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help for outreg STB-46 sg97, STB-49, STB-58
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Write formatted regression output to a text file
------------------------------------------------
After any estimation command:
outreg [varlist] using filename [,
(Text-related options)
nolabel title(textlist) ctitle(textlist)
nonotes addnote(textlist)
(Coefficient options)
bdec(numlist) bfmt(textlist) coefastr
(Options for t statistics, standard errors, etc.)
{se | pvalue | ci | beta} level(#) tdec(#) noparen
bracket {noaster | 3aster | 10pct} sigsymb(textlist)
(Statistics options)
nocons nonobs noni nor2 adjr2 rdec(#)
addstat("text", # [," text", # ...]) adec(numlist)
eform margin[({u|c|p})] onecol xstats
(Other options)
comma replace append]
outreg is available after any estimation command. A textlist
(my own term) is a list of text separated by commas, i.e.
"text" [, "text" ...]. It is similar to a numlist or a varlist,
but commas are required. Each text element in the list does not need
to be enclosed in quotation marks unless the text contains commas.
Description
-----------
outreg formats regression output as it is presented in most documents. The
ultimate purpose of most estimation is to present the results in tables quite
different from those displayed within Stata. outreg automates the process of
converting the regression results to most of the standard presentation formats
by creating a text file for inclusion in a word processing table.
outreg should work after any estimation command in Stata (see [R] estimation
commands for a complete list). Like predict, outreg makes use of internally
saved estimation results, so it should be invoked immediately after the
estimation. In addition to coefficient estimates, by default outreg will
report t statistics with asterisks for standard significance levels
(1% and 5%), number of observations, true R-squareds (no pseudo R-squareds),
and the number of groups in panel estimation. The user can add their own
chosen titles (title and ctitle), statistics (addstat), and notes
(addnote) to the table, and change many aspects of the output. The t
statistics under the coefficients can be replaced by standard errors, p values
of t statistics, confidence intervals, or normalized beta coefficients.
outreg creates an ASCII text file with columns separated with tab
characters. The file can be converted automatically to a table in word
processors and spreadsheets. For example, the process in Microsoft Word is
simple: Open or Insert the file created by outreg. Select the estimation
output text that is in columns (not the notes at the bottom of the table or
the title at the top, if any), and choose Table, Convert Text to Table. With
some adjustment of the column widths, fonts, etc. the final table is ready.
In Excel, open the file created by outreg and follow the default choices in
the Text Import Wizard (note that when loading the output into a spreadsheet,
the parentheses around the t statistics may convert to negative numbers).
Other word processors and speadsheet software should be similar.
Successive estimation results, possibly with different variables, can be
combined by outreg in a single table with the variable coefficients lined up
properly using the append option. Multivariate regression commands like
sureg, mvreg, and reg3 are formatted equation by equation, and can be
appended.
outreg rewards the use of variable labels (and value labels for mlogit,
svymlog, and dmlogit2). The variable labels are used in the output
table (unless nolabel is chosen), providing more intelligible variable
descriptions than 8-letter names. Note that if different variables are assigned
the same variable label (not usually done intentionally), and more than one
regression is appended together, the coefficients and t statistics will not be
properly ordered. The solution is to use distinct variable labels or the
nolabel option.
If filename is specified without an extension, .out is assumed.
If a varlist is specified, only the regression coefficients corresponding to
the variables in varlist will be included in the table. The dependent variable
name should not be included in the varlist since it has no regression
coefficient. With an explicit varlist the intercept coefficient will still be
included unless the nocons option is chosen. An explicit varlist is useful,
for example, for excluding numerous dummy variable coefficients.
Many Stata estimation commands make it possible to exponentiate the
coefficients under the procedure-specific names of odds ratios, hazard ratios,
relative risk ratios, etc. Since Stata leaves behind no evidence of whether
the user has chosen to exponentiate the coefficients displayed by the original
estimation, the user must respecify this choice in outreg with the eform
option. This is required even after the stcox command which by default
reports coefficients in hazard ratio form.
