I have Stata 16 and I am using outreg2 command to export my xtreg estimates to an excel sheet.
However, none of base levels are being exported to the excel sheet - I have both main effects and interaction effects in my model. I have the following commands:
xtreg lnWords Trend LnTotalAssets Intangibles MTB leverage FirmAge NoofBussegments NoofForeignsegments i. Verified i.NYSE i.Loss i.NumIndsector Verified#NumIndsector, re vce(cluster CompName ) allbaselevels
outreg2 using "C:\Users\raosunit\Documents\EVA and Sustainability\Stata files\Results of Determinants of Textual Attributes\DetTextAttributesv7.xls", addstat ("Wald chi2", e(chi2), "Deg of Freedom", e(df_m), "Prob>chi2", e(p), "R-sq Within", e(r2_w), "R-sq Between", e(r2_b), "R-sq Overall", e(r2_o)) replace ctitle (DepVarLnWords) label dec(7)
How can I get all of base levels exported to my excel sheet in addition to all of the coefficients? I would be very grateful for any advice.
Here is a sample of my data:
However, none of base levels are being exported to the excel sheet - I have both main effects and interaction effects in my model. I have the following commands:
xtreg lnWords Trend LnTotalAssets Intangibles MTB leverage FirmAge NoofBussegments NoofForeignsegments i. Verified i.NYSE i.Loss i.NumIndsector Verified#NumIndsector, re vce(cluster CompName ) allbaselevels
outreg2 using "C:\Users\raosunit\Documents\EVA and Sustainability\Stata files\Results of Determinants of Textual Attributes\DetTextAttributesv7.xls", addstat ("Wald chi2", e(chi2), "Deg of Freedom", e(df_m), "Prob>chi2", e(p), "R-sq Within", e(r2_w), "R-sq Between", e(r2_b), "R-sq Overall", e(r2_o)) replace ctitle (DepVarLnWords) label dec(7)
How can I get all of base levels exported to my excel sheet in addition to all of the coefficients? I would be very grateful for any advice.
Here is a sample of my data:
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float(lnWords Trend) double(LnTotalAssets Intangibles MTB leverage) float FirmAge byte(NoofBussegments NoofForeignsegments Verified NYSE Loss NumIndsector) 10.400133 4 10.21280880009139 .2632660550458716 4.73519 .20954128440366973 118 16 7 1 1 0 3 10.40907 5 10.314139187331593 .28651014723438123 3.97912 .18079320864836185 118 16 7 0 1 0 3 10.442317 6 10.361418600547594 .2834956983805668 3.37577 .16339827935222673 118 16 7 1 1 0 3 10.639814 7 10.43046207804149 .274825835399693 3.64123 .17714606210886763 118 16 7 1 1 0 3 10.887306 8 10.420792142399828 .2692399403874814 5.30603 .1793144560357675 118 16 7 1 1 0 3 11.020643 9 10.348461793739006 .2718767022333301 6.51081 .21833445480470376 118 16 7 1 1 0 3 11.230708 10 10.400711085883833 .3603685795091689 7.61128 .3283763646869203 118 16 7 1 1 0 3 11.011918 11 10.401410290946595 .3490548836078527 8.94883 .3540387771227132 118 16 7 1 1 0 3 11.17671 12 10.54499927491401 .3540421723221102 11.54193 .3673888435517414 118 16 7 1 1 0 3 9.187481 0 11.888838170816369 .1548972753241046 2.00411 .20991265655899802 37 34 14 0 1 0 0 9.5828 2 12.526865457047755 .468412154808376 2.26989 .23260074588962576 37 34 14 0 1 0 0 10.21112 3 12.488409206157188 .5110030349299705 1.49265 .2827235197647458 37 34 14 0 1 1 0 10.02681 4 12.499905761466461 .5009466591132711 1.66086 .2686462029279346 37 34 14 0 1 0 0 9.442087 5 12.503919134827973 .49786741205162754 1.53665 .24812261731089755 37 34 14 0 1 0 0 10.7054 6 12.507812936532986 .48137863201721626 1.57719 .24246603708003933 37 34 14 0 1 0 0 10.863412 7 12.514714763446529 .47205625837724696 1.90561 .25895011292069847 37 34 14 0 1 0 0 9.347316 10 12.905877613754186 .5594578217507052 1.73774 .3218922597051695 37 34 14 0 1 0 0 9.299724 11 12.908726989452148 .5499144422900245 2.11281 .31547145888896316 37 34 14 0 1 0 0 9.535029 12 13.00379828602207 .4947680349112919 1.91019 .3730423758773421 37 34 14 0 1 0 0 7.458763 8 10.281855492759926 .27971093910541817 23.44487 .504246866223714 8 1 17 0 1 0 4 9.070848 