Dropping i.dummies from regression | asdoc | Word | Stata

  • 4

Dropping i.dummies from regression | asdoc | Word | Stata

Category:asdoc,Blog,Stata Programs Tags : 

Questions: I have time and location dummies which I want to include in the regression, but do not want to report them in the regression nested tables created with asdoc. How can I do that?

If you have not already installed asdoc, you can install it from SSC by typing the following in the Stata command window:

ssc install asdoc

Let’s use an example data set.

use http://fintechprofessor.com/regdata.dta, clear

This dataset has four main independent variables, named as x1, x2, x3, x4 and a set of possible dummy variables that will be constructed from the variable year (from 2001-2005) and location (from 1-3).  Let us estimated the following regression:

asdoc reg y x1 x2 x3 i.year i.location, nest drop(i.year i.location) replace

asdoc reg y x1 x2 x4 i.year i.location, nest drop(i.year i.location)

Explanations

In the above two lines, we have estimated two regressions and sent their output to a Word file.  In the first line, we estimated a regression with the three main independent variables x1, x2, and x3 and included the year and location dummies on the fly. The option nest will create a nested regression table. The option drop(i.year i.location) drops these dummy variables from the regression table, however, they are included in the main regression. The two lines produce the following regression table in MS Word. 


[mc4wp_form id=”1409″]


4 Comments

Yen Xao

August 15, 2018at 11:32 am

I was looking for this possibility since long. Thanks for this post.

Allen Cohen

August 30, 2018at 1:12 am

This program has helped me a lot. Thanks for this contribution.

HP

November 19, 2018at 4:49 am

Is there any option to include Year_Dum Yes or no Location_dum yes or no in the results? If we want to include the order of the variables in the table such as _cons x1 x2 x3 etc, do we have options?

    Attaullah Shah

    November 19, 2018at 7:25 am

    HP: yes, we can add it. I have shown that in my YouTube video in much details. However, if you want a quick answer, see the following code:

    use http://fintechprofessor.com/regdata.dta, clear
    asdoc reg y x1 x2 x3 i.year i.location, nest drop(i.year i.location) replace add(Year dummies, yes, location dummies, yes)
    
    asdoc reg y x1 x2 x4 i.year i.location, nest drop(i.year i.location) add(Year dummies, yes, location dummies, yes)

Leave a Reply

4 × 2 =