A growing number of Stata commands, most of them STB additions, report the
marginal effects of changes in the independent variables. For most of these
commands (dprobit, dlogit2, dprobit2,
and dmlogit2) outreg will automatically report the marginal effects. The commands
truncreg,marginal and dtobit report both regression coefficients and marginal effects,
though, so the user must specify the margin option for outreg to report
the marginal effects.
Options
-------
1. Text-related options
2. Coefficient options
3. Options for t statistics, standard errors, etc.
4. Other statistics options
5. Other options
1. Text-related options
-----------------------
nolabel specifies that variable names rather than variable labels be used
to identify coefficients. It also suppresses the value labels of the
dependent variable in mlogit, svymlog, and dmlogit2.
title(textlist) specifies a title or titles at the top of the regression
table. The maximum title length is 80 characters. Additional characters
will be cut off. Longer titles can be put in two or more title lines.
When regression results are appended together, the table title(s) must be
specified in the first outreg call; titles specified in subsequent
outreg ... append calls will be ignored. Note that when converting the
outreg text output to a table in a word processor or a spreadsheet, it
is easier to leave out the title row out of the text selected for
conversion.
ctitle(textlist) specifies the regression title above the coefficient
column. By default if no column title is specified, the label or name of
the dependent variable is displayed. Multiple column titles are only
appropriate for multi-equation regressions, using one title per equation,
and then only if not onecol.
nonotes specifies that notes explaining the t statistics (or standard errors,
etc.) and asterisks not be included.
addnote(textlist) specifies user-added notes to be
displayed in new lines at the bottom of the outreg table. When
regression results are appended together, addnote must be specified
in the first outreg call; addnotes specified in subsequent
outreg ... append calls will be ignored. addnote is consistent with
nonotes. A blank line can be inserted by including "" as a note (see
example below).
Technical Note: Text which includes quotation marks within the text (by means
of double quotation as in `"This is "quoted" text"') in title, ctitle,
and addnote displays correctly in single regression tables, but does not
display correctly when subsequent regressions are appended.
2. Coefficient options
----------------------
bdec(numlist) specifies the number of decimal places reported for
coefficient estimates (the b's). It also specifies the decimal places
reported for standard errors or confidence intervals if se or ci is
chosen. The default value for bdec is 3. The minimum value is 0 and
the maximum value is 11. If one number is specified in the numlist, it
will apply to all coefficients. If multiple numbers are specified in the
numlist, the first number will determine the decimals reported for the
first coefficient, the second number, the decimals for the second
coefficient, etc. If there are fewer numbers in the numlist than
coefficients, the last number in the numlist will apply to all the
remaining coefficients.
bfmt(textlist) specifies the format type for coefficient estimates (and
standard errors or confidence intervals, if se or ci is chosen).
Possible format types are
e - scientific notation; e.g. 1.00e+3
f or fc - fixed format (with commas for thousands with fc)
g or gc - general format (with commas for thousands with gc)
The default type for bfmt is fc. If multiple format types are
specified, they are applied to the coefficients the way that multiple
bdec parameters are applied. This option is mainly to allow scientific
notation (e). For an explanation of Stata numeric formats, see [U] 15.5.1
Numeric formats.
nocons specifies that the intercept (constant) coefficient estimate not be
reported. This is not needed when the preceeding estimation has no
intercept coefficient.
coefastr specifies that asterisks for significance levels are appended to
regression coefficients rather than to t statistics or standard errors.
eform specifies that the exponentiated form of the coefficients be reported.
This corresponds to the or option for logit, clogit, and glogit
estimation, irr for poisson estimation, rrr for mlogit, hr for
cox and stcox hazard models, and eform for xtgee, but it can be
used to exponentiate the coefficients after any estimation. Exponentiation
of coefficients is explained in [R] maximize - methods and formulas.
