statistics
|
||||
{cmd:p}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}]{col 26}{...}
|
||||
display p-values instead of t-statistics
|
||||
{cmd:ci}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}]{col 26}{...}
|
||||
display confidence intervals instead of t-stat's
|
||||
{cmd:aux(}{it:name} [{it:{help esttab##fmt:fmt}}]{cmd:)}{col 26}{...}
|
||||
display contents of {cmd:e(}{it:name}{cmd:)} instead of t-stat's
|
||||
[{ul:{cmd:no}}]{cmdab:con:stant}{col 26}{...}
|
||||
do not/do report the intercept
|
||||
|
||||
{help esttab##stars:Significance stars}
|
||||
[{cmd:no}]{cmd:star}[{cmd:(}{it:list}{cmd:)}]{col 26}{...}
|
||||
do not/do report significance stars
|
||||
{cmd:staraux}{col 26}{...}
|
||||
attach stars to t-stat's instead of point est's
|
||||
|
||||
{help esttab##stat:Summary statistics}
|
||||
{cmd:r2}|{cmd:ar2}|{cmd:pr2}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}]{col 26}{...}
|
||||
display (adjusted, pseudo) R-squared
|
||||
{cmd:aic}|{cmd:bic}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}]{col 26}{...}
|
||||
display Akaike's or Schwarz's information crit.
|
||||
{cmdab:sca:lars:(}{it:list}{cmd:)}{col 26}{...}
|
||||
display any other scalars contained in {cmd:e()}
|
||||
{cmd:sfmt(}{it:{help esttab##fmt:fmt}} [{it:...}]{cmd:)}{col 26}{...}
|
||||
set format(s) for {cmd:scalars()}
|
||||
{cmd:noobs}{col 26}{...}
|
||||
do not display the number of observations
|
||||
{cmd:obslast}{col 26}{...}
|
||||
place the number of observations last
|
||||
|
||||
{help esttab##layout:Layout}
|
||||
{cmd:wide}{col 26}{...}
|
||||
place point est's and t-stat's beside one another
|
||||
{cmdab:one:cell}{col 26}{...}
|
||||
combine point est's and t-stat's in a single cell
|
||||
[{ul:{cmd:no}}]{cmdab:pa:rentheses}{col 26}{...}
|
||||
do not/do print parentheses around t-statistics
|
||||
{cmdab:br:ackets}{col 26}{...}
|
||||
use brackets instead of parentheses
|
||||
[{ul:{cmd:no}}]{cmdab:gap:s}{col 26}{...}
|
||||
suppress/add vertical spacing
|
||||
[{ul:{cmd:no}}]{cmdab:li:nes}{col 26}{...}
|
||||
suppress/add horizontal lines
|
||||
{cmdab:noeqli:nes}{col 26}{...}
|
||||
suppress lines between equations
|
||||
{cmd:compress}{col 26}{...}
|
||||
reduce horizontal spacing
|
||||
{cmd:plain}{col 26}{...}
|
||||
produce a minimally formatted table
|
||||
|
||||
{help esttab##label:Labeling}
|
||||
{cmdab:l:abel}{col 26}{...}
|
||||
make use of variable labels
|
||||
{cmdab:ti:tle:(}{it:string}{cmd:)}{col 26}{...}
|
||||
specify a title for the table
|
||||
{cmdab:mti:tles}[{cmd:(}{it:list}{cmd:)}]{col 26}{...}
|
||||
specify model titles to appear in table header
|
||||
{cmdab:nomti:tles}{col 26}{...}
|
||||
disable model titles
|
||||
[{ul:{cmd:no}}]{cmdab:dep:vars}{col 26}{...}
|
||||
do not/do use dependent variables as model titles
|
||||
[{ul:{cmd:no}}]{cmdab:num:bers}{col 26}{...}
|
||||
do not/do print model numbers in table header
|
||||
{cmdab:coef:labels:(}{it:list}{cmd:)}{col 26}{...}
|
||||
specify labels for coefficients
|
||||
[{ul:{cmd:no}}]{cmdab:note:s}{col 26}{...}
|
||||
suppress/add notes in the table footer
|
||||
{cmdab:addn:otes:(}{it:list}{cmd:)}{col 26}{...}
|
||||
add lines at the end of the table
|
||||
|
||||
{help esttab##format:Document format}
|
||||
{cmd:smcl} | {cmdab:fix:ed} | {cmd:tab} | {cmd:csv} | {cmdab:sc:sv} | {cmd:rtf} | {cmdab:htm:l} | {cmd:tex} | {cmdab:bookt:abs}
|
||||
{col 26}{...}
|
||||
set the document format ({cmd:smcl} is the default)
|
||||
{cmdab:f:ragment}{col 26}{...}
|
||||
suppress table opening and closing (LaTeX, HTML)
|
||||
{cmd:page}[{cmd:(}{it:packages}{cmd:)}]{col 26}{...}
|
||||
add page opening and closing (LaTeX, HTML)
|
||||
{cmdab:align:ment(}{it:string}{cmd:)}{col 26}{...}
|
||||
set alignment within columns (LaTeX, HTML, RTF)
|
||||
{cmdab:width(}{it:string}{cmd:)}{col 26}{...}
|
||||
set width of table (LaTeX, HTML)
|
||||
{cmdab:long:table}{col 26}{...}
|
||||
multi-page table (LaTeX)
|
||||
|
||||
{help esttab##output:Output}
|
||||
{cmdab:r:eplace}{col 26}{...}
|
||||
overwrite an existing file
|
||||
{cmdab:a:ppend}{col 26}{...}
|
||||
append the output to an existing file
|
||||
{cmdab:ty:pe}{col 26}{...}
|
||||
force prining the table in the results window
|
||||
{cmdab:n:oisily}{col 26}{...}
|
||||
display the executed {helpb estout} command
|
||||
|
||||
{help esttab##advanced:Advanced}
|
||||
{cmdab:d:rop:(}{it:list}{cmd:)}{col 26}{...}
|
||||
drop individual coefficients
|
||||
{cmdab:k:eep:(}{it:list}{cmd:)}{col 26}{...}
|
||||
keep individual coefficients
|
||||
{cmdab:o:rder:(}{it:list}{cmd:)}{col 26}{...}
|
||||
change order of coefficients
|
||||
{cmdab:eq:uations:(}{it:list}{cmd:)}{col 26}{...}
|
||||
match the models' equations
|
||||
{cmd:eform}{col 26}{...}
|
||||
report exponentiated coefficients
|
||||
{cmdab:m:argin}{col 26}{...}
|
||||
report marginal effects/elasticities
|
||||
{cmdab:uns:tack}{col 26}{...}
|
||||
place multiple equations in separate columns
|
||||
{it:estout_options}{col 26}{...}
|
||||
any other {helpb estout} options
|
||||
{hline 70}
|
||||
|
||||
{marker des}
|
||||
{title:Description}
|
||||
|
||||
{p 4 4 2}
|
||||
{cmd:esttab} is a wrapper for {helpb estout}. It produces a
|
||||
pretty-looking publication-style regression table from stored
|
||||
estimates without much typing. The compiled table is displayed in the
|
||||
Stata results window or, optionally, written to a text file specified
|
||||
by {cmd:using} {it:filename}. If {it:filename} is specified without
|
||||
suffix, a default suffix is added depending on the specified document
|
||||
format (".smcl" for {cmd:smcl}, ".txt" for {cmd:fixed} and {cmd:tab}, ".csv" for {cmd:csv}
|
||||
and {cmd:scsv}, ".rtf" for {cmd:rft}, ".html" for {cmd:html}, and
|
||||
".tex" for {cmd:tex} and {cmd:booktabs}).
