CODEWITHSUNDEEP
excelstata
Jakob
Jakob

Reputation: 1453

Stata: Arrange results of different regressions below each other in Excel output

I'm running a bunch of bivariate regressions which I would like to report in an Excel file. The resulting table at the moment looks like this:

var1    coef1a    coef1b
        (tvalue1a)(tvalue1b)
var2                          coef2a     coef2b
                              (tvalue2a) (tvalue2b) ...

Where ... stands for another 50 variables. I know this is much to ask of outreg but is there some way to get an output like:

var1  coef1a    coef1b
      (tvalue1a)(tvalue1b)
var2  coef2a     coef2b
      (tvalue2a) (tvalue2b) 
...

although the two coefficients come from different regressions?

I'm just interested in the coefficients and the t-values, the other statistics do not need to be recorded (constant, R2 etc).

Reproducible example:

clear all
ssc install outreg2
sysuse auto

local path yourpath
cd "`path'"
local vars mpg rep78 headroom trunk weight length
local replace replace

foreach i of local vars{
reg price `i'
outreg2 using "$path\example.xls", ctitle("var1") long `replace'
local replace
reg price `i', robust
outreg2 using "$path\example.xls", ctitle("var1") long `replace'
}

Upvotes: 0

Views: 1503

Answers (1)

Roberto Ferrer
Roberto Ferrer

Reputation: 11102

Have you tried the ESTOUT module, from SSC?

sysuse auto, clear

eststo: quietly regress price weight mpg
eststo: quietly regress price weight mpg foreign

esttab

You can save to .csv files. See for example

http://repec.org/bocode/e/estout/esttab.html#esttab010

which has more examples.

Edit

Ben Jann, the author of ESTOUT, has written a program that can stack model results to be used with esttab. Below the program with examples:

. capt prog drop appendmodels

. *! version 1.0.0  14aug2007  Ben Jann
. program appendmodels, eclass
  1.     // using first equation of model
.     version 8
  2.     syntax namelist
  3.     tempname b V tmp
  4.     foreach name of local namelist {
  5.         qui est restore `name'
  6.         mat `tmp' = e(b)
  7.         local eq1: coleq `tmp'
  8.         gettoken eq1 : eq1
  9.         mat `tmp' = `tmp'[1,"`eq1':"]
 10.         local cons = colnumb(`tmp',"_cons")
 11.         if `cons'<. & `cons'>1 {
 12.             mat `tmp' = `tmp'[1,1..`cons'-1]
 13.         }
 14.         mat `b' = nullmat(`b') , `tmp'
 15.         mat `tmp' = e(V)
 16.         mat `tmp' = `tmp'["`eq1':","`eq1':"]
 17.         if `cons'<. & `cons'>1 {
 18.             mat `tmp' = `tmp'[1..`cons'-1,1..`cons'-1]
 19.         }
 20.         capt confirm matrix `V'
 21.         if _rc {
 22.             mat `V' = `tmp'
 23.         }
 24.         else {
 25.             mat `V' = ///
>             ( `V' , J(rowsof(`V'),colsof(`tmp'),0) ) \ ///
>             ( J(rowsof(`tmp'),colsof(`V'),0) , `tmp' )
 26.         }
 27.     }
 28.     local names: colfullnames `b'
 29.     mat coln `V' = `names'
 30.     mat rown `V' = `names'
 31.     eret post `b' `V'
 32.     eret local cmd "whatever"
 33. end

. sysuse auto
(1978 Automobile Data)

. eststo b1: quietly regress price weight

. eststo b2: quietly regress price mpg

. eststo b3: quietly regress price foreign

. eststo bivar: appendmodels b1 b2 b3

. esttab b1 b2 b3 bivar, mtitles

Source: http://repec.org/bocode/e/estout/advanced.html#advanced901

Upvotes: 1

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