Note that the default form of stcox output displayed by Stata is the
hazard rate form, so to save the same numbers in outreg use the
eform option.
margin[(u|c|p)] specifies that the marginal effects rather than the coefficient
estimates are reported. It can be used after truncreg,marginal
from STB 52 or dtobit from STB 56. One of the parameters u, c, or p
is required after dtobit, corresponding to the unconditional,
conditional, and probability marginal effects, respectively. It is not
necessary to specify margin after dprobit, dlogit2, dprobit2,
and dmlogit2.
3. Options for t statistics, standard errors, etc.
--------------------------------------------------
se specifies that standard errors rather than t statistics are reported. The
decimal places displayed are those set by bdec.
pvalue specifies that p values (of t statistics) rather than t statistics
are reported. The decimal places displayed are set by tdec.
ci specifies that confidence intervals of coefficients rather than
t statistics are reported. The decimal places displayed are those set by
bdec.
level(#) specifies the confidence level, in percent, for confidence
intervals. The default is level(95) or as set by set level; see [U] 23.5
Specifying the width of confidence intervals. level does not affect the
confidence levels of asterisks.
beta asks that normalized beta coefficients be reported rather than
t statistics (see the beta option of regress). The decimal places
displayed are those set by bdec.
tdec(#) specifies the number of decimal places reported for t statistics
or for p values if pvalue is specified. It also specifies the decimal
places reported for R-squared or adjusted R-squared if they are not
specified in rdec. The default value for tdec is usually 2, but 3
if pvalue is specified. The minimum value is 0 and the maximum value
is 11.
noparen specifies that no parentheses be placed around t statistics,
standard errors, etc.
bracket specifies that square brackets [] be used rather than parentheses ()
around t statistics, standard errors, etc.
noaster specifies that no asterisks denoting 1% and 5% significance levels
be reported.
3aster specifies 3 asterisks for 1%, 2 asterisks for 5%, and 1 asterisk for
10% significance levels.
10pct specifies a "+" for 10 significance levels in addition to the default
2 asterisks for 1%, 1 asterisk for 5% significance levels (unless sigsymb
is specified - see below).
sigsymb(textlist) specifies symbols for 1% and 5% significance levels
(and 10% significance level if 10pct is also chosen). The specified
symbols replace the asterisks ** and *. Quotation marks around the new
symbols are optional if the characters "," and are avoided. Here are
two examples:
. outreg using table1, sigsymb(++,+)
. outreg using table1, sigsymb( (1%), (5%), (10%)) 10pct
Omitting symbols will prevent the significance level from being labeled
(see also noaster). The following example will display only 1%
significance levels:
. outreg using table1, sigsymb(*)
4. Statistics options
---------------------
nonobs specifies that the number of observations in the estimation not be
reported.
noni specifies that the number of groups in a panel data regression not be
reported (e.g. the number of groups specified by the i() variable in
xtreg). This option has an effect only after xt regression commands.
nor2 specifies that no R-squared (or adjusted R-squared) be reported. This
option has an effect only if Stata calculates a true R-squared.
adjr2 specifies that the adjusted R-squared be reported rather than the
regular R-squared (in regressions where the adjusted R-squared is
defined).
rdec(#) specifies the number of decimal places reported for the R-squared
or adjusted R-squared. The default value for rdec is the value for
tdec. The minimum value is 0 and the maximum value is 11.
addstat("text" , # [, "text", # ...] ) specifies user-added
statistics to be displayed in new lines below the R-squared (if shown).
The user must specify both a name and a value for the statistic. Users
can report significance levels of test statistics as a second statistic
to be shown on the line below the first statistic (see example below).
adec(numlist) specifies the number of decimal places reported for
user-added statistics (in addstat). The default value for rdec is
the value for tdec. The minimum value is 0 and the maximum value is 11.
