[Stata]Outreg2应用简介: 回归结果输出、描述统计、频率及交叉列连分析 |
Oscar Torres-Reyna otorres@princeton.edu |
1. 安装命令
- ssc install outreg2
2.线性回归结果输出
- use "http://dss.princeton.edu/training/Panel101.dta", clear
- reg y x1, robust
- outreg2 using myreg.doc, replace ctitle(Model 1)
此处可更换为其他格式如xls等,
label 标签 可以调整位置:label(insert);label(proper); label(upper);label(lower)
ctitle为标题 column title
如若新增变量进行回归,那么可以将结果予以追加
- reg y x1 x2, robust
- outreg2 using myreg.doc, append ctitle(Model 2)
3 .线性回归:显示变量标签
- use "http://dss.princeton.edu/training/Panel101.dta", clear
- reg y x1, robust
- outreg2 using myreg.doc, replace ctitle(y)
- reg y x1 x2, robust
- outreg2 using myreg.doc, append ctitle(y) label
4.面板数据:固定效应
- use "http://dss.princeton.edu/training/Panel101.dta", clear
- xtreg y x1 x2 x3, fe robust
- outreg2 using myreg.doc, replace ctitle(Fixed Effects) addtext(Country FE, YES)
在固定效应模型中,不必添加固定效应系数, 可以添加注释,该模型包括固定效应。这可以从outreg2予以添加,由选项 addtex( )完成,见表中Country FE
双向固定效应(即含时间效应的固定效应)
同样对时间效应的追加见YearFE,同样借助addtext实现。
- use "http://dss.princeton.edu/training/Panel101.dta", clear
- xtreg y x1 x2 x3 i.year, fe robust
- outreg2 using myreg.doc, replace ctitle(Fixed effects with time fixed effects) keep(x1 x2 x3) addtext(Country FE, YES, Year FE, YES)
5.比较不同模型回归结果
- use "http://dss.princeton.edu/training/Panel101.dta", clear
- xtset country year
- reg y x1 x2 x3, robust
- outreg2 using myreg.doc, replace ctitle(OLS)
- xtreg y x1 x2 x3, fe robust
- outreg2 using myreg.doc, append ctitle(Fixed Effects) addtext(Country FE, YES)
- xtreg y x1 x2 x3 i.year, fe robust
- outreg2 using myreg.doc, append ctitle(Fixed Effects) keep(x1 x2 x3) addtext(Country FE, YES, Year FE, YES)
6.二值选择模型logit/probit
- use "http://dss.princeton.edu/training/Panel101.dta", clear
- logit y_bin x1
- outreg2 using mymod.doc, replace ctitle(Logit coeff)
- logit y_bin x1, or
- outreg2 using mymod.doc, append ctitle(Odds ratio) eform
7.描述性统计:
*7.1.所有变量+一般统计指标
- sysuse auto, clear
- outreg2 using x.doc, replace sum(log)
*7.2.指定变量+一般统计指标
- sysuse auto, clear
- outreg2 using x.doc, replace sum(log) keep(price mpg turn)
*7.3.指定变量+一般统计指标(筛选)
- sysuse auto, clear
- outreg2 using x.doc, replace sum(log) keep(price mpg turn) eqkeep(N mean)
*7.4.指定变量+全部统计指标
- sysuse auto, clear
- set more off
- outreg2 using x.doc, replace sum(detail) keep(price mpg turn)
*7.5.指定变量+全部统计指标(筛选)
- sysuse auto, clear
- set more off
- outreg2 using x.doc, replace sum(detail) keep(price mpg turn) eqkeep(N mean p50)
*7.6.分组描述
- sysuse auto, clear
- set more off
- drop(make rep78 headroom trunk weight length displacement gear_ratio)
- bysort foreign: outreg2 using x.doc, replace sum(log) eqkeep(N mean)
注:eqkeep和keep不能同时使用
*7.7.频数(落入每组的个体数)
- sysuse auto, clear
- outreg2 foreign using x.doc, replace cross
- *
- sysuse auto, clear
- egen mileage=cut(mpg), group(10)
- outreg2 mileage foreign using x.doc, replace cross
更多应用请参考help outreg2