Regression table for two-part model

[Elliot Oh]

Hi,

I am a new user and have a question on the regression table for two-parts model.

I use the tpm command from this article: https://www.econ.uzh.ch/dam/jcr:0000...023/sj15-1.pdf

Also I use the estout from ssc to print out the tables.

tpm will generate one long table with two regressions: one with logit/probit, the other with ols or glm for the truncated data.

I simply want to print out a table of the marginal effects and the standard error of the overall model. The marginal effects combine the values from two regression and should result in one table.

For some reason, I am only able to get two tables printed out for the marginal effects.

For an example, here is a short replication.

clear
set more off
eststo clear

set obs 100000
gen int y = rpoisson(2)
gen double x = rnormal(1,1)
gen double z = runiform()
gen double w = rbeta(1,3)

eststo: quietly twopm y x, firstpart(logit) secondpart(regress)
estadd margins, dydx(*)

eststo: quietly twopm y x z w, firstpart(logit) secondpart(regress)
estadd margins, dydx(*)


esttab using asdf.tex, replace drop(_cons) ///
cells("margins_b(fmt(3) star)" "margins_se(fmt(3) par)") ///
eqlabels(none) collabels(none) nomtitles

[Marcos Almeida]

Hello Elliot,

I have no experience with the SSC tpm.

That said, have you tried to add the option - post - after - margins - command, then storing it by typing - estimates store ?

After that, I gather you may get the data and then use it in a table.