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
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
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)
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.