12 11.167416520015664 .6123244709405815 23.08376 .5279009973723617 8 1 17 0 1 0 4 9.875088 0 10.27990836235622 .3418147836930411 4.28835 .22763349886413406 132 24 19 0 1 0 4 9.5120735 1 10.49621123252083 .4381896354520068 4.78227 .3430500855598785 132 24 19 0 1 0 4 9.448728 2 10.589457135662315 .39908720679427195 5.55908 .30754211041950935 132 24 19 0 1 0 4 9.74414 3 10.655356463208998 .35687767738404524 4.2804 .26981416247226137 132 24 19 0 1 0 4 9.757132 4 10.870121965057393 .37070295452842905 3.91414 .3171053506659542 132 24 19 0 1 0 4 10.884648 5 11.011618593792388 .4635945060915063 3.46011 .312911964060004 132 24 19 1 1 0 4 11.129583 6 11.00670410861179 .42628302026118037 3.56022 .25572945506663725 132 24 19 0 1 0 4 11.02182 7 11.115949224257971 .36234104261173494 3.83257 .30454376440841824 132 24 19 1 1 0 4 10.68901 8 . 0 . . . 0 0 0 0 . . 10.353894 9 10.626363423818374 .39471449025650984 2.96184 .19001625937340744 132 24 19 0 1 0 4 10.783633 10 10.627333661845343 .36851164933207264 3.17338 .21822193129197276 132 24 19 0 1 0 4 10.640388 11 10.87172536503303 .23206622868643906 2.72196 .4178407321611666 132 24 19 0 1 0 4 11.052777 12 11.241772694469658 .5966295081967213 3.10115 .36621639344262297 132 24 19 0 1 0 4 7.862112 12 9.584353064755348 .42703691554695256 10.82938 .1295085650662417 38 22 13 0 0 0 5 9.0004835 9 10.885605350017743 .23522483198226288 2.09377 .17995359733044206 . 0 0 0 0 0 . 10.25541 10 10.887605143035042 .23033508381767553 2.37582 .14548954381505916 . 0 0 0 0 0 . 8.785081 11 . 0 . . . 0 0 0 0 . . 10.094563 12 10.917830156883532 .2130695726278762 3.77496 .16607133143551342 . 0 0 0 0 0 . 8.639765 2 11.094451102268424 .1011169364030089 3.61471 .022141174682774864 65 11 2 0 1 0 6 9.041803 6 11.663386489239402 .08421586930151329 1.58776 .035419014599482095 65 11 2 0 1 0 6 9.256174 8 11.706079801428672 .0725267297023255 2.12235 .08856042932394668 65 11 2 0 1 0 6 9.438352 9 11.693303467619163 .06907578882329857 1.54153 .06363188524384847 65 11 2 0 1 0 6 9.290813 10 11.680607045024669 .0719709782167501 1.48428 .04982411040454607 65 11 2 0 1 0 6 9.770985 11 11.773896451584443 .06927337292692133 1.24636 .045178286691470435 65 11 2 0 1 0 6 10.046375 12 11.82931889330366 .0692698426579797 1.57321 .04296114912875227 65 11 2 0 1 0 6 9.121728 0 8.81744592104187 .05110354021626426 4.0053 0 21 22 11 0 1 0 4 9.67759 1 8.905037290767 .06350929569819515 3.83977 .20355543493011263 21 22 11 0 1 0 4 9.376024 2 8.929832503272403 .09743182419909982 4.33727 .27627746889065397 21 22 11 0 1 0 4 9.868379 3 8.854664928370534 .12473241044669615 2.491 .30326816041101756 21 22 11 0 1 0 4 8.643826 4 8.93748122841604 .10798738833420915 3.43032 .38163426169206516 21 22 11 0 1 1 4 9.1545105 5 9.179468708309095 .20111386138613863 4.30182 .3806724422442244 21 22 11 0 1 0 4 9.815585 6 9.111293218374948 .22038202495307496 3.07043 .24124986198520482 21 22 11 0 1 0 4 9.965664 8 9.276689752517717 .3708590679393599 3.50763 .2525734606026577 21 22 11 0 1 0 4 10.025882 9 9.28868933838716 .29181692094313455 3.27064 .1537679149329635 21 22 11 0 1 0 4 10.205332 10 8.919854372191667 .3758523866827116 3.0554 .22128626821767616 21 22 11 0 1 0 4 10.123105 11 8.961109485898655 .37631511419040287 3.25044 .24429047985629973 21 22 11 0 1 0 4 10.307652 12 9.039077442538963 .3522430572038927 4.75383 .2386660337051982 21 22 11 1 1 0 4 9.179778 0 9.250406881189265 .09386288525094151 2.66718 .24464875874260242 80 17 19 0 1 0 7 9.311994 1 9.32194435655585 .09810655862334201 2.91082 .2597422343860402 80 17 19 0 1 0 7 9.668145 2 9.446163200447465 .09220743315296813 3.87137 .29400055294442906 80 17 19 0 1 0 7 9.45258 3 9.439171717080004 .09686349064933619 2.60542 .315544136246848 80 17 19 0 1 0 7 10.129986 4 9.4749405963596 .09045904935874312 3.30705 .3452809480317136 80 17 19 0 1 0 7 10.193168 5 9.510881905990688 .08887227063727704 3.36473 .30531841639579743 80 17 19 0 1 0 7 10.253792 