outreg2 如何添加新的统计量，如F统计值，以及相应的P值？

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关键词：outreg 统计量 REG Out 统计量

outreg2 帮助文件example 9 讲的很清楚：
×××××××××××××××××××××××××××××××××××××××××××××××××××××××××
Example 9. Adding r( ) e( ) scalars
    Additional statistics may be added with addstat( ) or addtext( ). Values stored in macros r(), e(), or s() can be included
    directly. You can see what values are available by typing ereturn list or return list.

    To test the equality of two of the estimated coefficients and report the results in the table, note that test will
    sometimes return chi-squared, then you would instead use addstat(chi-square test, r(chi2)):

    reg mpg foreign weight length
    test foreign length
    outreg2 using myfile, adds("F test: Type=Length=0", r(F), Prob > F, `r(p)') replace
    seeout

    To add results of lincom postestimation command to a table:

    sysuse auto, clear
    reg price mpg rep78 head
    lincom mpg + rep
    local tstat=r(estimate)/r(se)
    local pval = tprob(r(df), abs(`tstat'))
    outreg2 using "myfile", adds(joint, r(estimate), t-stat, `tstat', p-val,`pval') replace see

    In some cases it is better to save the value of a previously calculated statistic in a local macro and then put the macro
    value into addstat( ). Save the first F statistic in a local macro:

    regress mpg rep78 headroom
    test rep78
    local F1 = r(F)
    test headroom
    outreg2 using 2test, addstat(Test1 F, `F1', Test2 F, `r(F)')

    It it is missing, outreg2 will automatically calculate e(p), which is presumably the F-test or chi-square-test of
    significance of a regression.

    outreg2 using myfile, addstat(F test, e(p))

    Another example would be to report a pseudo R-squared after a logit estimation, which outreg2 does not otherwise report.

    logit foreign price trunk weight
    outreg2 using myfile, addstat(Pseudo R-squared, `e(r2_p)')

thanks.

怎样在输出多个est store的结果的时候同时输出这些scalar呢？

emilychou 发表于 2013-8-31 02:57
怎样在输出多个est store的结果的时候同时输出这些scalar呢？

同问，求高手解答

glacierccer 发表于 2011-6-26 11:04
outreg2 帮助文件example 9 讲的很清楚：
×××××××××××××××××××××××××××××× ...

可是这里只讲了如何单独加入F检验的值，我如果想即加入调整R2又加入F，就再提醒我语法错误，请大佬帮忙看看语法哪里不对。
bysort Ownership:outreg2 using roe1-fenzu.xlsx,stats(coef,tstat) addstat(Ajusted R2,`e(r2_a)',F-test,`e(F)') excel replace:reg y x i.industry i.year

boheshu 发表于 2019-5-6 23:23
可是这里只讲了如何单独加入F检验的值，我如果想即加入调整R2又加入F，就再提醒我语法错误，请大佬帮忙看 ...

我也想知道 你解决了吗