esttab, eststo and appendmodels

[lcardon]

Dear all, I am tabulating different dependent variables in consecutive rows (not consecutive columns as it is the default for esttab) and I'm keeping only one explanatory variable. I want two columns per model, one with few controls, the other one with more controls. I'm using the option "appendmodels" so every dependent variable is showed in a row. I would like the explanatory variable I'm keeping to have the label/name of the dependent variable. I have tried to use rename and change the label of the explanatory variable every time I run the regression but it keeps only the last change and not a different label for each regression. See an example of what I'm doing below. I have three different rows with the variable foreign, but I want instead the name of the dependent variable used in each specification. In the example I would like to change "foreign" for the name of the dependent variables (price and weight). Any help would be appreciated. Thanks, Lina.

sysuse auto, clear
eststo r1: reg price foreign
eststo r2: reg price foreign head

eststo r3: reg weight foreign
eststo r4: reg weight foreign head

eststo nocontrols: appendmodels r1 r3
eststo controls: appendmodels r2 r4

esttab controls nocontrols, replace keep(foreign)

[Andrew Musau]

esttab is from Stata Journal, authored by Ben Jann (you are asked to explain). Secondly, appendmodels is not an option of esttab/ estout, but an independent program written by Ben. This can be copied from here. There are a number of ways of achieving what you want, but the simplest that I can think of is to rename the desired coefficients differently across the regressions and use the coeflabel() option at the end to again rename the coefficients. From your example:

sysuse auto, clear
eststo r1: reg price foreign
eststo r2: reg price foreign head

rename foreign foreign1
eststo r3: reg weight foreign1
eststo r4: reg weight foreign1 head

eststo nocontrols: appendmodels r1 r3
eststo controls: appendmodels r2 r4
esttab controls nocontrols, replace keep(foreig*) coeflabel(foreign price foreign1 weight) mtitles

[lcardon]

Dear Andrew, this works. Thanks a lot, Regards.