Output table Stata

[Francois Durant]

Hi,

I am running several regressions and then want to ouput the results in a concise manner in Excel. Here is the code I have so far:

use sample_noise.dta, clear

global var "ch3m_noise_w"
global All_ANO "beta as_turn retvol gma maxret ms ps rsup stdacc baspread chfeps"

foreach i of varlist $All_ANO {
gen D_`i'_L1_$var = D_`i'*L1_$var
gen D_`i'_L1_D_$var = D_`i'*L1_D_$var

quietly newey `i' L1_D_$var D_`i'_L1_D_$var  D_`i', lag(5) force
outreg2 using "publi_date_B", label ctitle(`i') dta dec(3)  tstat nocons drop(Mkt_RF SMB HML) alpha(.02, .10, .20)  nonotes addnote(t-statistics in parentheses, one-sided t-statistics, ***p<0.01; **p<0.05; *p<0.10)
}

use "publi_date_B_dta.dta", clear
export excel using $var.xlsx , /*replace*/ sheetreplace sheet("Publication Date - B")

Here are my data:

ym    beta    as_turn    retvol    gma    maxret    ms    ps    rsup    stdacc    baspread    chfeps    RF    Mkt_RF    SMB    HML    ch_noise_w
1987m4    -4.031828    .5665293    -3.562902    2.933317    -1.926573    3.800406    -2.135415    -.9528576    1.526641    -2.12236        .44    -2.11    -1.69    -.32    1.411289
1987m5    -3.087543    2.355569    -.9416796    2.959575    -1.319767    1.384146    .5161018    -1.156925    -.0712486    -1.06877        .38    .11    -.52    .12    .9583769
1987m6    7.496861    1.482077    6.705112    -.1577106    4.175952    -2.045524    2.241884    -.0834573    4.511261    6.729168        .48    3.94    -2.19    1.06    -1.572835
1987m7    -.7845994    4.364578    -1.916614    1.008461    -1.837684    -.1531013    -3.019662    .2370811    -.0668041    -1.103105        .46    3.85    -.63    .71    .5004749
1987m8    -2.976107    -2.516852    1.206757    .2214915    2.291762    3.888111    -.4897887    -.438806    1.781745    -.5335383        .47    3.52    -.74    -.93    -.1788225
1987m9    1.904939    -1.197485    .1444719    -1.925517    .0050595    .6573381    -.7300012    -.0531384    -1.353002    .2657921        .45    -2.59    .54    .28    -1.031109
1987m10    17.75418    -5.55263    15.11718    -3.967996    13.53885    1.86781    7.497076    -5.16283    8.344318    11.80085        .6    -23.24    -8.42    4.23    3.158195
1987m11    10.24424    -3.26521    6.36503    -2.471189    6.13591    -4.476544    2.878814    -.4599758    -.158664    7.624292        .35    -7.77    2.76    3.08    -1.720168
1987m12    -14.48465    6.121767    -9.588703    10.2468    -2.803698    11.10483    -.6215067    3.757487    2.847481    -8.252355        .39    6.81    .14    -4.45    -.218431
1988m1    8.98735    -4.744936    2.563546    -6.0894    5.822382    -8.084696    -.9711636    -2.828097    .4125161    3.11357        .29    4.21    -.71    5.17    -1.605674
1988m2    -11.30435    5.810012    -7.698685    5.288568    -5.822155    -.1363569    .1767531    1.833565    -2.178874    -6.341976        .46    4.75    3.35    -1.65    -.3186386
1988m3    -4.71446    2.996438    -3.620034    .6127492    -4.374222    -2.141388    -1.642055    2.848933    -1.324977    .2735081        .44    -2.27    6.14    .75    .9501665
1988m4    -1.944875    2.094418    .1226072    1.455372    -.3637265    -2.17255    -.7365742    .7938695    .3418547    .0474411        .46    .56    .96    1.68    -.4561872
1988m5    4.106129    -1.57732    1.219917    -3.584458    2.328698    -1.720937    .313263    -.3385183    -2.443667    .5164252        .51    -.29    -2.65    2.28    -.2478542
1988m6    -6.995058    -.1835973    -1.383736    1.829104    .2131224    -.6020278    .8326551    4.12623    .341608    -3.691374        .49    4.79    2.1    -1.11    .2288923
1988m7    4.299152    -1.0834    1.712216    -4.078659    1.927485    -3.047734    -.3123012    -.7608059    -1.164788    2.128115        .51    -1.25    -.2    2.27    .2419186
1988m8    5.018091    -1.384443    4.545624    -2.733395    3.714663    -4.245328    -1.209007    -1.721197    -.1595033    3.795788        .59    -3.31    .08    2.08    .527565

Here is the output I'm getting:

 

(1)
(2)
(3)
(4)
(5)
(6)
(7)
(8)
(9)
(10)
(11)
(12)

VARIABLES
Test
beta
assetturnover
retvol
gma
maxret
ms
ps
rsup
stdacc
baspread
chfeps















Ch. Noise(t-1)
0.212*
0.776**
0.365***
-0.388
0.453***
0.648**
0.194
-0.207
0.089
0.257**
1.224***
0.373**


