How to display different reference categories when stacking models using -estout-?

[Aaditya Dar]

Hi,

I am using -estout- (available from SSC) to stack models but since my independent variable is the same using the -, refcat()- option isn't working. I know why this isn't working, but would anyone know if there's a workaround? I would like a table like the following:

-------------------------
                      (1)  
-------------------------
All                      

weight              2.044
                  (0.377)

Domestic

weight              2.995
                  (0.466)

Foreign      

weight              5.362
                  (0.629)
-------------------------
N                        
-------------------------

Here's the code that I currently have:

capt prog drop appendmodels
*! version 1.0.0  14aug2007  Ben Jann
program appendmodels, eclass
// using first equation of model
     syntax namelist
     tempname b V tmp
     foreach name of local namelist {
         qui est restore `name'
         mat `tmp' = e(b)
         local eq1: coleq `tmp'
         gettoken eq1 : eq1
         mat `tmp' = `tmp'[1,"`eq1':"]
         local cons = colnumb(`tmp',"_cons")
         if `cons'<. & `cons'>1 {
             mat `tmp' = `tmp'[1,1..`cons'-1]
         }
         mat `b' = nullmat(`b') , `tmp'
         mat `tmp' = e(V)
         mat `tmp' = `tmp'["`eq1':","`eq1':"]
         if `cons'<. & `cons'>1 {
             mat `tmp' = `tmp'[1..`cons'-1,1..`cons'-1]
         }
         capt confirm matrix `V'
         if _rc {
             mat `V' = `tmp'
         }
         else {
             mat `V' = ///
             ( `V' , J(rowsof(`V'),colsof(`tmp'),0) ) \ ///
             ( J(rowsof(`tmp'),colsof(`V'),0) , `tmp' )
        }
    }
    local names: colfullnames `b'
    mat coln `V' = `names'
    mat rown `V' = `names'
    eret post `b' `V'
    eret local cmd "whatever"
end

sysuse auto, clear

* ssc install estout, replace

eststo m0: qui reg price weight
eststo m1: qui reg price weight if foreign == 0
eststo m2: qui reg price weight if foreign == 1

eststo mstack: appendmodels m0 m1 m2

esttab mstack, keep(weight) se nostar ///
refcat(weight "All" weight "Domestic" weight "Foreign", nolabel)

[Aaditya Dar]

Maybe I should rephrase my question to ask how can one stack models if one is running regressions on sub samples of the data. For example, if I run three regressions like the following:

sysuse auto, clear
reg price weight
reg price weight if foreign == 0
reg price weight if foreign == 1

is it possible to create a table like

-------------------------
                      (1)  
-------------------------
All                      

weight              2.044
                  (0.377)
-------------------------
N                  74      
-------------------------

foreign == 0 / Domestic

weight              2.995
                  (0.466)
-------------------------
N                    52    
-------------------------

foreign == 1 / Foreign

weight              5.362
                  (0.629)
-------------------------
N                    22      
-------------------------

[Michael Wiebe]

I think you need to define a different independent variable for each row. For example:

gen weight1 = weight
gen weight2 = weight
gen weight3 = weight

reg price weight1
reg price weight2 if foreign==0
reg price weight3 if foreign==1

Then `appendmodels` should do the job.