If one number is specified in the numlist, it will apply to all
statistics. If multiple numbers are specified in the numlist,
they are applied to the user-added statistics as in bdec.
onecol specifies that multiequation models (e.g. mlogit, reg3, heckman) be
formatted in one column rather than the default of multiple columns,
one column per equation. Extra statistics included in the e(b) vector are
also reported. A varlist is not allowed when the onecol option is chosen.
xstats specifies that the extra statistics included in the e(b) matrix be
reported. Extra statistics for multi-equation models (i.e. heckman,
heckprob, and biprobit) are not reported - use addstat or onecol.
If there are no extra statistics in the e(b) matrix, xstats is ignored.
This option is largely superceded by addstat.
5. Other options
----------------
comma specifies that the ASCII file output be separated by commas rather than
by tabs. This can cause problems if any of the user-defined text has
commas in it (such as variable labels, title, ctitle, addstat,
or addnote). If that is the case, consider using quote as well.
replace specifies that it is okay to replace filename if it already exists.
append specifies that new estimation output be appended to an existing
output file. In general, the same outreg options should be used in the
original regression output and each appended regression. The notes at the
bottom of the table explaining the t statistics or standard errors and
asterisks are correct for the first estimation in the output file. If
subsequently appended estimation results use different options (such as a
switch to noaster, or change the estimation's robust option), the
notes will not be appropriate for all the columns. This problem can be
addressed with a combination of nonotes and addnote.
Examples
------------------------------------------------------------------------------------------
outreg defaults
-----------------
outreg is used after an estimation command (similar to predict). Take a
simple regression using Stata's auto.dta dataset.
. use c:\stata\auto, clear
(1978 Automobile Data)
. regress mpg foreign weight
Source | SS df MS Number of obs = 74
---------+------------------------------ F( 2, 71) = 69.75
Model | 1619.2877 2 809.643849 Prob > F = 0.0000
Residual | 824.171761 71 11.608053 R-squared = 0.6627
---------+------------------------------ Adj R-squared = 0.6532
Total | 2443.45946 73 33.4720474 Root MSE = 3.4071
------------------------------------------------------------------------------
mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval]
---------+--------------------------------------------------------------------
foreign | -1.650029 1.075994 -1.533 0.130 -3.7955 .4954421
weight | -.0065879 .0006371 -10.340 0.000 -.0078583 -.0053175
_cons | 41.6797 2.165547 19.247 0.000 37.36172 45.99768
------------------------------------------------------------------------------
The simplest form of outreg just requires an output file name, in this case
"auto1".
. outreg using auto1
Usually one would load the output file auto1.out into a word processor
as a table. We can see the results of outreg within Stata using the type
command. outreg output files ordinarily look jumbled when displayed using
type so to improve the readability of these examples we have added spaces to
make the columns line up properly.
. type auto1.out
Mileage (mpg)
Car type -1.650
(1.53)
Weight (lbs.) -0.007
(10.34)**
Constant 41.680
(19.25)**
Observations 74
R-squared 0.66
Absolute value of t statistics in parentheses
* significant at 5%; ** significant at 1%
Note that outreg uses the variable labels in place of variable names so that
the independent variable mpg listed above the column of regression coefficients
uses the label "Mileage (mpg)", the variable foreign uses its label "Car type",
etc. The user can change the variable labels before invoking outreg to
provide the desired captions for the outreg results table.
Decimal places of coefficients; column titles
------------------------------------------------
By default the regression coefficients are shown with three decimal places, but
this isn't very satisfactory for the weight variable in the regression above.
The weight coefficient is statistically significant, but only one non-zero
digit is displayed. We could use the option bdec(5) to display 5 decimal
places for all the coefficients, but we can do better. To display five decimal
places of the weight coefficient only and two decimal places of the other
coefficients, we use bdec(2,5,2). We also add a column title "Base case (mpg)"
to distinguish this regression from a second regression we will append to the
table in the next example below. Quotation marks are not required around the
column title because it the text does not contain commas.
