Say I have this data:
eststo clear
sysuse auto2, clear
I perform a regression:
reg mpg price turn
I would like to use esttab's rename functionality to rename the variables. However, when I do:
esttab, rename("price" "(1,2)" "turn" "(3,5)")
the commas disappear.
And when I do:
esttab, rename("price" "Var1: (1,2)" "turn" "Var2: (3,5)")
I get an error message.
I have tried creating a local and using that in rename, but I get an error there too.
local a "(1,2)"
display "`a'"
esttab, rename("price" "`a'")
But this just reproduces the comma problem.
How can I fix these two problems (especially the first one)?
esttab is a community-contributed command.
It looks like that both , and : are used for internal parsing, so you are out of luck if you want to use the rename() option.
However, you can fix both problems by doing the following:
eststo clear
sysuse auto2, clear
label variable price "(1,2)"
label variable turn "(3,5)"
reg mpg price turn
esttab, label
------------------------------------
(1)
Mileage (m~)
------------------------------------
(1,2) -0.000534**
(-3.38)
(3,5) -0.835***
(-7.89)
Constant 57.69***
(14.32)
------------------------------------
Observations 74
------------------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001
And:
label variable price "Var1: (1,2)"
label variable turn "Var2: (3,5)"
reg mpg price turn
esttab, label
------------------------------------
(1)
Mileage (m~)
------------------------------------
Var1: (1,2) -0.000534**
(-3.38)
Var2: (3,5) -0.835***
(-7.89)
Constant 57.69***
(14.32)
------------------------------------
Observations 74
------------------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001
EDIT:
The help file of estout confirms:
rename(matchlist) changes the names of individual coefficients, where
matchlist is
oldname newname [oldname newname ...]
oldname can be a parameter name (e.g. price) or a full name including
an equation specification (e.g. mean:price)...
The comma is probably used as a delimiter.
Related
I have run two regressions on similar but different data sets and regressors the results of which I want to report next to each other for comparability but keep them in one table using estout/esttab. The finished product should look something like this.
Table
-----------------------------------------
Dep. Var.: a
-----------------------------------------
Regression 1 |Regression 2
-----------------------------------------
x_1 coeff.|x_2 coeff.
y_1 coeff.|y_2 coeff.
z_1 coeff.|z_2 coeff.
l_1 coeff.|
m_1 coeff.|
-----------------------------------------
Obs value|Obs value
-----------------------------------------
Hypothesis |
x_1=1,p-value |x_2=1,p-value
-----------------------------------------
I am able to create individual tables like this just fine but I have honestly no idea where to start here and documentation hasn't been very helpful either. I hope someone here can point me in the right direction.
I think the eststo/esttab syntax will help. Here's code which I think produces what you're after:
ssc install estout, replace
sysuse auto, clear
eststo m1: regress price mpg
test mpg=1
estadd scalar pvalue = r(p)
eststo m2: regress price mpg trunk [enter image description here][1]
test trunk=1
estadd scalar pvalue = r(p)
esttab m1 m2, b(3) se(3) stats(pvalue r2 N, fmt(3 3 0) label("P-value" "R-squared" "Observations")) mtitle("Regression 1" "Regression 2") nocons
It creates this table:
--------------------------------------------
(1) (2)
Regression 1 Regression 2
--------------------------------------------
mpg -238.894*** -220.165**
(53.077) (65.593)
trunk 43.559
(88.719)
--------------------------------------------
P-value 0.000 0.633
R-squared 0.220 0.222
Observations 74 74
--------------------------------------------
Standard errors in parentheses
* p<0.05, ** p<0.01, *** p<0.001
The esttab guide is really great.
I am constructing a table of means and p-values from ttest. How can I get all of this in the same esttab table? Here is a MWE:
Get the sample, save it as a temporary file, create a local with the variables we will consider, create a local that is the length of the first local:
sysuse auto2, clear
*create two groups: 0 and 1
gen group = _n<37
tempfile a
save `a'
local vars "price headroom trunk weight"
local vars_n: word count `vars'
ssc install estout
eststo clear
Calculate the means of group 0 (column 1) and group 2 (column 2):
*group 0 means
use `a', clear
keep if group==0
eststo: estpost sum `vars'
*group 1 means
use `a', clear
keep if group==1
eststo: estpost sum `vars'
Conduct t-tests for each variable (is there an easier way to do this?):
*t-test
*create blank matrix
matrix pval = J(`vars_n',1,.)
use `a', clear
forvalues i=1/`vars_n' {
local var `: word `i' of `vars''
ttest `var', by(group)
*add the two-sided p-value to matrix
matrix pval[`i',1]=r(p)
}
This previous block of code saves the p-values (column 3) into a matrix.