(1.396)
(2.080)
(2.383)
(-0.482)
(3.547)
(2.127)
(0.656)
(-1.172)
(0.841)
(2.215)
(5.639)
(2.330)

D_beta_L1_ch3m_noise_w

-4.393***













(-3.507)











D_beta

1.028













(0.937)











D_assetturnover_L1_ch3m_noise_w = o,


-
























D_assetturnover = o,


-
























D_retvol_L1_ch3m_noise_w



1.599**













(1.884)









D_retvol



-0.688













(-0.859)









D_gma_L1_ch3m_noise_w




-0.297













(-0.295)








D_gma




-0.407













(-0.862)








D_maxret_L1_ch3m_noise_w





-0.641













(-0.458)







D_maxret





-0.191













(-0.282)







D_ms_L1_ch3m_noise_w






0.138













(0.453)






D_ms






-0.033













(-0.096)






D_ps_L1_ch3m_noise_w







0.676***













(3.428)





D_ps







0.205













(0.770)





D_rsup_L1_ch3m_noise_w








0.566**













(2.201)




D_rsup








0.168













(0.607)




D_stdacc_L1_ch3m_noise_w









-1.079**













(-2.093)



D_stdacc









-0.163













(-0.364)



D_baspread_L1_ch3m_noise_w










-0.418













(-0.905)


D_baspread










-0.026













(-0.031)


D_chfeps_L1_ch3m_noise_w = o,











-















D_chfeps = o,











-





























Observations
312
332
332
332
332
332
332
332
332
332
332
312

t-statistics in parentheses













one-sided t-statistics













***p<0.01; **p<0.05; *p<0.10

I would like to present the regression coefficients on the same row:

 

(1)
(2)
(3)
(4)
(5)
(6)
(7)
(8)
(9)
(10)
(11)
(12)

VARIABLES
Test
beta
assetturnover
retvol
gma
maxret
ms
ps
rsup
stdacc
baspread
chfeps















Ch. Noise(t-1)
0.212*
0.776**
0.365***
-0.388
0.453***
0.648**
0.194
-0.207
0.089
0.257**
1.224***
0.373**


(1.396)
(2.080)
(2.383)
(-0.482)
(3.547)
(2.127)
(0.656)
(-1.172)
(0.841)
(2.215)
(5.639)
(2.330)

D_ANO_L1_ch3m_noise_w

-4.393***
-
1.599**
-0.297
-0.641
0.138
0.676***
0.566**
-1.079**
-0.418
-



(-3.507)

(1.884)
(-0.295)
(-0.458)
(0.453)
(3.428)
(2.201)
(-2.093)
(-0.905)


D_ANO

1.028
-
-0.688
-0.407
-0.191
-0.033
0.205
0.168
-0.163
-0.026
-



(0.937)

(-0.859)
(-0.862)
(-0.282)
(-0.096)
(0.770)
(0.607)
(-0.364)
(-0.031)


Observations
312
332
332
332
332
332
332
332
332
332
332
312

t-statistics in parentheses













one-sided t-statistics













***p<0.01; **p<0.05; *p<0.10

How can I achieve this outcome? Thanks!

[Francois Durant]

Is there anything unclear? Can I help understand anything? Thanks a lot!

[Francois Durant]

I'd like to mention that I'd be happy with any help/solution even if it does not go through the command "outreg2" thanks!

[Christophe Kolodziejczyk]

How about relabelling all your variables "D_ANO_L1_ch3m_noise_w" og "D_ANO" and use the label option (if it exists)

[Francois Durant]

That would be great, I just do not know how to program that. Would you be able to help? Thanks

[Francois Durant]

Anyone could help me with that? Thanks a lot in advance!

[Christophe Kolodziejczyk]

Francois Durant Ok, forget about what I suggested it does not work.
One solution I see is to create two temporary variables with names D_ANO_L1_ch3m_noise_w and D_ANO which content are replaced during the loop with the same expression using the relevant variable. Hope this helps.

local replace 
foreach i of varlist $All_ANO {
cap drop D_ANO_L1_ch3m_noise_w
cap drop D_ANO
gen D_ANO_L1_$var = D_`i'*L1_$var
gen D_ANO_L1_D_$var = D_`i'*L1_D_$var

quietly newey `i' L1_D_$var D_ANO_L1_D_$var  D_ANO, lag(5) force
outreg2 using "publi_date_B", `replace' label ctitle(`i') dta dec(3)  tstat nocons drop(Mkt_RF SMB HML) alpha(.02, .10, .20)  nonotes addnote(t-statistics in parentheses, one-sided t-statistics, ***p<0.01; **p<0.05; *p<0.10)
local replace
}

Here is a working example

sysuse auto ,clear

cd C:\Users\Christophe\Documents

local replace replace
foreach x in weight mpg {
cap drop x
gen x = `x'
reg price x 
outreg2 using "publi_date_B", label dta `replace'
local replace
}

[Francois Durant]

Thank you so much for taking the time to look at and solve my problem Christophe, I really appreciate it. It really helps for my research!