CODEWITHSUNDEEP
outputstataeffects
Superpronker
Superpronker

Reputation: 329

Stata tables: Using esttab, indicate() with xtreg

Does anyone know if it is possible to use the magnificent "indicate()" option in esttab with xtreg? If I run a regression like 

eststo MYREG: reg y x i.category,

then I can do 

esttab MYREG , indicate("Category FE = *.category")

and I will get a nice table like so: 

----------------------
x            2.3443
             (2.15)
Category FE    Yes
----------------------
N             4321
----------------------

THE PROBLEM: When I use 

xtset category
xtreg y x

there is no coefficient saved that I can use in the indicate statement. Or is there? I have been unable to find any.

I realize that I can use 

estadd local fe "Yes" : MYREG

and then I can get a table like 

esttab MYREG , stats(N fe)

----------------------
x            2.3443
             (2.15)
----------------------
N             4321
Category FE    Yes
----------------------

but I am using a bunch of other "i.VAR" type fixed effects and I want them all to show up together just below the coefficients and not have just one of them showing up in the footer.

Upvotes: 4

Views: 6605

Answers (1)

BeingQuisitive
BeingQuisitive

Reputation: 158

The quickest thing to do is to insert arbitrary lines of text/smcl/latex using the varlist option. For example to insert a line noting a FE right before _cons (rather than down in the stats panel), use

esttab myreg, stats(N) varlabels(,blist(_cons "{p2col 0 20 0 0: FE}yes{p_end}"))

Which will display:

----------------------------
                      (1)   
                   weight   
----------------------------
week                6.210***
                 (158.97)   
FE                 yes
_cons               19.36***
                  (32.09)   
----------------------------
N                     432   
----------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001

You can adjust the 20 to get the right horizontal layout, or just use spaces (which is what you'll do if you have more than a single model.

If you want something more robust (that can handle model re-ordering) the alternative is to edit each model estimate and put in fake entries in the e(b) (and e(V)) matrices and then use indicate when you output the table. Here is a simple ado I've used:

*Needs erepost
program add_fake_coeff_to_e, eclass
    args cname cval

    tempname eb eb2 eV eV2
    mat `eb' = e(b)
    local eb_names : colnames `eb'
    mat `eb2' = `eb', `cval'
    matrix colnames `eb2' = `eb_names' `cname'

    *Need the dimensions of V to match b
    mat `eV' = e(V)
    local num_eb : word count `eb_names'

    mat `eV2' = I(`=`num_eb'+1')
    mat `eV2'[1,1] = `eV'
    matrix colnames `eV2' = `eb_names' `cname'
    matrix rownames `eV2' = `eb_names' `cname'

    erepost b=`eb2' V=`eV2'
end

So then you would do

reg blah
add_fake_coeff_to_e "FE" 1
estimates store est1
esttab est1 , <other opts> indicate("FE", labels("Y" ""))

Upvotes: 2

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