|
||||
|
||||
{p 4 4 2}
|
||||
{it:namelist} provides the names of the stored estimation sets to be
|
||||
tabulated. You may use the {cmd:*} and {cmd:?} wildcards in
|
||||
{it:namelist}. If {it:namelist} is omitted, {cmd:esttab} tabulates the
|
||||
estimation sets stored by {cmd:eststo} (see help {helpb eststo})
|
||||
or, if no such estimates are present, the currently active
|
||||
estimates (i.e. the model fit last).
|
||||
|
||||
{p 4 4 2}
|
||||
See help {helpb estimates} for information about storing estimation
|
||||
results. An alternative to the {cmd:estimates store} command is
|
||||
provided by {helpb eststo}.
|
||||
|
||||
{p 4 4 2}
|
||||
{cmd:esttab} can also be used to tabulate a Stata matrix applying syntax
|
||||
{bind:{cmd:esttab} {cmdab:m:atrix:(}{it:name}{cmd:)}}, where {it:name}
|
||||
is the name of the matrix. Furthermore, an {cmd:e()}-matrix or {cmd:r()}-matrix
|
||||
can be tabulated specifying {cmd:esttab e(}{it:name}{cmd:)} or
|
||||
{cmd:esttab r(}{it:name}{cmd:)}. Most options under the headings
|
||||
'Main', 'Significance stars', and 'Summary statistics' are irrelevant
|
||||
in this case. See help {helpb estout} for further details on tabulating matrices.
|
||||
|
||||
{marker opt}
|
||||
{title:Options}
|
||||
{marker main}
|
||||
{dlgtab:Main}
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:b(}{it:{help esttab##fmt:fmt}}{cmd:)} sets the numerical display format
|
||||
for the point estimates. The default format is {cmd:a3}. (See
|
||||
{help esttab##fmt:Numerical formats} below for details on available
|
||||
formats.)
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:beta}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}] requests that
|
||||
standardized beta coefficients be displayed in place of the raw point
|
||||
estimates and, optionally, sets the display format (the default is to
|
||||
print three decimal places). Note that {cmd:beta} causes the
|
||||
intercept to be dropped from the table (unless {cmd:constant} is
|
||||
specified).{p_end}
|
||||
{marker main}
|
||||
{p 4 8 2}
|
||||
{cmd:main(}{it:name} [{it:{help esttab##fmt:fmt}}]{cmd:)} requests that
|
||||
the statistics stored in {cmd:e(}{it:name}{cmd:)} be displayed in
|
||||
place of the point estimates and, optionally, sets the display format
|
||||
(the default is to use the display format for point estimates). For
|
||||
example, {cmd:e(}{it:name}{cmd:)} may contain statistics added by
|
||||
{cmd:estadd} (see help {helpb estadd}).
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:t(}{it:{help esttab##fmt:fmt}}{cmd:)} sets the display format for
|
||||
t-statistics. The default is to display two decimal places.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:abs} causes absolute values of t-statistics to be reported.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:not} suppresses the printing of t-statistics.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:z}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}] requests that
|
||||
z-statistics be displayed. z-statistics are the same as t-statistics. Hence,
|
||||
specifying {cmd:z} does not change the table contents, it only changes the
|
||||
label.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:se}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}] requests that
|
||||
standard errors be displayed in place of t-statistics and,
|
||||
optionally, sets the display format (the default is to use the
|
||||
display format for point estimates).
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:p}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}] requests that
|
||||
p-values be displayed in place of t-statistics and, optionally, sets
|
||||
the display format (the default is to print three decimal places)
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:ci}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}] requests that
|
||||
confidence intervals be displayed in place of t-statistics and,
|
||||
optionally, sets the display format (the default is to use the
|
||||
display format for point estimates). {cmd:level(}{it:#}{cmd:)}
|
||||
assigns the confidence level, in percent. The default is
|
||||
{cmd:level(95)} or as set by {helpb set level}.{p_end}
|
||||
{marker aux}
|
||||
{p 4 8 2}
|
||||
{cmd:aux(}{it:name} [{it:{help esttab##fmt:fmt}}]{cmd:)} requests that
|
||||
the statistics stored in {cmd:e(}{it:name}{cmd:)} be displayed in
|
||||
place of t-statistics and, optionally, sets the display format (the
|
||||
default is to use the display format for point estimates). For
|
||||
example, {cmd:e(}{it:name}{cmd:)} may contain statistics added by
|
||||
{cmd:estadd} (see help {helpb estadd}, if installed).
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:noconstant} causes the intercept be dropped from the table.
|
||||
Specify {cmd:constant} to include the constant in situations where it
|
||||
is dropped by default.
|
||||
|
||||
{marker stars}
|
||||
{dlgtab:Significance stars}
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:star}[{cmd:(}{it:symbol} {it:level} [{it:...}]{cmd:)}] causes
|
||||
stars denoting the significance of the coefficients to be printed
|
||||
next to the point estimates. This is the default. Type {cmd:nostar}
|
||||
to suppress the stars. The default symbols and thresholds are:
|
||||
{cmd:*} for p<.05, {cmd:**} for p<.01, and {cmd:***} for p<.001.
|
||||
Alternatively, for example, type {bind:{cmd:star(+ 0.10 * 0.05)}} to
|
||||
set the following thresholds: {cmd:+} for p<.10 and {cmd:*} for
|
||||
p<.05. Note that the thresholds must lie in the (0,1] interval and
|
||||
must be specified in descending order.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:staraux} causes the significance stars be printed next to the
|
||||
t-statistics (or standard errors, etc.) instead of the point estimates.
|
||||
|
||||
{marker stat}
|
||||
{dlgtab:Summary statistics}
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:r2}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}],
|
||||
{cmd:ar2}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}], and
|
||||
{cmd:pr2}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}]
|
||||
include the R-squared, the adjusted R-squared, and the
|
||||
pseudo-R-squared in the table footer and, optionally, set the
|
||||
corresponding display formats (the default is to display three
|
||||
decimal places).
