Creating a nested regression table with asdoc in Stata

Shahzad Khan has asked a question to this YouTube video: Sir I am using three regression with the same dependent and controls but with different independent. I don’t know how to make make a table of it. Note: I can not use all independent in the same model.

Answer: Following is a quick answer. Let us assume that our dependent variable is Y and X1, X2, X3, X4 are our independent variables. We also have three control variables called Z1, Z2, and Z3. Like Shahzad Khan has asked, we would like to include X1, X2, and all control variables in Model 1; X1, X3, and control variable in Model 2; X2, X3, and all control variables in Model 3. We shall use the nest option of asdoc to created a nested regression table of these variables.

Let us use the example data for our website.

 use http://fintechprofessor.com/example.dta
 asdoc reg Y X1 X2 Z1 Z2 Z3, replace nest
 asdoc reg Y X1 X3 Z1 Z2 Z3, nest
 asdoc reg Y X2 X3 Z1 Z2 Z3, nest