"Estimates save" issue for using regression estimates from memory with outreg2

[Brennan McLachlan]

Hi, I am having issues using the outreg2 command/estimates command. I have run a 3 regressions and stored each using the following code:

 quietly xtreg yield co2 co2_2 temp temp_2 co2_temp, fe
estimates save w1, replace
quietly xtreg yield co2 co2_2 temp temp_2 co2_temp rgdpo_pc, fe
estimates save w2, replace
quietly xtreg yield co2 co2_2 temp temp_2 co2_temp rgdpo_pc hc, fe
estimates save w3, replace

And a similar set of code (same dependent and independent variables) using a different dataset for 3 more estimates and saving them as m1 m2 and m3 (I clear the original dataset say dataset A and then load dataset B, clearing A). I am trying to run the command:

outreg2 [w1 w2 w3 m1 m2 m3] using table1, tex replace tfmt(type) ctitle("(1)";"(2)";"(3)";"(4)";"(5)";"(6)")

but Stata reports the error: "variable _est_w1 not found" r(111) which makes sense as the estimate is saved and not in the variables environment. So I try to ameliorate this by using:

estimates restore w1

to which I get another error message: "estimation result w1 not found" r(111). The regression estimates are saved as .ster files in my directory.

My main questions are: how do I properly store regression estimates so that I can recall them into the environment and use like regular post-regression estimates?

[Clyde Schechter]

You want -estimates store-, not -estimates save- for this purpose. (You can also save them if you wish, but to use them in the way you want to here, you need -estimates store-.)

[Brennan McLachlan]

Thank you, I figured it was clearing the estimates along with the data when I loaded a new dataset. I appreciate the help!

[Brennan McLachlan]

Another follow up question/issue: I can use the stored result in -esttab- but not with -outreg2-?

. esttab m* w*

------------------------------------------------------------------------------------------------------------
                      (1)             (2)             (3)             (4)             (5)             (6)   
                    yield           yield           yield           yield           yield           yield   
------------------------------------------------------------------------------------------------------------
co2                0.0466***       0.0329***       0.0188***        0.222***        0.223***        0.187***
                  (46.42)         (26.53)          (9.49)         (13.49)         (13.56)         (11.19)   

temp                0.596***        0.182*          0.142*          0.243***        0.194***        0.145** 
                   (8.44)          (2.56)          (2.03)          (6.26)          (4.21)          (3.17)   

temp_2            -0.0225***     -0.00851***     -0.00688**      -0.00325*       -0.00330*       -0.00364*  
                  (-9.96)         (-3.73)         (-3.06)         (-2.03)         (-2.06)         (-2.31)   

rgdpo_pc                        0.0000847***    0.0000713***                   0.00000842*     0.00000309   
                                  (17.07)         (13.97)                          (1.99)          (0.73)   

hc                                                  1.343***                                        0.939***
                                                   (9.03)                                          (8.31)   

co2_2                                                           -0.000262***    -0.000269***    -0.000236***
                                                                 (-11.32)        (-11.50)        (-10.13)   

co2_temp                                                        -0.000548***    -0.000406***    -0.000252*  
                                                                  (-6.71)         (-3.74)         (-2.32)   

_cons              -15.34***       -9.233***       -6.823***       -42.83***       -42.41***       -35.85***
                 (-22.04)        (-12.37)         (-8.74)        (-14.53)        (-14.37)        (-11.91)   
------------------------------------------------------------------------------------------------------------
N                    2307            2307            2307            2096            2096            2096   
------------------------------------------------------------------------------------------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001

. outreg2 [m* w*] using faotable1, tex replace tfmt(type) ctitle("(1)";"(2)";"(3)";"(4)";"(5)";"(6)")
variable _est_w* not found
r(111);

Any thoughts as to why this is happening?

[Clyde Schechter]

I'm not a user of -outreg2- so I'm not really sure. But I think the problem is that whereas -esttab- can expand m* w* to m1 m2 m3 w1 w2 w3, -outreg2- cannot. I think if you rewrite the command as -outreg2 [m1 m2 m3 w1 w2 w3]...- it will run.

[Brennan McLachlan]

Sadly still does not run. Hopefully somebody else can shed some light on this, in the meantime I have somebody I can consult tomorrow.