. outreg using auto2, bdec(2,5,2) ctitle(Base case (mpg))
. type auto2.out
Base case (mpg)
Car type -1.65
(1.53)
Weight (lbs.) -0.00659
(10.34)**
Constant 41.68
(19.25)**
Observations 74
R-squared 0.66
Absolute value of t-statistics in parentheses
* significant at 5%; ** significant at 1%
Appending two regression tables together; number formats for coefficients
-------------------------------------------------------------------------
Researchers presenting their results commonly combine several related
estimations in the same table. outreg combines results with the append
option. First we add a quadratic term for the weight variable in a new
regression.
. gen weightsq = weight^2
. label var weightsq "Weight squared"
. regress mpg foreign weight weightsq
Source | SS df MS Number of obs = 74
---------+------------------------------ F( 3, 70) = 52.25
Model | 1689.15372 3 563.05124 Prob > F = 0.0000
Residual | 754.30574 70 10.7757963 R-squared = 0.6913
---------+------------------------------ Adj R-squared = 0.6781
Total | 2443.45946 73 33.4720474 Root MSE = 3.2827
------------------------------------------------------------------------------
mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval]
---------+--------------------------------------------------------------------
foreign | -2.2035 1.059246 -2.080 0.041 -4.3161 -.0909003
weight | -.0165729 .0039692 -4.175 0.000 -.0244892 -.0086567
weightsq | 1.59e-06 6.25e-07 2.546 0.013 3.45e-07 2.84e-06
_cons | 56.53884 6.197383 9.123 0.000 44.17855 68.89913
------------------------------------------------------------------------------
The weightsq coefficient is so small that it is difficult to display without
scientific notation (as displayed in the regress output). By default,
outreg displays coefficients in fixed format. We can change the weightsq
coefficient numeric format to scientific (while keeping the rest fixed) with
the bfmt(f,f,e,f) option. To specify the decimal places for the
coefficients, we could use the option bdec(2,5,2,2), but the last 2 is
unnecessary because the last decimal place value applies to all the rest of the
coefficients. We now append the results of the new regression to the
previous regression results.
. outreg using auto2, bdec(2,5,2) bfmt(f,f,e,f) ctitle(Quadratic (mpg)) append
. type auto2.out
(1) (2)
Base case (mpg) Quadratic (mpg)
Car type -1.65 -2.20
(1.53) (2.08)*
Weight (lbs.) -0.00659 -0.01657
(10.34)** (4.18)**
Weight squared 1.59e-06
(2.55)*
Constant 41.68 56.54
(19.25)** (9.12)**
Observations 74 74
R-squared 0.66 0.69
Absolute value of t statistics in parentheses
* significant at 5%; ** significant at 1%
Technical Note: Originally I created an example where the "Base case"
regression was regress mpg weight foreign and the "Quadratic" regression was
regress mpg weight weightsq foreign. The outreg table ordered the
coefficients:
weight foreign weightsq
because all the regressors in the first estimation are listed before any new
regressors in the appended estimation. Most people would prefer to list the
weightsq coefficient immediately after the weight coefficient since they are
related. There are three ways to get this result. The first is shown in the
example above: make weight the last regressor in the first estimation and
weightsq the first new regressor in the second estimation. The second way
is to keep the order of the regressors unchanged in the estimation but include
a varlist in the first outreg to reorder the coefficients:
. outreg foreign weight using auto2, bdec(2,5,2) title(base case (mpg))
The third way and the only way to obtain the coefficient ordering
weight weightsq foreign
in the outreg table (given that weightsq is not include in the first
estimation) is to reorder the rows by hand after the table is created by
outreg.
Typical format for economics journals: standard errors, brackets, and no asterisks
----------------------------------------------------------------------------------
Economics journals often prefer standard errors to t statistics
and don't use asterisks to denote statistical significance. The se option
replaces t statistics with standard errors, the bracket option replaces
parentheses with brackets, and the noaster option suppresses asterisks. The
title option adds a title at the top of the outreg table. The title requires
quotation marks because it contains a comma. Note that the decimal places
specified by the bdec option apply to both the coefficients and the standard
errors.
