Make latex table displaying test result of same test for various regressions

[Marco Gallo]

Dear all,

I want to make a latex table summarizing the result of the same test from various regressions. I have been making latex output tables with esttab, using the booktabs option, and they look great.

The concrete thing I want to do:
- run a bunch of regressions which have minor changes
- for each regression, test a=b and test c=d (test if two estimates are the same. The four variables a, b, c and d are called the same in each regression)

Then, create a table displaying:
- in the first column, which regression it is
- in the second column, the test result for a=b
- in the third column, the test result for c=d

The rows should go through the regressions one by one, and for each test display:
- a-b (or c-d), including significance stars of the test a=b (or c=d)
- in parentheses, the F-test (as in r(F) of the test)

Is there any simple way to do this?

Best,
Marco

[Enrico Zorzi]

Hi,

eststo clear      
sysuse auto         
*eq1
eststo: quietly regress price weight mpg
*eq2
eststo: quietly regress price weight mpg foreign
*eq3
eststo: quietly regress price weight mpg foreign trunk
esttab, ar2

[Marco Gallo]

Enrico Zorzi Hi, thank you for your quick answer, but that is not what I was looking for. I don't care about all the regression output, the only things I want in my table are the test results outlined above. Any way to do that?