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:aic}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}] and
|
||||
{cmd:bic}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}]
|
||||
include Akaike's and Schwarz's information criterion in the table
|
||||
footer and, optionally, set the corresponding display formats (the
|
||||
default is to use the display format for point estimates).{p_end}
|
||||
{marker scalars}
|
||||
{p 4 8 2}
|
||||
{cmd:scalars(}{it:list}{cmd:)} may be used to add other
|
||||
{cmd:e()}-scalars to the table footer (type {cmd:ereturn list} to
|
||||
display a list of available {cmd:e()}-scalars after fitting a model;
|
||||
see help {helpb ereturn}). For example, {cmd:scalars(df_m)} would
|
||||
report the model degrees of freedom for each model. {it:list} may be
|
||||
a simple list of names of {cmd:e()}-scalars, e.g.
|
||||
|
||||
{com}. esttab, scalars(ll_0 ll chi2){txt}
|
||||
|
||||
{p 8 8 2}
|
||||
or, alternatively, a list of quoted name-label pairs, e.g.
|
||||
|
||||
{com}. esttab, scalars({bind:"ll Log lik."} {bind:"chi2 Chi-squared"}){txt}
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:sfmt(}{it:{help esttab##fmt:fmt}} [{it:...}]{cmd:)} sets the
|
||||
display format(s) for the statistics specified in {cmd:scalars()}
|
||||
(the default is to use the display format for point estimates). If
|
||||
{cmd:sfmt()} contains less elements than {cmd:scalars()}, the last
|
||||
specified format is used for the remaining scalars. That is, only one
|
||||
format needs to be specified if the same format be used for all
|
||||
scalars.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:noobs} suppresses displaying information on the number of
|
||||
observations. The default is to report the number of observations for
|
||||
each model in the table footer.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:obslast} displays the number of observations in the last row of
|
||||
the table footer. The default is to use the first row.
|
||||
|
||||
{marker layout}
|
||||
{dlgtab:Layout}
|
||||
{marker wide}
|
||||
{p 4 8 2}
|
||||
{cmd:wide} causes point estimates and t-statistics (or standard errors,
|
||||
etc.) to be printed beside one another instead of beneath one another.
|
||||
{p_end}
|
||||
{marker onecell}
|
||||
{p 4 8 2}
|
||||
{cmd:onecell} causes point estimates and t-statistics (or standard errors,
|
||||
etc.) to be combined in a single table cell. This option is useful primarily
|
||||
in {cmd:rtf} or {cmd:html} mode. In these modes a line break is
|
||||
inserted between the two statistics. The benefit from using {cmd:onecell}
|
||||
in {cmd:rtf} or {cmd:html} mode is that long coefficients labels do not
|
||||
derange the table layout. The default for other modes is to insert
|
||||
a blank between the statistics. Use {cmd:estout}'s
|
||||
{helpb estout##incelldel:incelldelimiter()} option to change this.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:parentheses} encloses t-statistics (or standard errors, etc.) in
|
||||
parentheses. This is the default. Specify {cmd:noparentheses} to
|
||||
suppress the parentheses.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:brackets} uses square brackets, [], instead of parentheses. Note
|
||||
that brackets are the default for confidence intervals.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:gaps} adds empty rows (or, more generally, additional vertical
|
||||
space) between coefficients to increase readability (empty rows are
|
||||
also inserted between the table's header, body, and footer, unless
|
||||
{cmd:lines} is activated). This is the default unless {cmd:wide} or
|
||||
{cmd:not} is specified. Type {cmd:nogaps} to suppress the extra
|
||||
spacing.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:lines} adds horizontal lines to the table separating the table's
|
||||
header, body, and footer and, in the case of multiple
|
||||
equation models, the equations. This is the default. Specify {cmd:nolines}
|
||||
to suppress the lines. Lines are always suppressed in the {cmd:tab}
|
||||
and {cmd:csv} modes.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:noeqlines} suppresses the horizontal lines between equations
|
||||
in the case of multiple equation models.{p_end}
|
||||
{marker compress}
|
||||
{p 4 8 2}
|
||||
{cmd:compress} reduces the amount of horizontal spacing (so that more
|
||||
models fit on screen without line breaking). The option has no effect
|
||||
in the {cmd:tab} and {cmd:csv} modes. Furthermore, note that in the
|
||||
TeX and HTML modes the {cmd:compress} option only changes the
|
||||
arrangement the table's code, but not the look of the compiled
|
||||
end-product. In {cmd:rtf}, however, {cmd:compress} changes the look
|
||||
of the formatted table.{p_end}
|
||||
{marker plain}
|
||||
{p 4 8 2}
|
||||
{cmd:plain} produces a minimally formatted table. It is a shorthand
|
||||
to specifying {cmd:nostar}, {cmd:nodepvars}, {cmd:nonumbers},
|
||||
{cmd:noparentheses}, {cmd:nogaps}, {cmd:nolines} and {cmd:nonotes}
|
||||
and setting all formats to {cmd:%9.0g}. Note that the disabled
|
||||
options can be switched on again. For example, type
|
||||
|
||||
{com}. esttab, plain star{txt}
|
||||
|
||||
{p 8 8 2}
|
||||
to produce a plain table including significance stars.
|
||||
|
||||
{marker label}
|
||||
{dlgtab:Labeling}
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:label} specifies that variable labels be used instead of
|
||||
variable names (and estimation set titles be used instead of
|
||||
estimation set names). Furthermore, {cmd:label} prints "Constant"
|
||||
instead of "_cons".
|
||||
{p_end}
|
||||
{marker title}
|
||||
{p 4 8 2}
|
||||
{cmd:title(}{it:string}{cmd:)} may be used to provide a title for the
|
||||
table. If specified, {it:string} is printed at the top of the table.
