Time Fixed Effects Esttab

[Egbert Jansen]

Dear all,

I would like to add a line with the word "Yes" if time fixed effect is used. Unfortunately, i didn't manage to find out how.

Current code:

xtreg totcap_ratio Size, vce(cl rssdid)
eststo model1
xtreg totcap_ratio Size dep_share sec_share, vce(cl rssdid)
eststo model2
areg totcap_ratio Size dep_share sec_share, a(Time) vce(cl rssdid)
eststo model3
areg lev_ratio Size dep_share sec_share, a(Time) vce(cl rssdid)
eststo model4
esttab model1 model2 model3 model4, r2 ar2 star(* 0.1 ** 0.05 *** 0.01) label title("Tabel 1:") mtitle("Tot Cap R" "Tot Cap R" "Tot Cap R" "Lev Ratio") addnote("Model 3 & 4 include time fixed effects")

Current output:

Desirable output:

Thanks in advance!

Egbert

[Ryan Long]

Egbert:

Perhaps it is not a direct answer to your question but have you considered the command outreg2?

You can include your own text in outreg2 by including addtext(Time Fixed Effects, YES) under the options part of the syntax for outreg2.

[Andrew Musau]

webuse grunfeld, clear
qui xtreg invest mvalue kstock i.year, fe
esttab, indicate("Time effects = *.year") drop(_cons)

Result:

. esttab, indicate("Time effects = *.year") drop(_cons)

----------------------------
                      (1)   
                   invest   
----------------------------
mvalue              0.118***
                   (8.56)   

kstock              0.358***
                  (15.75)   

Time effects          Yes   
----------------------------
N                     200   
----------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001