File restructure #1
This commit is contained in:
@ -1,81 +0,0 @@
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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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@ -1,68 +0,0 @@
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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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@ -1,81 +0,0 @@
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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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^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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^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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. ^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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. ^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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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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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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@ -1,64 +0,0 @@
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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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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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@ -1,2 +0,0 @@
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.h listutil
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@ -1,128 +0,0 @@
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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() {
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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) /*
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*/ EXS *]
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/* Obtaining dependent variable and explanatory variables */
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gettoken endgv exogv : varlist, parse("")
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/* Selecting sample */
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marksample touse
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markout `touse' `varlist'
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/* defining some globals */
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global S_quad "`quadrature'"
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global S_edum "`edummy'"
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/* Diverting to exsp if EXS option active */
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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')
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sigma0(`sigma0') ;
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#delimit cr
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exit
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}
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/* Get points and weights for Gaussian-Hermite quadrature. */
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tempvar x w
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qui gen double `x' = 0
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qui gen double `w' = 0
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ghquad `x' `w', n(`quadrature')
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local j = `quadrature'
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while `j' >0 {
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scalar x`j' = `x'[`j']
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local j = `j' -1
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}
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local j = `quadrature'
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while `j' >0 {
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scalar w`j' = `w'[`j']
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local j = `j' - 1
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}
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/* GETTING INITIAL VALUES */
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di _skip(3)
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qui probit `edummy' `switch' if `touse'
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tempname b b1 b2 ch cr b0 bi
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mat `b'=e(b)
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xcolnames `b', head(switch)
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di as txt "Getting Initial Values:"
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qui poisson `endgv' `exogv' if `touse'
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mat `b1' = e(b)
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mat `b2' = (`b1',`b')
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matrix `ch' = ln(`sigma0')
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matrix colnames `ch' = lnsigma:_cons
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matrix `cr' = `rho0'
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matrix colnames `cr' = rho:_cons
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matrix `b0' = (`b2',`ch',`cr')
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ml model d0 espoisson_ll ("`endgv'": `endgv' = `exogv') /*
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*/ (switch:`switch')(lnsigma:)(rho:) /*
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*/ if `touse', init(`b0')
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qui ml search rho: 14 -14
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mat `cr' = ML_b[1,"rho:_cons"]
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mat `bi' = (`b2',`ch',`cr')
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/* FITTING FULL MODEL */
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di _skip(3)
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di in gr "Fitting Full model:"
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ml model d0 espoisson_ll ("`endgv'": `endgv' = `exogv') /*
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*/ (switch:`switch')(lnsigma:)(rho:)/*
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*/ if `touse', init(`bi', skip) max `options' search(off)
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estimates local cmd "espoisson"
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estimates local edummy "`edummy'"
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est local predict "espoisson_p"
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est local quad "`quadrature'"
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/* Display Results */
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espDisplay
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end
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program define espDisplay
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di _skip(12)
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di _n as txt /*
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*/ "Endogenous-Switch Poisson Regression"
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di as text "(`e(quad)' quadrature points)"
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ml di, neq(2)plus
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_diparm lnsigma, exp pr label("sigma")
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_diparm rho, f((exp(2*@)-1)/(exp(2*@)+1)) /*
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*/ d(4*exp(2*@)/(exp(2*@)+1)^2) label("rho") pr
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di in gre in smcl "{hline 13}{c BT}{hline 64}"
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end
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@ -1,84 +0,0 @@
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{smcl}
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{hline}
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help for {hi:espoisson} {right:(SJ4-1: st0057)}
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{hline}
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{title:FIML endogenous switching Poisson model}
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{p 8 13 2}{cmd:espoisson}{space 2}{it:depvar} [{it:varlist}]
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[{cmd:if} {it:exp}] [{cmd:in} {it:range}] {cmd:,}
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{cmdab:ed:ummy(}{it:varname}{cmd:)} [ {cmdab:s:witch(}{it:varlist}{cmd:)}
|
||||
{cmdab:q:uadrature(}{it:#}{cmd:)} {cmd:rho0(}{it:#}{cmd:)}
|
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{cmd:sigma0(}{it:#}{cmd:)} {cmd:exs} {it:maximize_options}]
|
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{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
|
||||
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||||
{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}
|
||||
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||||
|
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{title:Description}
|
||||
|
||||
{p 4 4 2}{cmd:espoisson} fits a FIML endogenous switching Poisson model.
|
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An endogenous dummy variable is present in the vector of explanatory
|
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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.
|
||||
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||||
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{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}
|
||||
@ -1,74 +0,0 @@
|
||||
*! 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
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
@ -1,50 +0,0 @@
|
||||
*! 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
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
@ -1,935 +0,0 @@
|
||||
{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}
|
||||
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
@ -1,343 +0,0 @@
|
||||
*! 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
|
||||
@ -1,347 +0,0 @@
|
||||
{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}
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
@ -1,905 +0,0 @@
|
||||
{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}
|
||||
@ -1,104 +0,0 @@
|
||||
*! 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
|
||||
|
||||
|
||||
|
||||
@ -1,58 +0,0 @@
|
||||
*! 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
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
@ -1,45 +0,0 @@
|
||||
*! 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