|
||||
Note that specifying a title causes the table to be set up as a
|
||||
floating object in LaTeX mode. You may want to set a label for
|
||||
referencing in this case. For example, if you type
|
||||
{cmd:title(...\label{tab1})}, then "\ref{tab1}" could be used in the
|
||||
LaTeX document to point to the table.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:mtitles}, without argument, specifies that for each model the title
|
||||
(or, if empty, the name) of the stored estimation set be printed as the model's
|
||||
title in the table header. If {cmd:mtitles} is omitted, the default is to
|
||||
use name or label of the dependent variable as the model's title (see the
|
||||
{cmd:depvar} option). Alternatively, use {cmd:mtitles(}{it:list}{cmd:)}
|
||||
specifies a list of model titles. Enclose the titles
|
||||
in double quotes if they contain spaces,
|
||||
e.g. {bind:{cmd:mtitles("Model 1" "Model 2")}}.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:nomtitles} suppresses printing of model titles.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:depvars} prints the name (or label) of the (first) dependent
|
||||
variable of a model as the model's title in the table header. This is
|
||||
the default. Specify {cmd:nodepvars} to use the names of
|
||||
the stored estimation sets as titles.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:numbers} includes a row containing consecutive model numbers in
|
||||
the table header. This is the default. Specify {cmd:nonumbers} to
|
||||
suppress printing the model numbers.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:coeflabels(}{it:name} {it:label} [...]{cmd:)} specifies labels
|
||||
for the coefficients. Specify names and labels in pairs and, if
|
||||
necessary, enclose labels in double quotes,
|
||||
e.g. {cmd:coeflabels(mpg Milage rep78 {bind:"Repair Record"})}.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:notes} prints notes at the end of the table explaining the
|
||||
significance symbols and the type of displayed statistics. This is
|
||||
the default. Specify {cmd:nonotes} to suppress the notes.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:addnotes(}{it:list}{cmd:)} may be used to add further lines of
|
||||
text at the bottom of the table. Lines containing blanks must be
|
||||
enclosed in double quotes,
|
||||
e.g. {cmd:addnotes({bind:"Line 1"} {bind:"Line 2"})}.
|
||||
|
||||
{marker format}
|
||||
{dlgtab:Document format}
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:smcl}, {cmd:fixed}, {cmd:tab}, {cmd:csv}, {cmd:scsv}, {cmd:rtf},
|
||||
{cmd:html}, {cmd:tex}, and {cmd:booktabs} choose the table's basic
|
||||
output format. The default format is {cmd:smcl} unless
|
||||
{cmd:using} is specified, in which case the default format
|
||||
depends on the filename's suffix ({cmd:smcl} for ".smcl", {cmd:csv}
|
||||
for ".csv", {cmd:rtf} for ".rtf",
|
||||
{cmd:html} for ".htm" or ".html", {cmd:tex} for ".tex", and {cmd:fixed}
|
||||
for all other filenames).
|
||||
|
||||
{p 8 8 2}
|
||||
{cmd:smcl} produces a {help SMCL} formatted table to be displayed in the
|
||||
Stata results window or the Stata viewer.
|
||||
|
||||
{p 8 8 2}
|
||||
{cmd:fixed} produces a fixed-format ASCII table. This is suitable,
|
||||
for example, if the table be displayed in a text editor.
|
||||
|
||||
{p 8 8 2}
|
||||
{cmd:tab} produces a tab-delimited ASCII table.
|
||||
{p_end}
|
||||
{marker csv}
|
||||
{p 8 8 2}
|
||||
{cmd:csv} produces a CSV ({ul:C}omma {ul:S}eparated {ul:V}alue
|
||||
format) table for use with Microsoft Excel. Delimiter is a comma. In
|
||||
order to prevent Excel from interpreting the contents of the table
|
||||
cells, they are enclosed double quotes preceded by an equal sign
|
||||
(i.e. ="..."). However, if the {cmd:plain} option is specified, the
|
||||
table cells are enclosed in double quotes without the leading equal
|
||||
sign. The first method is appropriate if you want to preserve the
|
||||
table's formatting. The second method is appropriate if you want to
|
||||
use the table's contents for further computations in Excel.
|
||||
{p_end}
|
||||
{marker scsv}
|
||||
{p 8 8 2}
|
||||
{cmd:scsv} is a variant on the CSV format that uses a semicolon as
|
||||
the delimiter. This is appropriate for some non-English versions of
|
||||
Excel (e.g. the German version).
|
||||
{p_end}
|
||||
{marker rtf}
|
||||
{p 8 8 2}
|
||||
{cmd:rtf} produces a Rich Text Format table for use with word
|
||||
processors.
|
||||
|
||||
{p 8 8 2}
|
||||
{cmd:html} produces a simple HTML formatted table.
|
||||
|
||||
{p 8 8 2}
|
||||
{cmd:tex} produces a LaTeX formatted table.
|
||||
{p_end}
|
||||
{marker booktabs}
|
||||
{p 8 8 2}
|
||||
{cmd:booktabs} produces a LaTeX formatted table for use with LaTeX's
|
||||
{it:booktabs} package.
|
||||
{p_end}
|
||||
{marker fragment}
|
||||
{p 4 8 2}
|
||||
{cmd:fragment} causes the table's opening and closing specifications
|
||||
to be suppressed. This is relevant primarily in LaTeX and HTML mode.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:page}[{cmd:(}{it:packages}{cmd:)}] adds opening and closing code
|
||||
to define a whole LaTeX or HTML document. The default is to produce a
|
||||
raw table that can then be included into an existing LaTeX or HTML
|
||||
document. Specifying {it:packages} in parentheses causes
|
||||
{cmd:\usepackage{c -(}}{it:packages}{cmd:{c )-}} to be added to the
|
||||
preamble of the LaTeX document (note that the {it:booktabs} package
|
||||
is automatically loaded if {cmd:booktabs} is specified).