6 9.567364255028581 .07394319382535496 2.61175 .31924258433806596 80 17 19 0 1 0 7 10.16277 7 9.737539219940114 .13930042852589453 2.68793 .3138391434204158 80 17 19 0 1 0 7 10.117348 8 9.789764389432989 .13283398972554777 3.41578 .351998028022252 80 17 19 0 1 0 7 10.132454 9 9.785778889114061 .10422912295897993 3.60289 .3452143246846016 80 17 19 0 1 0 7 10.390779 10 9.7604540143227 .09458594133087196 3.61554 .3391964002422914 80 17 19 0 1 0 7 10.350478 11 9.799714664818735 .06839133376967707 4.6209 .28973963591182905 80 17 19 0 1 0 7 10.537548 13 9.86153471051546 .0639994160066325 3.49318 .19897488307097083 80 17 19 0 1 0 7 9.352708 3 6.168670960500123 .10947312433645831 16.22615 .3015761667340242 28 1 4 0 0 0 4 9.108529 4 6.667466840449646 .06172804968457568 10.10754 .013148508203829854 28 1 4 0 0 0 4 8.567316 5 6.919720410443886 .043575481924079854 8.97867 .0043802746342278 28 1 4 0 0 0 4 8.621373 6 7.240471183699749 .12277675370012281 12.53923 0 28 1 4 0 0 0 4 8.671458 7 7.8684685556089855 .34448147354566183 9.72655 .05701036134620977 28 1 4 0 0 0 4 8.424639 8 8.107025845094178 .26035899612261043 11.06252 .034059781245780206 28 1 4 0 0 0 4 8.63888 9 8.343306838051346 .20017291922202055 11.74864 .013684083768487195 28 1 4 0 0 0 4 9.08228 0 11.958072718217098 .042461171766876825 1.80985 .03395868573478907 89 27 0 0 1 0 6 9.728063 1 11.967523535628603 .039078665092603174 1.83892 .029589854906889066 89 27 0 0 1 0 6 10.220922 4 11.795484436723239 .0478319211169074 .91982 .04726653197840967 89 27 0 0 1 0 6 10.391975 6 11.737611825541952 .04084094158619092 .76475 .04688760553705079 89 27 0 0 1 0 6 10.455013 7 11.751524955502674 .03829157049792433 .93114 .05340811519768092 89 27 0 0 1 0 6 10.432173 8 11.724158365258603 .037362370466321244 1.23548 .05505990932642487 89 27 0 0 1 0 6 10.389887 9 11.594311884842648 .043731966555738896 1.43005 .04737322431069608 89 27 0 0 1 0 6 11.512626 10 11.558434060200995 .048539978596544874 1.29092 .048950848494114046 89 27 0 0 1 0 6 10.317912 11 11.595518763274082 .04762913175582359 1.42152 .058438449498204585 89 27 0 0 1 0 6 10.39995 12 11.630014926826567 .061624948853427265 1.85027 .056474711355428656 89 27 0 0 1 0 6 10.60656 8 10.459066632489291 .4943343182535357 19.26733 .41644912361226655 198 27 6 0 1 0 8 9.564512 9 10.447989702661502 .5027991298042059 22.67293 .42619289340101524 198 27 6 1 1 0 8 9.982622 10 10.356440389711647 .5503353571315045 39.47878 .408372802695572 198 27 6 1 1 0 8 10.083222 11 10.73491732089608 .3771009318122442 44.83502 .30220761125141515 198 27 6 1 1 0 8 10.24952 12 10.673642069456857 .40986528401462896 11.24036 .3216054812277209 198 27 6 1 1 0 8 9.240093 9 10.674174310551491 .14646616541353383 7.73819 .40994794679005203 90 1 4 0 0 0 3 9.712206 10 10.787564962045632 .13095115150263348 7.20589 .42468243313022824 90 1 4 0 0 0 3 9.365719 11 10.844939080068784 .12216718024729882 5.5203 .47478254085891486 90 1 4 0 0 0 3 9.75185 12 10.873982338423795 .11923842000568344 6.32584 .46172208013640237 90 1 4 0 0 0 3 10.0903 1 10.54499927491401 .00251138547397794 1.76346 .35928080659172873 114 19 3 0 1 0 9 10.449584 2 10.604578100850384 .0022619608621245566 1.8787 .390833105979811 114 19 3 0 1 0 9 10.585296 3 10.7178562946849 .0019665596279481784 1.22853 .3999114162329753 114 19 3 0 1 0 9 end label values Verified Verified label def Verified 0 "0_False", modify label def Verified 1 "1_True", modify label values NumIndsector Indsectorlabel label def Indsectorlabel 0 "Communication Services", modify label def Indsectorlabel 3 "Industrials", modify label def Indsectorlabel 4 "Health Care", modify label def Indsectorlabel 5 "Information Technology", modify label def Indsectorlabel 6 "Financials", modify label def Indsectorlabel 7 "Materials", modify label def Indsectorlabel 8 "Consumer Staples", modify label def Indsectorlabel 9 "Utilities", modify
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