. regress mpg foreign weight
(output omitted)
. outreg using auto3, se bdec(2,5,2) bracket noaster /*
> */ title("Please, no t statistics - we're economists")
. type auto3.out
Please, no t statistics - we're economists
Mileage (mpg)
Car type -1.65
[1.08]
Weight (lbs.) -0.00659
[0.00064]
Constant 41.68
[2.17]
Observations 74
R-squared 0.66
Standard errors in brackets
Using a varlist, no constant, and adding an explanatory note
------------------------------------------------------------
Specifying a varlist in outreg can be convenient to limit the output table
to only the essential coefficients. For example, we may want to control for
the influence of dummy variables, but not report their estimated coefficients.
As an example, we create categorical dummy variables for the five repair scores
in the auto.dta dataset and add them to our simple regression above.
. tab rep78, gen(repair)
(output omitted)
. regress mpg foreign weight repair1-repair4
(output omitted)
If the only coefficients of interest are those of foreign and weight, they can
be specified in the varlist. The constant in the regression will still be
reported in the outreg table unless suppressed with the nocons option. The
constant coefficient is not very meaningful in this case when dummy variables
are included in the regression but their coefficients are not reported, so we
suppress it. We also add a note to the bottom of the table explaining that
the dummy variable coefficients are not shown, using the addnote option.
Note that since the text in addnote does not contain parentheses or commas
it does not need quotation marks. The outreg command is too long for one
line, so it uses the Stata comment symbols (/* ... */) to comment out the end
of the line and continue the command syntax on the next line.
. outreg weight foreign using auto4, nocons /*
> */ addnote(Coefficients for repair dummy variables not shown)
. type auto4.out
Mileage (mpg)
Weight (lbs.) -0.006
(9.16)**
Car type -2.923
(2.18)*
Observations 69
R-squared 0.69
Absolute value of t statistics in parentheses
* significant at 5%; ** significant at 1%
Coefficients for repair dummy variables not shown
Added statistics and notes
--------------------------
outreg allows for a number of statistics besides coefficients to be included
in output tables (number of observations, R-squared, etc.). Users may
nevertheless want to add a range of additional statistics to their estimation
tables at different times, so the addstat option allows the inclusion of
arbitrary user-specified statistics below the estimated coefficients (and below
number of observations and R-squared, if reported). Say we wanted to test the
equality of two of the estimated coefficients and report the results in the table.
After a simple regression, the test command will report an F statistic and
the associated p value in the macros r(F) and r(p).
. regress mpg foreign weight length
(output omitted)
. test foreign length
(output omitted)
addstat can report include multiple statistics, each one of which is
displayed on a separate line. The arguments for each statistic are a text
string (the name of the statistic) and number (the statistic value). To
report just the F statistic the addstat option might be
addstat(F test: Car type=Length=0, r(F)). Below we include the p value of
the F statistic as a second statistic. The adec option specifies the
reported decimal places for each statistic.
The outreg command below also includes another example of the addnote
option, first inserting a blank line after the rest of the table output with
an empty string (""), followed by the time the program was run (from the
built-in Stata functions $S_TIME and $S_DATE), and the dataset used by the
estimation (from the Stata function $S_FN).
. outreg using auto5, /*
> */ addstat(F test: Car type=Length=0, r(F), Prob > F, r(p)) adec(2,3) /*
> */ addnote("", "Run at $S_TIME, $S_DATE", Using data from $S_FN)
. type auto5.out
Mileage (mpg)
Car type -1.708
(1.60)
Weight (lbs.) -0.004
(2.73)**
Length (in.) -0.083
(1.51)
Constant 50.537
(8.09)**
Observations 74
R-squared 0.67
F test: Car type=Length=0 2.34
Prob > F 0.104
Absolute value of t statistics in parentheses
* significant at 5%; ** significant at 1%
Run at 23:23:08, 17 Nov 2000
Using data from c:\stata\auto.dta
Stata return value macros r(), e(), or s() can be included directly in the
addstat option in place of statistic values as shown above. Another example
would be to report a pseudo R-squared after a logit estimation, which outreg
does not otherwise report. The addstat option could be
addstat(Pseudo R-squared, e(r2_p)). To see all the statistics available in
memory after an estimation command, type estimates list or est li, and after
an r-class command (notably most tests and summarize), type return list or
ret li.