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:alignment(}{it:string}{cmd:)} may be used to specify the
|
||||
alignment of the models' columns in LaTeX, HTML, or RTF mode.
|
||||
|
||||
{p 8 8 2}
|
||||
In LaTeX mode {it:string} should be a LaTeX column specifier. The
|
||||
default is to center the columns. To produce right-aligned columns,
|
||||
for example, type {cmd:alignment(r)}. If the table contains multiple
|
||||
columns per model/equation, the alignment specification should define
|
||||
all columns. For example, if the {cmd:wide} option is specified, you
|
||||
could type {cmd:alignment(cr)} to, say, center the point estimates
|
||||
and right-align the t-statistics. Note that more sophisticated column
|
||||
definitions are often needed to produce appealing results. In
|
||||
particular, LaTeX's {it:dcolumn} package proves useful to align
|
||||
columns on the decimal point.
|
||||
|
||||
{p 8 8 2}
|
||||
In HTML mode {it:string} should be a HTML alignment specifier. The
|
||||
default is to omit alignment specification, which results in left
|
||||
aligned columns. To center the columns in HTML, for example, specify
|
||||
{cmd:alignment(center)}. Other than in LaTeX mode, the same alignment
|
||||
is used for all columns if the table contains multiple columns per
|
||||
model/equation in the HTML mode.
|
||||
|
||||
{p 8 8 2}
|
||||
In RTF mode {it:string} should be one of {cmd:l}, {cmd:c}, {cmd:r},
|
||||
and {cmd:j}. The default is to center the columns. To produce
|
||||
right-aligned columns, for example, type {cmd:alignment(r)}. The same
|
||||
alignment is used for all columns if the table contains multiple
|
||||
columns per model/equation in the RTF mode.
|
||||
|
||||
{p 8 8 2}
|
||||
Note that {cmd:alignment()} does not change the alignment of the
|
||||
variable names/labels in the left stub of the table. They are always
|
||||
left-aligned.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:width(}{it:string}{cmd:)} sets the overall width of the table in
|
||||
LaTeX or HTML. {it:string} should be LaTeX or HTML literal. For
|
||||
example, specify {cmd:width(\hsize)} in LaTeX or {cmd:width(100%)} in
|
||||
HTML to span the whole page. The table columns will spread regularly
|
||||
over the specified width. Note that in RTF mode {helpb estout}'s
|
||||
{cmd:varwidth()} and {cmd:modelwidth()} options may be used to change
|
||||
the width of the table columns.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmdab:longtable} causes the {it:longtable} environment to be used in
|
||||
LaTeX. Use {cmdab:longtable} for tables that are too
|
||||
long to fit on a single page. {cmdab:longtable} cannot be combined
|
||||
with {cmd:width()}. Make sure to load the {it:longtable} package
|
||||
in the LaTeX document, i.e. include {cmd:\usepackage{longtable}} in the
|
||||
document's preamble.
|
||||
|
||||
{marker output}
|
||||
{dlgtab:Output}
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:replace} permits {cmd:esttab} to overwrite an existing file.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:append} specifies that the output be appended to an existing
|
||||
file. It may be used even if the file does not yet exist. Specifying
|
||||
{cmd:append} together with {cmd:page} in TeX or HTML mode causes the
|
||||
new table to be inserted at the end of the body of an existing
|
||||
document ({cmd:esttab} seeks a line reading "\end{document}" or
|
||||
"</body>", respectively, and starts appending from there;
|
||||
contents after this line will be overwritten). In RTF mode, existing
|
||||
documents are assumed to end with a line containing a single "}".
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:type} specifies that the assembled table be printed in the
|
||||
results window and the log file. This is the default unless
|
||||
{cmd:using} is specified.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:noisily} displays the executed {helpb estout} command.
|
||||
|
||||
{marker advanced}
|
||||
{dlgtab:Advanced}
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:drop(}{it:droplist}{cmd:)} identifies the coefficients to be
|
||||
dropped from the table. A {it:droplist} comprises one or more
|
||||
specifications, separated by white space. A specification can be
|
||||
either a parameter name (e.g. {cmd:price}), an equation name followed
|
||||
by a colon (e.g. {cmd:mean:}), or a full name
|
||||
(e.g. {cmd:mean:price}). You may use the {cmd:*} and {cmd:?} wildcards
|
||||
in equation names and parameter names. Be sure to refer to the matched
|
||||
equation names, and not to the original equation names in the models,
|
||||
when using the {cmd:equations()} option to match equations.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:keep(}{it:keeplist}{cmd:)} selects the coefficients to be
|
||||
included in the table. {it:keeplist} is specified analogous to
|
||||
{it:droplist} in {cmd:drop()} (see above).
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:order(}{it:orderlist}{cmd:)} changes the order of the
|
||||
coefficients and equations within the table. {it:orderlist} is
|
||||
specified analogous to {it:droplist} in {cmd:drop()} (see above).
|
||||
Coefficients and equations that do not appear in {it:orderlist} are
|
||||
placed last (in their original order).
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:equations(}{it:eqmatchlist}{cmd:)} specifies how the models'
|
||||
equations are to be matched. This option is passed to the internal
|
||||
call of {cmd:estimates table}. See help {helpb estimates} on how to
|
||||
specify this option. The most common usage is {cmd:equations(1)} to
|
||||
match all the first equations in the models.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:eform} displays the regression table in exponentiated form. The
|
||||
exponent of a coefficient is displayed in lieu of the untransformed
|
||||
coefficient; standard errors and confidence intervals are transformed
|
||||
as well. Note that the intercept is dropped in eform-mode, unless
|
||||
{cmd:constant} is specified.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:margin} indicates that the marginal effects or elasticities be
|
||||
reported instead of the raw coefficients. A prerequisite for this
|
||||
option to work correctly is that {cmd:mfx} has been applied to a
|
||||
model prior to storing its results (see help {helpb mfx}). Note that
|
||||
the standard errors, etc. are transformed as well. Furthermore, the
|
||||
intercept is dropped, unless {cmd:constant} is specified.
|
||||
|
||||
{p 4 8 2}
|
||||
{cmd:unstack} specifies that the individual equations from
|
||||
multiple-equation models (e.g. {cmd:mlogit}, {cmd:reg3},
|
||||
{cmd:heckman}) be placed in separate columns. The default is to place
|
||||
the equations below one another in a single column.
|
||||
|
||||
{p 4 8 2}
|
||||
{it:estout_options} are any other {cmd:estout} options (see help
|
||||
{helpb estout}). Note that {cmd:estout} options take precedence over
|
||||
{cmd:esttab} options. For example,
|
||||
|
||||
{p 8 20 2}
|
||||
{cmd:cells()}{space 5}disables {cmd:b()}, {cmd:beta()}, {cmd:main()},
|
||||
{cmd:t()}, {cmd:abs}, {cmd:not}, {cmd:se()}, {cmd:p()}, {cmd:ci()},
|
||||
{cmd:aux()}, {cmd:star}, {cmd:staraux}, {cmd:wide}, {cmd:onecell},
|
||||
{cmd:parentheses}, and {cmd:brackets},
|
||||
|
||||
{p 8 20 2}
|
||||
{cmd:stats()}{space 5}disables {cmd:r2()}, {cmd:ar2()}, {cmd:pr2()},
|
||||
{cmd:aic()}, {cmd:bic()}, {cmd:scalars()}, {cmd:sfmt()}, {cmd:noobs},
|
||||
and {cmd:obslast}.
