Customized tables using option row() of asdoc – Stata
This is rather a quick example of how to use option row() of asdoc for creating highly customized tables. We are interested in a table that is given bellow. *Load example dataset sysuse auto,clear *Write the header row of the table with table title asdoc, row(Dependent variable:domestic or foreign, Domestic mean/frequency, Domestic SD, Foreign [...]
tabstat with asdoc in Stata
asdoc makes some elegant tables when used with tabstat command. There are several custom-made routines in asdoc that creates clean tables from tabstat command. asdoc fully supports the command structure and options of tabstat. And, yes asdoc allows one additional statistics, that is, t-statistics alongside the allowed statistics in tabstat. For reporting purposes, asdoc categorizes tabstat [...]
Quick setup of Python with Stata 16
With the announcement of Stata 16, Python commands can be executed directly from the Stata command prompt, do files or ado programs. That would definitely expand the possibilities of doing extraordinary things without leaving the Stata environment. However, this integration exposes Stata to all the problems of Python installations and its packages. First of [...]
Fama and MacBeth regression with Shanken correction using asreg
If you are not yet familiar with asreg, here is a quick start. Implementing the Fama and MacBeth regression using asreg is super-fast and easy. Here are a few posts related to this implementation. FMB regressions with asreg FMB regression – what, how and where FMB regressions with 25-portfolios – An example The [...]
Fama – MacBeth (1973) procedure: What, how and where | asreg in Stata
Fama and MacBeth (1973) procedure can be used in testing asset pricing models and in other areas. In this post, my primary focus is on its use in testing asset pricing models. FMB in asset pricing models It is actually a three-step process that involves dividing the time period into three parts. Step 1: [...]
Export correlation table to Word with stars and significance level using asdoc
The updated version of asdoc can now create a table of correlation with significance levels starred at different levels. The new version can be installed by typing the following line in Stata.