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. This
would be the case, for example, if after a regression two test commands were
run which return r() values, both of which are to be reported with the
regression results in outreg. The second test command would wipe out the
r() values from the first test command. Say both test commands (called
test1 and test2) created F statistics, then the user could save the first F
statistic in a local macro:
. regress y x1 x2
. test1 x1
. local F1 = r(F)
. test2 x2
. outreg using 2test, addstat(Test1 F, `F1', Test2 F, r(F))
Multiequation models and column titles
--------------------------------------
The creation of output tables for multiequation models is straightforward with
outreg. Each equation has its own column in the table. To label the
equation column headings with something other than the dependent variable
labels, the user chooses the ctitle option with multiple text strings, as
many strings as equations. The example below uses the reg3 three-stage
least squares estimation of the Klein macro model (see [R] reg3).
. reg3 (c p p1 w) (i p p1 k1) (wp y y1 yr), endog(w p y) exog(t wg g)
(output omitted - see [R] reg3, p. 148 for output)
. outreg using multieq, ctitle(Consumption Equation, Investment Equation, Wage
> Equation)
. type multieq.out
(1) (2) (3)
Consumption Equation Investment Equation Wage Equation
profits 0.125 -0.013
(1.16) (0.08)
profits1 0.163 0.756
(1.62) (4.94)**
wagetot 0.790
(20.83)**
capital1 -0.195
(5.99)**
totinc 0.400
(12.59)**
totinc1 0.181
(5.31)**
year 0.150
(5.36)**
Constant 16.441 28.178 -287.223
(12.60)** (4.15)** (5.37)**
Observations 21 21 21
Absolute value of z statistics in parentheses
* significant at 5%; ** significant at 1%
If the user prefers an outreg table with all the equations' coefficients in
a single column after a multiequation estimation, the onecol option provides
this.
Exponential transformations of coefficients
-------------------------------------------
As noted above, there is no way of knowing after an estimation command if the
user chose to report the exponentiated form of coefficients. The user must
choose the eform option in outreg to get the same form of the coefficients.
For duration models, the exponential form is known as the hazard ratio. For
other models it is known as odds ratio, relative risk ratio, or incidence rate
ratio.
The example here uses the panel Cox regression shown in [R] stcox.
. stcox load bearings, nolog
failure _d: 1 (meaning all fail)
analysis time _t: failtime
Cox regression -- Breslow method for ties
No. of subjects = 12 Number of obs = 12
No. of failures = 12
Time at risk = 896
LR chi2(2) = 23.39
Log likelihood = -8.577853 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
_t |
_d | Haz. Ratio Std. Err. z P>|z| [95% Conf. Interval]
---------+--------------------------------------------------------------------
load | 1.52647 .2188172 2.951 0.003 1.152576 2.021653
bearings | .0636433 .0746609 -2.348 0.019 .0063855 .6343223
------------------------------------------------------------------------------
By default, stcox reports coefficients in hazard ratio form. However, outreg
without the eform option will report the coefficients in unexponentiated form,
not in hazard ratios.
. outreg using bearing
. type bearing.out
_t
load 0.423
(2.95)**
bearings -2.754
(2.35)*
Observations 12
Absolute value of z statistics in parentheses
* significant at 5%; ** significant at 1%
outreg can create an output file with coefficients in hazard ratio form with
the addition of the eform option. Since stcox does not tell us the name of
the duration variable, we also add a column title ctitle(failtime).
