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.
I was looking for this possibility since long. Thanks for this post.
This program has helped me a lot. Thanks for this contribution.
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?
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:
Hi Proffesor, I want to drop(i.year i.location) but dont want to nest. When I try it, nothing change. can u help me
without nest your code:
asdoc reg y x1 x2 x3 i.year i.location, drop(i.year i.location) replace add(Year dummies, yes, location dummies, yes)
Option drop works only with the nested regression.
Dr. Shah,
Thank you for the great work. Is there a way to order the variables in the regression table. Given
Observations 50 50
R-squared .666 .669
Year dummies yes yes
location dummies yes yes
Want to present as
Year dummies yes yes
location dummies yes yes
Observations 50 50
R-squared 66.60% 66.90%
Thank you.
Yes, see this post https://fintechprofessor.com/2019/01/31/ordering-variables-in-a-nested-regression-table-of-asdoc-in-stata/
Hi Professor, Currently I want to create a regression based on your given commands. This has led to the following do-file for me:
destring sic2, replace force
xtset sic2
asdoc reg EQ BIND FINEXP TENURE TENURESQ i.DumEXP#c.TENURE size ROA pastloss MTB lev y2010 y2011 y2012 y2013 y2014 y2015 y2016 y2017 y2018 y2019 i.year i.sic2, nest drop(i.year i.location) replace add (Year Fixed Effect, Yes, Industry Fixed Effect, Yes).
However, after running this do-file in stata i get the following error code: invalid ‘yes’ r(198);
Do you guys have any idea to solve this problem for me?
Thanks in advance and I would like to hear from you
Kind regards, Roy
There should be no space between
addand the parenthesis. It should be typed like thisadd(Year Fixed Effect, Yes, Industry Fixed Effect, Yes)