Use esttab to output the results:
esttab, cells(mean(fmt(2))) collabels(none) nodepvars nonumber replace label
esttab matrix(pval, fmt(2 0))
My issue is that I need to have the p-values in the same esttab as the means, but I currently have them in a matrix. How can I use something like eststo: estpost to get them so that I can use esttab (as opposed to esttab matrix)? Or is there a better way to do all of this? My goal is to run esttab, cells(mean(fmt(2))) collabels(none) nodepvars nonumber replace label and have it create a table with the first two columns being the means and the third column being the p-values.
All the information you need is in estpost ttest, so an easy solution would be this:
sysuse auto2, clear
gen group = _n<37
local vars price headroom trunk weight
estpost ttest `vars', by(group)
esttab ., cells("mu_1 mu_2 p") nonumber label
-----------------------------------------------------------
mu_1 mu_2 p
-----------------------------------------------------------
Price 5847.526 6500.639 .3445597
Headroom (in.) 2.828947 3.166667 .0861206
Trunk space (.. ft.) 12.39474 15.19444 .0041618
Weight (lbs.) 2654.474 3404.722 .0000115
-----------------------------------------------------------
Observations 74
-----------------------------------------------------------
I would like to make a summary statistics table using esttab from the estout package on SSC. I can make the table just fine, but I would like to add a column that counts the number of non-missing observations for each variable. That is, some variables may not be complete and I would like this to be clear to the reader.
In the example below I removed the first five observations for price, so I would like a 69 in that row. But my code doesn't include row-specific observation counts, only the total number of observations in the footer.
sysuse auto, clear
estpost summarize, detail
replace price = . in 1/5
local screen ///
cells("N mean sd min p50 max") ///
nonumber label
esttab, `screen'
This yields an empty N column, which I would prefer to have at 69 , followed by all 74s.
Is this it:
clear all
set more off
*----- exmple data -----
sysuse auto, clear
keep price mpg rep78 headroom
replace price = . in 1/5
*----- what you want -----
estpost summarize, detail
local screen cells("count mean sd") nonumber label noobs
esttab, `screen'
?
It just uses count. esttab is a wrapper for estout, and the help for the latter documents that it will take "results from e(myel)", which you have from estpost summarize, detail.
An alternative is:
tabstat _all, statistics(count mean sd) columns(statistics)
Yet another one, only that it allows variable labels to be displayed:
fsum _all, stat(n mean sd) uselabel
fsum is from SSC.
I would like to use esttab (ssc install estout) to generate summary statistics by group with columns for the mean difference and significance. It is easy enough to generate these as two separate tables with estpost, summarize, and ttest, and combine manually, but I would like to automate the whole process.
The following code generates the two components of the desired table.
sysuse auto, clear
* summary statistics by group
eststo clear
by foreign: eststo: quietly estpost summarize ///
price mpg weight headroom trunk
esttab, cells("mean sd") label nodepvar
* difference in means
eststo: estpost ttest price mpg weight headroom trunk, ///
by(foreign) unequal
esttab ., wide label
And I can print the two tables and cut-an-paste into one table.
* can generate similar tables and append horizontally
esttab, cells("mean sd") label
esttab, wide label
* manual, cut-and-paste solution
-------------------------------------------------------------------------------------------------------
(1) (2) (3)
mean sd mean sd
-------------------------------------------------------------------------------------------------------
Price 6072.423 3097.104 6384.682 2621.915 -312.3 (-0.44)
Mileage (mpg) 19.82692 4.743297 24.77273 6.611187 -4.946** (-3.18)
Weight (lbs.) 3317.115 695.3637 2315.909 433.0035 1001.2*** (7.50)
Headroom (in.) 3.153846 .9157578 2.613636 .4862837 0.540** (3.30)
Trunk space (.. ft.) 14.75 4.306288 11.40909 3.216906 3.341*** (3.67)
-------------------------------------------------------------------------------------------------------
Observations 52 22 74
-------------------------------------------------------------------------------------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001
It seems that I should be able to get the desired table with one esttab call and without cutting-and-pasting, but I can't figure it out. Is there a way to generate the desired table without manually cutting-and-pasting?
I would prefer to output a LaTeX table, but anything that eliminates the cutting-and-pasting is a big step, even passing through a delimited text file.