. outreg using bearing, eform ctitle(failtime) replace
. type bearing.out
failtime
load 1.526
(2.95)**
bearings 0.064
(2.35)*
Observations 12
Absolute value of z statistics in parentheses
* significant at 5%; ** significant at 1%
Marginal Effects
----------------
A number of Stata commands (mostly STB additions) report the estimated marginal
effects of coefficients. Most of the commands only report marginal effects,
and the user need not do anything special when invoking outreg. Two recent
STB commands, truncreg,marginal and dtobit, though, report
both the coeffients and the marginal effects, so the user must tell outreg
whether to report the marginal effects with the margin option. After
truncreg,marginal, the user specifies the margin option without
arguments in outreg. dtobit, on the other hand, calculates three
different marginal effects. The user must specify which marginal effect outreg
will report using the margin option with the argument u, c, or p for the
unconditional, conditional, or the probability uncensored, respectively.
We use Stata's auto dataset again to estimate a tobit model and calculate the
marginal effects with dtobit.
. use c:\stata\auto, clear
(1978 Automobile Data)
. tobit mpg trunk weight, ll(17)
(output omitted)
. dtobit
Marginal Effects: Latent Variable
------------------------------------------------------------------------------
variable | dF/dx Std. Err. z P>|z| X_at [ 95% C.I. ]
---------+--------------------------------------------------------------------
trunk | -.1487203 .1477163 -1.01 0.314 13.7568 -.438239 .140798
weight | -.0063328 .0008709 -7.27 0.000 3019.46 -.00804 -.004626
_cons | 41.90603 2.094632 20.01 0.000 1.00000 37.8006 46.0114
------------------------------------------------------------------------------
Marginal Effects: Unconditional Expected Value
------------------------------------------------------------------------------
variable | dF/dx Std. Err. z P>|z| X_at [ 95% C.I. ]
---------+--------------------------------------------------------------------
trunk | -.1243259 .1234866 -1.01 0.314 13.7568 -.366355 .117703
weight | -.005294 .0007281 -7.27 0.000 3019.46 -.006721 -.003867
_cons | 35.03223 1.751052 20.01 0.000 1.00000 31.6002 38.4642
------------------------------------------------------------------------------
Marginal Effects: Conditional on being Uncensored
------------------------------------------------------------------------------
variable | dF/dx Std. Err. z P>|z| X_at [ 95% C.I. ]
---------+--------------------------------------------------------------------
trunk | -.0926812 .0920555 -1.01 0.314 13.7568 -.273107 .087744
weight | -.0039465 .0005428 -7.27 0.000 3019.46 -.00501 -.002883
_cons | 26.11546 1.305356 20.01 0.000 1.00000 23.557 28.6739
------------------------------------------------------------------------------
Marginal Effects: Probability Uncensored
------------------------------------------------------------------------------
variable | dF/dx Std. Err. z P>|z| X_at [ 95% C.I. ]
---------+--------------------------------------------------------------------
trunk | -.009621 .0095561 -1.01 0.314 13.7568 -.028351 .009109
weight | -.0004097 .0000563 -7.27 0.000 3019.46 -.00052 -.000299
_cons | 2.710991 .1355063 20.01 0.000 1.00000 2.4454 2.97658
------------------------------------------------------------------------------
The following outreg command will report the unconditional marginal effects.
. outreg using auto6, margin(u)
. type auto6.out
Mileage (mpg)
Trunk space (cu. ft.) -0.124
(1.01)
Weight (lbs.) -0.005
(7.27)**
Constant 35.032
(20.01)**
Observations 74
Absolute value of z statistics in parentheses
* significant at 5%; ** significant at 1%
Although the user can only choose a single kind of marginal effect to include
in each outreg command after the dtobit command, the user could
use outreg several times with different marginal effects and append the
results together into a single table.
Author
------
John Luke Gallup
developIT.org
john_gallup@alum.swarthmore.edu
Also see
--------
STB: sg97 (STB-46, STB-49, STB-58)
Manual: [U] 23 Estimation and post-estimation commands
[U] 29 Overview of model estimation
[R] estimation commands
On-line: help for est, postfile, outfile, outsheet, save, modltbl;
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