[Pratap Pundir]

drop(i.qtr) should be included either in each line or in the last line

What if what I want to drop occurs differs by each nested model, and for some I don't want to drop anything?
So, for example, if I am doing a bunch of regressions, including couple of FE models, and want to drop _const from the FE models, but not from the other models, how do I go about it? Based on your explanation, if I put the drop(_cons) in the last line/model, then it will be removed from all, which is not what I want. Alternatively, I can add drop() to all models, except the FE models, where I add drop(_cons), but there the problem is that drop() doesn't work.

[Pratap Pundir]

drop(i.qtr) should be included either in each line or in the last line.

Yes, the new code drops the quarters. Thanks! Perhaps include this info in the documentation.

I had asked for the data set, however, you have posted the do file.

As mentioned in a previous message

The data set is from World Bank, being pulled directly.

Specifically, line 21

wbopendata, indicator(EN.ATM.CO2E.KT;SP.POP.TOTL;NY.GDP.PCAP.KN;AG.LND.FRST.ZS;AG.LND.AGRI.ZS) long clear

gets data directly from World Bank. There is no initial data file to import aside from this...

[Attaullah Shah]

Rodrigo Badilla As promised, all future additions will be made to asdox, please keep visiting this page for updates. https://fintechprofessor.com/stata-programs/asdocx/

[Attaullah Shah]

Pratap Pundir My mistake, not asdoc's in post #15. The code drop(i.qtr) should be included either in each line or in the last line. Following is the correct code.
webuse lutkepohl2

tsset  
global wordfile Regressions  
asdoc reg dln_inv dln_inc L(0/2).dln_consump i.qtr, add(Year FE, Yes) save($wordfile) nest cnames(CS 2Lag) replace  
asdoc reg dln_inv dln_inc L(0/2).dln_consump, add(Year FE, No)  save($wordfile) nest cnames(CS 2Lag) drop(i.qtr)

Second, I had asked for the data set, however, you have posted the do file.

[Rodrigo Badilla]

Dear Dr,

And for Anova?...
Regards

[Pratap Pundir]

P.S. The code posted by you

webuse lutkepohl2  
tsset  
global wordfile Regressions  
asdoc reg dln_inv dln_inc L(0/2).dln_consump i.qtr, add(Year FE, Yes) drop(i.qtr) save($wordfile) nest cnames(CS 2Lag) replace  
asdoc reg dln_inv dln_inc L(0/2).dln_consump, add(Year FE, No)  save($wordfile) nest cnames(CS 2Lag)

does not return an error, but doesn't work as expected either. For one, `drop(i.qtr)` doesn't work - the exported Word file lists quarters 3 to 91, regardless.

[Pratap Pundir]

Please find attached my code. The data set is from World Bank, being pulled directly.

which asdoc

returns

Version 2.3.3.3: Changes made March 6, 2019

[Attaullah Shah]

Pratap Pundir Please confirm that you have the latest version. It should be Version 2.3.3.3

which asdoc

will show the version.
If the version is up to date, then please either post a sample data set that produces the error or send it to me at [email protected]
I checked your example on the following dataset and it works fine.

webuse lutkepohl2
tsset
global wordfile Regressions
asdoc reg dln_inv dln_inc L(0/2).dln_consump i.qtr, add(Year FE, Yes) drop(i.qtr) save($wordfile) nest cnames(CS 2Lag) replace
asdoc reg dln_inv dln_inc L(0/2).dln_consump, add(Year FE, No)  save($wordfile) nest cnames(CS 2Lag)

[Pratap Pundir]

I suspect this has to do more with the

add(Year FE, Yes)

in the nesting situation, than with anything else.
So, I guess my question should be - if I am adding row info, how do I nest the regression tables?

In your example, you have used the exact same options

add(Year dummies, no)

in consecutive nesting regressions. But it's clearly not working in my case.

[Pratap Pundir]

asdoc reg d_ln_co2 l(0/2).d_ln_gdp i.year, vce(cluster country) add(Year FE, Yes) drop(i.year) save($wordfile) nest cnames(FD 2Lag)

returns

func_nested_reg(): 3301 subscript invalid
<istmt>: - function returned error

reg d_ln_co2 l(0/2).d_ln_gdp i.year, vce(cluster country)

runs fine.

asdoc reg d_ln_co2 d_ln_gdp i.year, vce(cluster country) add(Year FE, Yes) drop(i.year) save($wordfile) nest cnames(FD)

also runs fine

[Attaullah Shah]

Pratap Pundir These options will be included in the premium version, called asdocx. For updates, please visit this page
https://fintechprofessor.com/stata-programs/asdocx/

[Pratap Pundir]

Thank you!
Are the following also already available?

it would be nice if asdoc could:
1. Export to docx, instead of doc
2. Send graphs to the Word document. Internal command putdocx already does this, but if I am using asdoc, I don't expect to create a separate document with putdocx just for the charts...
3. Support for UTF8. At the moment, any letters with accents get messed up, and text export gets confused by common text symbols such as ' and )

[Attaullah Shah]

Pratap Pundir These options are available in asdoc, you can read section 4. Regressions

help asdoc

In the following examples, I am using option add() to add additional text, keep() to keep only relevant variables and cnames() to change the column headers. `Option fe and re are options of xtreg command

webuse grunfeld
asdoc xtreg invest mvalue kstock , fe add(Year dummies, no) nest replace cnames(FE)
asdoc xtreg invest mvalue kstock i.year , re add(Year dummies, Yes) nest cnames(RE) keep(mvalue kstock )

[John Riveros]

Greetings Dr Shah, VECM and VAR results cannot be displayed so easily in the current versions. It would be extremly useful to add this feature to asdoc as it could be able to show a decent output from VAR and VECM estimations.

[Rodrigo Badilla]

Dear Attaullah Shah

Thanks for asdoc!. I am working with ANOVA analysis.
Lamentably when I try to get an anova table with asdoc I just get a regression table with p-value to each level from independient variable and not like stata result.
I wonder if exist some method to get a similar result to Anova table from stata. Example:

webuse lifeexp.dta, clear
asdoc anova popgrowth  region

stata result

                           Number of obs =      68     R-squared     =  0.4345
                           Root MSE      = .710934     Adj R-squared =  0.4171

                  Source |  Partial SS    df       MS           F     Prob > F
              -----------+----------------------------------------------------
                   Model |  25.2441263     2  12.6220631      24.97     0.0000
                         |
                  region |  25.2441263     2  12.6220631      24.97     0.0000
                         |
                Residual |  32.8527857    65  .505427472   
              -----------+----------------------------------------------------
                   Total |  58.0969119    67  .867118089

With asdoc:

Regression results   
 popgrowth
 Coef.
 St.Err.
 t-value
 p-value
 [95% Conf
 Interval]
 Sig

 1b.region
0.000
.
.
.
.
.


 2.region
1.168
0.218
5.35
0.000
0.732
1.604
***

 3.region
1.405
0.249
5.64
0.000
0.908
1.902
***

 Constant
0.525
0.107
4.90
0.000
0.311
0.739
***



Mean dependent var
0.972
SD dependent var
0.931


R-squared
0.435
Number of obs
68.000


F-test
24.973
Prob > F
0.000


Akaike crit. (AIC)
149.508
Bayesian crit. (BIC)
156.166

Thanks in advance
Regards
Rodrigo