|
||||
|
||||
{p 8 8 2}
|
||||
Other {cmd:estout} options that should be used with care are
|
||||
{cmd:begin()}, {cmd:delimiter()}, {cmd:end()}, {cmd:prehead()},
|
||||
{cmd:posthead()}, {cmd:prefoot()}, {cmd:postfoot()}, {cmd:mlabels()},
|
||||
and {cmd:varlabels()}.
|
||||
|
||||
{marker fmt}
|
||||
{dlgtab:Numerical formats}
|
||||
|
||||
{p 4 4 2}
|
||||
Numerical display formats may be specified in {cmd:esttab} as follows:
|
||||
|
||||
{p 5 8 2}
|
||||
1. Official Stata's display formats: You may specify formats, such as
|
||||
{cmd:%9.0g} or {cmd:%8.2f}. See help {help format} for a list
|
||||
of available formats. {cmd:%g} or {cmd:g} may be used as a
|
||||
synonym for {cmd:%9.0g}.
|
||||
|
||||
{p 5 8 2}
|
||||
2. Fixed format: You may specify an integer value such as {cmd:0},
|
||||
{cmd:1}, {cmd:2}, etc. to request a display format with a fixed number
|
||||
of decimal places. For example, {cmd:t(3)} would display t-statistics
|
||||
with three decimal places.
|
||||
|
||||
{p 5 8 2}
|
||||
3. Automatic format: You may specify {cmd:a1}, {cmd:a2}, ..., or
|
||||
{cmd:a9} to cause {cmd:esttab} to choose a reasonable display format for
|
||||
each number depending on the number's value. {cmd:a} may be used as a
|
||||
synonym for {cmd:a3}. The {it:#} in
|
||||
{cmd:a}{it:#} determines the minimum precision according to the
|
||||
following rules:
|
||||
|
||||
{p 10 12 2}
|
||||
o Absolute numbers smaller than 1 are displayed with {it:#}
|
||||
significant decimal places (i.e. with {it:#} decimal places ignoring
|
||||
any leading zeros after the decimal point). For example,
|
||||
{cmd:0.00123456} is displayed as {cmd:0.00123} if the format is
|
||||
{cmd:a3}.
|
||||
|
||||
{p 10 12 2}
|
||||
o Absolute numbers greater than 1 are displayed with as many digits
|
||||
required to retain at least one decimal place and are displayed with
|
||||
a minimum of ({it:#} + 1) digits. For example, if the format is
|
||||
{cmd:a3}, {cmd:1.23456} is displayed as {cmd:1.235}, {cmd:12.3456} is
|
||||
displayed as {cmd:12.35}, and {cmd:1234.56} is displayed as
|
||||
{cmd:1234.6}.
|
||||
|
||||
{p 10 12 2}
|
||||
o In any case, integers are displayed with zero decimal places, and
|
||||
very large or very small absolute numbers are displayed in
|
||||
exponential format.
|
||||
|
||||
{marker exa}
|
||||
{title:Examples}
|
||||
|
||||
{p 4 4 2}
|
||||
The following examples are intended to illustrate the basic usage of
|
||||
{cmd:esttab}. Additional examples can be found at
|
||||
{browse "http://repec.org/bocode/e/estout"}.
|
||||
|
||||
{p 4 4 2} The procedure is to first fit and store some models (see {helpb eststo}) and then apply
|
||||
{cmd:esttab} to these stored estimates:
|
||||
|
||||
{com}. eststo clear
|
||||
{txt}
|
||||
{com}. sysuse auto
|
||||
{txt}(1978 Automobile Data)
|
||||
|
||||
{com}. eststo: quietly regress price weight mpg
|
||||
{txt}({res}est1{txt} stored)
|
||||
|
||||
{com}. eststo: quietly regress price weight mpg foreign
|
||||
{txt}({res}est2{txt} stored)
|
||||
|
||||
{com}. esttab, ar2
|
||||
{res}
|
||||
{txt}{hline 44}
|
||||
{txt} (1) (2)
|
||||
{txt} price price
|
||||
{txt}{hline 44}
|
||||
{txt}weight {res} 1.747** 3.465***{txt}
|
||||
{res} {ralign 12:{txt:(}2.72{txt:)}} {ralign 12:{txt:(}5.49{txt:)}} {txt}
|
||||
|
||||
{txt}mpg {res} -49.51 21.85 {txt}
|
||||
{res} {ralign 12:{txt:(}-0.57{txt:)}} {ralign 12:{txt:(}0.29{txt:)}} {txt}
|
||||
|
||||
{txt}foreign {res} 3673.1***{txt}
|
||||
{res} {ralign 12:{txt:(}5.37{txt:)}} {txt}
|
||||
|
||||
{txt}_cons {res} 1946.1 -5853.7 {txt}
|
||||
{res} {ralign 12:{txt:(}0.54{txt:)}} {ralign 12:{txt:(}-1.73{txt:)}} {txt}
|
||||
{txt}{hline 44}
|
||||
{txt}N {res} 74 74 {txt}
|
||||
{txt}adj. R-sq {res} 0.273 0.478 {txt}
|
||||
{txt}{hline 44}
|
||||
{txt}t statistics in parentheses
|
||||
{txt}* p<0.05, ** p<0.01, *** p<0.001
|
||||
|
||||
|
||||
{p 4 4 2}
|
||||
The same table using labels:
|
||||
|
||||
{com}. esttab, ar2 label
|
||||
{res}
|
||||
{txt}{hline 52}
|
||||
{txt} (1) (2)
|
||||
{txt} Price Price
|
||||
{txt}{hline 52}
|
||||
{txt}Weight (lbs.) {res} 1.747** 3.465***{txt}
|
||||
{res} {ralign 12:{txt:(}2.72{txt:)}} {ralign 12:{txt:(}5.49{txt:)}} {txt}
|
||||
|
||||
{txt}Mileage (mpg) {res} -49.51 21.85 {txt}
|
||||
{res} {ralign 12:{txt:(}-0.57{txt:)}} {ralign 12:{txt:(}0.29{txt:)}} {txt}
|
||||
|
||||
{txt}Car type {res} 3673.1***{txt}
