CODEWITHSUNDEEP
stata
Asteroid098
Asteroid098

Reputation: 2825

Dropping dummies in esttab

I tried creating a table using the community-contributed family of commands estout:

esttab est1 est2 est3 using table3.tex, se label nobaselevels ///
star(* 0.10 ** 0.05 *** 0.01) cell((coef(fmt(%9.2f)) sd(fmt(%9.2f)))) ///
drop(_Iprovince* _Iyear*) stats(year province robust r2 N, ///
label("Year Fixed Effects" "Province Fixed Effects" "Robust SE" "R-squared")) ///
replace booktabs

However, Stata produces the following error:

coefficient _Iprovince* not found

These are "fixed effect" dummies that I want to drop them out.

The code works fine when I take out cell().

Finally, how can I also round up the coefficient estimates and standard errors?

Upvotes: 0

Views: 3899

Answers (2)

user8682794
user8682794

Reputation:

The code does not execute because you are using in esttab the suboption sd instead of se:

sysuse auto, clear

eststo est1: xi: reg price mpg i.rep78
i.rep78           _Irep78_1-5         (naturally coded; _Irep78_1 omitted)

      Source |       SS           df       MS      Number of obs   =        69
-------------+----------------------------------   F(5, 63)        =      4.39
       Model |   149020603         5  29804120.7   Prob > F        =    0.0017
    Residual |   427776355        63  6790100.88   R-squared       =    0.2584
-------------+----------------------------------   Adj R-squared   =    0.1995
       Total |   576796959        68  8482308.22   Root MSE        =    2605.8

------------------------------------------------------------------------------
       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         mpg |  -280.2615   61.57666    -4.55   0.000    -403.3126   -157.2103
   _Irep78_2 |   877.6347   2063.285     0.43   0.672     -3245.51     5000.78
   _Irep78_3 |   1425.657   1905.438     0.75   0.457    -2382.057    5233.371
   _Irep78_4 |   1693.841   1942.669     0.87   0.387    -2188.274    5575.956
   _Irep78_5 |   3131.982   2041.049     1.53   0.130    -946.7282    7210.693
       _cons |   10449.99   2251.041     4.64   0.000     5951.646    14948.34
------------------------------------------------------------------------------

esttab est1, cell((coef(fmt(%9.2f)) sd(fmt(%9.2f)))) label nobaselevels ///
star(* 0.10 ** 0.05 *** 0.01) stats(b r2 N) drop(_Irep78*)
coefficient _Irep78* not found
r(111);

If you use the correct suboption se the code runs:

esttab est1, cell((coef(fmt(%9.2f)) se(fmt(%9.2f)))) label nobaselevels ///
star(* 0.10 ** 0.05 *** 0.01) stats(r2 N) drop(_Irep78*)

----------------------------------------------
                              (1)             
                            Price             
                             coef           se
----------------------------------------------
Mileage (mpg)                            61.58
Constant                               2251.04
----------------------------------------------
r2                           0.26             
N                           69.00             
----------------------------------------------

However, the suboption coeflabels (coef in your code) is supposed to only specify labels for beta coefficients, not include them.

As such, instead you need to use the suboption b as suggested in @Dimitriy's answer:

esttab est1, cell((b(fmt(%9.2f)) se(fmt(%9.2f)))) label nobaselevels ///
star(* 0.10 ** 0.05 *** 0.01) stats(r2 N) drop(_Irep78*)

----------------------------------------------
                              (1)             
                            Price             
                                b           se
----------------------------------------------
Mileage (mpg)             -280.26        61.58
Constant                 10449.99      2251.04
----------------------------------------------
r2                           0.26             
N                           69.00             
----------------------------------------------

Here's the full output in esttab (wihout dropping anything):

esttab est1, cell((b(fmt(%9.2f)) se(fmt(%9.2f)))) label nobaselevels ///
star(* 0.10 ** 0.05 *** 0.01) stats(r2 N)

----------------------------------------------
                              (1)             
                            Price             
                                b           se
----------------------------------------------
Mileage (mpg)             -280.26        61.58
rep78==2                   877.63      2063.28
rep78==3                  1425.66      1905.44
rep78==4                  1693.84      1942.67
rep78==5                  3131.98      2041.05
Constant                 10449.99      2251.04
----------------------------------------------
r2                           0.26             
N                           69.00             
----------------------------------------------

Upvotes: 1

dimitriy
dimitriy

Reputation: 9470

Unless you have a very old version of Stata, don't use xi to create your FEs. Use factor variable notation i.province and i.year instead.

The principal problem with your code is that you should have b instead of coef (Stata cannot drop coefficients since they are not included unless you tell Stata that you want them):

sysuse auto
eststo est1: reg price mpg i.rep78
esttab est1, ///
stats(b year province robust r2 N, label("Year Fixed Effects" "Province Fixed Effects" "Robust SE" "R-squared")) ///
replace booktabs drop(*.rep78) se label nobaselevels star(* 0.10 ** 0.05 *** 0.01) cell((b(fmt(%9.2f)) sd(fmt(%9.2f))))

Note the reproducible example on a shared dataset.

Upvotes: 1

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