Significance levels - explanation below table

[Jane Zrike]

Hi everyone,

After using the command reghdfe for my regressions I use esttab:

esttab using table.rtf, label cells("b(star fmt(3))" "se(par fmt(3))") indicate(`r(indicate_fe)') fonttbl(\f0\fnil Arial; ) stats(r2 N, labels(R2 "N")) starl(* 0.10 ** 0.05 *** 0.010)

The table looks nice. However, the "legend" of the significance levels (*** p<0.01, ** p<0.05, * p<0.1) is not printed below the table. I think it has something to do with cells()

Does anyone of you know why the explanation of the significance levels is not shown below the table?

I am looking forward to your responses.
Jane

[Wouter Wakker]

Esttab (from SJ) is a wrapper for estout (SJ). This is why you can use estout options in esttab, but when you do that it will override the esttab options and therefore can change it's behaviour.
From help esttab:

Note that estout options take precedence over esttab options. For example,

cells() disables b(), beta(), main(), t(), abs, not, se(), p(), ci(), aux(), star, staraux, wide, onecell, parentheses, and brackets,

stats() disables r2(), ar2(), pr2(), aic(), bic(), scalars(), sfmt(), noobs, and obslast.

For this reason I would use esttab options where possible when using esttab. For example, cells("b(star fmt(3))") is equivalent to b(3) star not.

. sysuse auto, clear
(1978 Automobile Data)

. qui reg price mpg

. esttab, starl(* 0.10 ** 0.05 *** 0.010) cells("b(star fmt(3))")

----------------------------
                      (1)   
                    price   
                        b   
----------------------------
mpg              -238.894***
_cons           11253.061***
----------------------------
N                      74   
----------------------------

. esttab, starl(* 0.10 ** 0.05 *** 0.010) b(3) star not

----------------------------
                      (1)   
                    price   
----------------------------
mpg              -238.894***
_cons           11253.061***
----------------------------
N                      74   
----------------------------
* p<0.10, ** p<0.05, *** p<0.010

[Jane Zrike]

Wouter Wakker, Thank you very much for your quick response. It's working!