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Attaullah Shah
Keymaster
January 17, 2020 at 7:55 am
Post count: 69
#2978

I updated asdoc today to add support for reporting p-values in the nested regression tables. You can now use the option rep(p) to report p-values. rep() option can also be used to report either :

1. t-values using                 rep(t)
2. standard errors using   rep(se)
3. p-values with using         rep(p)

The new version of asdoc can be installed from my site. Copy and paste the following line in Stata and press enter.
net install asdoc, from(http://fintechprofessor.com) replace

Please note that the above line has to be copied in full. After installation of the new version, then restart Stata.

Following is an example of a nested table with p-values

*Use auto dataset in our example
sysuse auto, clear

*First regression of the nested table
asdoc reg price mpg rep78, nest rep(p) replace

*Second regression, this time I am not using the option replace. 
asdoc reg price mpg rep78 trunk , nest rep(p)

*And one more regression
asdoc reg price  rep78 trunk , nest rep(p)

* Following is the output table

reporting p-values in nested regression table of asdoc in Stata

Please do remember to cite asdoc. To cite:
In-text citation
Tables were created using asdoc, a Stata program written by Shah (2018).

Bibliography
Shah, A. (2018). ASDOC: Stata module to create high-quality tables in MS Word from Stata output. Statistical Software Components S458466, Boston College Department of Economics.