|
||||
{res} {ralign 12:{txt:(}5.37{txt:)}} {txt}
|
||||
|
||||
{txt}Constant {res} 1946.1 -5853.7 {txt}
|
||||
{res} {ralign 12:{txt:(}0.54{txt:)}} {ralign 12:{txt:(}-1.73{txt:)}} {txt}
|
||||
{txt}{hline 52}
|
||||
{txt}Observations {res} 74 74 {txt}
|
||||
{txt}Adjusted R-squared {res} 0.273 0.478 {txt}
|
||||
{txt}{hline 52}
|
||||
{txt}t statistics in parentheses
|
||||
{txt}* p<0.05, ** p<0.01, *** p<0.001
|
||||
|
||||
|
||||
{p 4 4 2}
|
||||
Plain table:
|
||||
|
||||
{com}. esttab, ar2 plain
|
||||
{res}
|
||||
{txt} est1 est2
|
||||
{txt} b/t b/t
|
||||
{txt}weight {res} 1.746559 3.464706{txt}
|
||||
{res} 2.723238 5.493003{txt}
|
||||
{txt}mpg {res} -49.51222 21.8536{txt}
|
||||
{res} -.5746808 .2944391{txt}
|
||||
{txt}foreign {res} 3673.06{txt}
|
||||
{res} 5.370142{txt}
|
||||
{txt}_cons {res} 1946.069 -5853.696{txt}
|
||||
{res} .541018 -1.733408{txt}
|
||||
{txt}N {res} 74 74{txt}
|
||||
{txt}adj. R-sq {res} .2734846 .4781119{txt}
|
||||
|
||||
|
||||
{p 4 4 2}
|
||||
Using standard errors in brackets and suppress significance stars:
|
||||
|
||||
{com}. esttab, se nostar brackets
|
||||
{res}
|
||||
{txt}{hline 38}
|
||||
{txt} (1) (2)
|
||||
{txt} price price
|
||||
{txt}{hline 38}
|
||||
{txt}weight {res} 1.747 3.465{txt}
|
||||
{res} {ralign 12:{txt:[}0.641{txt:]}} {ralign 12:{txt:[}0.631{txt:]}}{txt}
|
||||
|
||||
{txt}mpg {res} -49.51 21.85{txt}
|
||||
{res} {ralign 12:{txt:[}86.16{txt:]}} {ralign 12:{txt:[}74.22{txt:]}}{txt}
|
||||
|
||||
{txt}foreign {res} 3673.1{txt}
|
||||
{res} {ralign 12:{txt:[}684.0{txt:]}}{txt}
|
||||
|
||||
{txt}_cons {res} 1946.1 -5853.7{txt}
|
||||
{res} {ralign 12:{txt:[}3597.0{txt:]}} {ralign 12:{txt:[}3377.0{txt:]}}{txt}
|
||||
{txt}{hline 38}
|
||||
{txt}N {res} 74 74{txt}
|
||||
{txt}{hline 38}
|
||||
{txt}Standard errors in brackets
|
||||
|
||||
|
||||
{p 4 4 2}
|
||||
Printing beta coefficients:
|
||||
|
||||
{com}. esttab, beta
|
||||
{res}
|
||||
{txt}{hline 44}
|
||||
{txt} (1) (2)
|
||||
{txt} price price
|
||||
{txt}{hline 44}
|
||||
{txt}weight {res} 0.460** 0.913***{txt}
|
||||
{res} {ralign 12:{txt:(}2.72{txt:)}} {ralign 12:{txt:(}5.49{txt:)}} {txt}
|
||||
|
||||
{txt}mpg {res} -0.097 0.043 {txt}
|
||||
{res} {ralign 12:{txt:(}-0.57{txt:)}} {ralign 12:{txt:(}0.29{txt:)}} {txt}
|
||||
|
||||
{txt}foreign {res} 0.573***{txt}
|
||||
{res} {ralign 12:{txt:(}5.37{txt:)}} {txt}
|
||||
{txt}{hline 44}
|
||||
{txt}N {res} 74 74 {txt}
|
||||
{txt}{hline 44}
|
||||
{txt}Standardized beta coefficients; t statistics in parentheses
|
||||
{txt}* p<0.05, ** p<0.01, *** p<0.001
|
||||
|
||||
{marker aut}
|
||||
{title:Author}
|
||||
|
||||
{p 4 4 2}
|
||||
Ben Jann, ETH Zurich, jannb@ethz.ch
|
||||
|
||||
{marker als}
|
||||
{title:Also see}
|
||||
|
||||
Manual: {hi:[R] estimates}
|
||||
|
||||
{p 4 13 2}Online: help for
|
||||
{helpb estimates},
|
||||
{help estcom},
|
||||
{helpb estout},
|
||||
{helpb eststo},
|
||||
{helpb estadd},
|
||||
{helpb estpost}
|
||||
{p_end}
|
||||
104
Modules/ado/plus/e/exspoisson.ado
Normal file
104
Modules/ado/plus/e/exspoisson.ado
Normal file
@ -0,0 +1,104 @@
|
||||
*! Alfonso Miranda-Caso-Luengo (SJ4-1: st0057)
|
||||
*! FIML exogenous sitching Poisson
|
||||
*! version 2.0 June 26 2003
|
||||
|
||||
program define exspoisson, eclass
|
||||
version 6
|
||||
if replay() {
|
||||
if "`e(cmd)'" != "exspoisson" { error 301 }
|
||||
else exspDisplay `0'
|
||||
}
|
||||
else exsEstimate `0'
|
||||
end
|
||||
|
||||
program define exsEstimate, eclass
|
||||
syntax varlist [if] [in] , EDummy(varname) /*
|
||||
*/ [Switch(varlist) Quadrature(integer 6) /*
|
||||
*/ SIGMA0(real 1) *]
|
||||
|
||||
/* Obtaining dependent variable and explanatory variables */
|
||||
|
||||
gettoken endgv exogv : varlist, parse("")
|
||||
|
||||
/* Selecting sample */
|
||||
|
||||
marksample touse
|
||||
markout `touse' `varlist'
|
||||
|
||||
/* defining some globals */
|
||||
|
||||
global S_quad "`quadrature'"
|
||||
global S_edum "`edummy'"
|
||||
|
||||
/* Get points and weights for Gaussian-Hermite quadrature. */
|
||||
|
||||
tempvar x w
|
||||
qui gen double `x' = 0
|
||||
qui gen double `w' = 0
|
||||
ghquad `x' `w', n(`quadrature')
|
||||
local j = `quadrature'
|
||||
while `j' >0 {
|
||||
scalar x`j' = `x'[`j']
|
||||
local j = `j' -1
|
||||
}
|
||||
local j = `quadrature'
|
||||
while `j' >0 {
|
||||
scalar w`j' = `w'[`j']