If you still want to use esttab, you can play around using cells and pattern. The table in the original post can be replicated with the following code:
sysuse auto, clear
eststo domestic: quietly estpost summarize ///
price mpg weight headroom trunk if foreign == 0
eststo foreign: quietly estpost summarize ///
price mpg weight headroom trunk if foreign == 1
eststo diff: quietly estpost ttest ///
price mpg weight headroom trunk, by(foreign) unequal
esttab domestic foreign diff, ///
cells("mean(pattern(1 1 0) fmt(2)) sd(pattern(1 1 0)) b(star pattern(0 0 1) fmt(2)) t(pattern(0 0 1) par fmt(2))") ///
label
which yields
-----------------------------------------------------------------------------------------------------
(1) (2) (3)
mean sd mean sd b t
-----------------------------------------------------------------------------------------------------
Price 6072.42 3097.10 6384.68 2621.92 -312.26 (-0.44)
Mileage (mpg) 19.83 4.74 24.77 6.61 -4.95** (-3.18)
Weight (lbs.) 3317.12 695.36 2315.91 433.00 1001.21*** (7.50)
Headroom (in.) 3.15 0.92 2.61 0.49 0.54** (3.30)
Trunk space (.. ft.) 14.75 4.31 11.41 3.22 3.34*** (3.67)
-----------------------------------------------------------------------------------------------------
Observations 52 22 74
-----------------------------------------------------------------------------------------------------
I don't think there's a way to do this with esttab (estout package from ssc), but I have a solution with listtab (also ssc) and postfile. The table here is a little different than the one I propose above, but the approach is general enough that you can modify it to fit your needs.
This solution also use LaTeX's booktabs package.
/* data and variables */
sysuse auto, clear
local vars price mpg weight headroom trunk
/* means */
tempname postMeans
tempfile means
postfile `postMeans' ///
str100 varname domesticMeans foreignMeans pMeans using "`means'", replace
foreach v of local vars {
local name: variable label `v'
ttest `v', by(foreign)
post `postMeans' ("`name'") (r(mu_1)) (r(mu_2)) (r(p))
}
postclose `postMeans'
/* medians */
tempname postMedians
tempfile medians
postfile `postMedians' ///
domesticMedians foreignMedians pMedians using `medians', replace
foreach v of local vars {
summarize `v' if !foreign, detail
local med1 = r(p50)
summarize `v' if foreign, detail
local med2 = r(p50)
ranksum `v', by(foreign)
local pval = 2 * (1 - normal(abs(r(z))))
post `postMedians' (`med1') (`med2') (`pval')
}
postclose `postMedians'
/* combine */
use `means'
merge 1:1 _n using `medians', nogenerate
format *Means *Medians %9.3gc
list
/* make latex table */
/* requires LaTeX package `booktabs` */
listtab * using "Table.tex", ///
rstyle(tabular) replace ///
head("\begin{tabular}{lcccccc}" ///
"\toprule" ///
"& \multicolumn{3}{c}{Means} & \multicolumn{3}{c}{Medians} \\" ///
"\cmidrule(lr){2-4} \cmidrule(lr){5-7}" ///
"& Domestic & Foreign & \emph{p} & Domestic & Foreign & \emph{p}\\" ///
"\midrule") ///
foot("\bottomrule" "\end{tabular}")
This yields the following.
The answer chosen is nice but a bit redudant. You can achieve the same result with only estpost ttest.
sysuse auto, clear
estpost ttest price mpg weight headroom trunk, by(foreign)
esttab, cells("mu_1 mu_2 b(star)"
The output looks like this:
mu_1 mu_2 b
c_score 43.33858 42.034 1.30458***
nc_a4_17 4.007524 3.924623 .0829008*
Is there any way to save and reload data in between an eststo command and an esttab?
What I would love is something like the following:
eststo: quietly reg a b
estsave using foo.est, replace
***
*Some other File
estload using foo.est
esttab foo.tex
Any other alternatives that let me play with the way I output regressions by trial and error (without having to re-run them and having to be at an interactive prompt) would be enormously helpful.
Why do you need to put it to disk?
The (prefix) command eststo stores the results in memory until you close the file, and unless specified names each estimate consecutively (eststo1, eststo2 etc.). You can re-program and re-run only part of the do file.
Alternatively, you could create all estimates in a do and call it from a secondary do:
/* .do for make tables */
do makeEstimates.do
esttab ...
Elsewhere you program makeEstimates.do:
/* .do to make estimates */
quietly regress a b
estout ab
You can run once, then comment out the do makeEstimates.do line to just work on estout if you do not change them.
You can store estimates on disk with the estimates save command:
sysuse auto, clear
quietly regress price mpg
estimates save foo1
quietly regress price trunk
estimates save foo2
quietly regress price weight
estimates save foo3
The above code snippet creates 3 files in your current working directory containing the estimates:
foo1.ster
foo2.ster
foo3.ster
You can then reload these and use them with esttab non-interactively and in any way you like with the estimates use command:
estimates use foo2
esttab .
----------------------------
(1)
price
----------------------------
trunk 216.7**
(2.81)
_cons 3183.5**
(2.87)
----------------------------
N 74
----------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001
estimates use foo1
esttab .
----------------------------
(1)
price
----------------------------
mpg -238.9***
(-4.50)
_cons 11253.1***
(9.61)
----------------------------
N 74
----------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001
estimates use foo3
esttab .
----------------------------
(1)
price
----------------------------
weight 2.044***
(5.42)
_cons -6.707
(-0.01)
----------------------------
N 74
----------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001