How to attach the lincom output to outreg2 table after SUR estimation

[Pourya Valizadeh]

Hello everyone,

I am estimating a multivariate model using "mysureg" command and need to add the results of a linear combination ("lincom b0+b1+b2") of some of the coefficient in each equation to my output.I tried the "addstat" option of the outreg2, but since I have a multivariate model it did not help me, because I have several results to include in the output from outreg2. please let me know if you know how I can do this. Thanks

[Henry Cust]

Over 6 years too late but the outreg2 documentation includes an example of this that largely worked for me.


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

I modified this slightly to include significance stars - I am sure there is a more succinct way of doing this:

     local jtest=round(r(estimate), 0.001)
     local se=round(r(se), 0.001)

     if `pval'<=0.1 {
         local star  "*"
     }
     if `pval'<=0.05 {
         local star "**"
     }
     if `pval'<=0.01 {
         local star  "***"
     }
     else {
         local star  " "
     }

     local jstat = "`jtest'`star'"

Then had to addtext instead of addstat because addstat did not round or add significance stars

outreg ... , addtext (Joint, "`jstat'", SE, "`se'")

[Tsewang Rigzin]

I wanted to get the significance star of LINCOM test in my regression table. I was able to get the coefficient, SE, t-stat, and p-value. However, I am not able to get the significant stars. I used code provided by Henry Cust above but I am getting error message <=0.1 invalid name using this code.
if `pval'<=0.1 { local star "*" } Any help is appreciated.

[Henry Cust]

Do you have the if `pval'<=0.1 { local star "*" } over 3 lines?

i.e.

if `pval'<=0.1 {
local star "*"
}