|
||||
local j = `j' - 1 }
|
||||
|
||||
|
||||
|
||||
/* GETTING INITIAL VALUES */
|
||||
|
||||
di _skip(3)
|
||||
qui probit `edummy' `switch' if `touse'
|
||||
|
||||
|
||||
tempname b b1 b2 bi ch
|
||||
|
||||
mat `b'=e(b)
|
||||
xcolnames `b', head(switch)
|
||||
di as txt "Getting Initial Values:"
|
||||
qui poisson `endgv' `exogv' if `touse'
|
||||
|
||||
mat `b1' = e(b)
|
||||
mat `b2' = (`b1',`b')
|
||||
matrix `ch' = ln(`sigma0')
|
||||
matrix colnames `ch' = lnsigma:_cons
|
||||
matrix `bi' = (`b2',`ch')
|
||||
|
||||
/* FITTING FULL MODEL */
|
||||
|
||||
di _skip(3)
|
||||
di in gr "Fitting Full model:"
|
||||
|
||||
ml model d0 exspoisson_ll ("`endgv'": `endgv' = `exogv') /*
|
||||
*/ (switch:`switch')(lnsigma:) /*
|
||||
*/ if `touse', init(`bi', skip) max difficult search(off) `options'
|
||||
|
||||
estimates local cmd "exspoisson"
|
||||
est local predict "exspoisson_p"
|
||||
est local quad "`quadrature'"
|
||||
|
||||
/* Display Results */
|
||||
|
||||
exspDisplay
|
||||
|
||||
end
|
||||
|
||||
program define exspDisplay
|
||||
|
||||
di _skip(12)
|
||||
di _n as txt /*
|
||||
*/ "Exogenous-Switch Poisson Regression"
|
||||
di as text "(`e(quad)' quadrature points)"
|
||||
|
||||
ml di, neq(2)plus
|
||||
_diparm lnsigma, exp pr label("sigma")
|
||||
di in gre in smcl "{hline 13}{c BT}{hline 64}"
|
||||
|
||||
end
|
||||
exit
|
||||
|
||||
|
||||
|
||||
58
Modules/ado/plus/e/exspoisson_ll.ado
Normal file
58
Modules/ado/plus/e/exspoisson_ll.ado
Normal file
@ -0,0 +1,58 @@
|
||||
*! Alfonso Miranda Caso Luengo (SJ4-1: st0057)
|
||||
*! Version 2.0 June 26 2003
|
||||
|
||||
program define exspoisson_ll
|
||||
|
||||
args todo b f
|
||||
|
||||
tempname lnsigma
|
||||
tempvar xb zb
|
||||
|
||||
local y "$ML_y1"
|
||||
local d "$S_edum"
|
||||
|
||||
mleval `xb' = `b', eq(1)
|
||||
mleval `zb' = `b', eq(2)
|
||||
mleval `lnsigma' = `b', eq(3)
|
||||
|
||||
scalar `lnsigma' = cond(`lnsigma'<-20,-20,`lnsigma')
|
||||
|
||||
tempname sma u
|
||||
scalar `sma' = exp(`lnsigma')
|
||||
|
||||
tempvar F p r1 r2 r3 r4
|
||||
|
||||
qui {
|
||||
gen double `F' = . if $ML_samp
|
||||
|
||||
gen double `p' = 0 if $ML_samp
|
||||
gen double `r1' = 0 if $ML_samp
|
||||
gen double `r2' = 0 if $ML_samp
|
||||
gen double `r3' = 0 if $ML_samp
|
||||
gen double `r4' = 0 if $ML_samp
|
||||
|
||||
local m = 1
|
||||
while `m' <= $S_quad {
|
||||
scalar `u' = sqrt(2)*`sma'*scalar(x`m')
|
||||
replace `r1' = `xb' + `u' if $ML_samp
|
||||
replace `r2' = exp(`r1')^(`y')*exp(-exp(`r1')) if $ML_samp
|
||||
replace `r3' = `r2'/exp(lngamma(`y'+1)) if $ML_samp
|
||||
replace `r4' = `d'*norm(`zb') + (1-`d')*norm(-`zb')
|
||||
replace `F' = `r3'*`r4' if $ML_samp
|
||||
replace `p' = `p' + scalar(w`m')*`F' if $ML_samp
|
||||
local m = `m' + 1
|
||||
}
|
||||
replace `p'= (1/sqrt(_pi))*`p' if $ML_samp
|
||||
replace `F' = log(`p') if $ML_samp
|
||||
mlsum `f' = `F' if $ML_samp
|
||||
}
|
||||
end
|
||||
exit
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
45
Modules/ado/plus/e/exspoisson_p.ado
Normal file
45
Modules/ado/plus/e/exspoisson_p.ado
Normal file
@ -0,0 +1,45 @@
|
||||
*! version 1.0 Alfonso Miranda-Caso-Luengo, June 2003 (SJ4-1: st0057)
|
||||
program define exspoisson_p, sort
|
||||
version 7
|
||||
|
||||
local myopts "n"
|
||||
|
||||
_pred_se "`myopts'" `0'
|
||||
if `s(done)' { exit }
|
||||
local vtyp `s(typ)'
|
||||
local varn `s(varn)'
|
||||
local 0 `"`s(rest)'"'
|
||||
|
||||
syntax [if] [in] [, `myopts' noOFFset]
|
||||
|
||||
local type "`n'"
|
||||
marksample touse
|
||||
|
||||
if "`type'"=="n" | "`type'"=="" {
|
||||
|
||||
tempname mu zu lnsigma kappa
|
||||
qui _predict double `mu' if `touse', xb `offset' eq(#1)
|
||||
qui _predict double `zu' if `touse', xb `offset' eq(#2)
|
||||
qui _predict double `lnsigma' if `touse', xb eq(#3)
|
||||
|
||||
local d "`e(edummy)'"
|
||||
|
||||
tempvar sma u rho
|
||||
gen double `sma' = exp(`lnsigma')
|
||||
|
||||
tempvar p eta
|
||||
gen double `p'=0 if `touse'
|
||||
gen double `eta'=0 if `touse'
|
||||
qui replace `mu'=exp(`mu'-0.5*`sma'^2) if `touse'
|
||||
qui replace `eta' = 1
|
||||
qui replace `p'=`mu'*`eta' if `touse'
|
||||
qui gen `vtyp' `varn'=`p' if `touse'
|
||||
label var `varn' "predicted number of events of `e(depvar)'"
|
||||
exit
|
||||
}
|
||||
end
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
Reference in New Issue
Block a user