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  • How to report beta coefficients, standard errors and p-values in a same table with esttab

    I can only report the standard errors and p-values side by side... But I would like to report them from top to bottom (i.e. beneath one another), standard errors in parenthesis and p-values in brackets. Here is the code that I use for now...
    estfe . m*, labels(item_id "Product FE" monthly "Time FE" )
    return list
    esttab m1 m2, indicate("Product FE=0.item_id" "Time FE=0.monthly") cells("b se p") stats(ll r2_p N) obslast label nonumber title("Table 3. Baseline Results")
    Can you please help me with this matter?
    Last edited by Vera Mihailovna; 22 Oct 2020, 13:09.

  • #2
    esttab is from Stata Journal, as you are asked to explain in FAQ Advice #12. See https://www.statalist.org/forums/for...terval-p-value
    Replace -ci- with -se- in the code.

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    • #3
      Here is a solution to my own question:

      Code:
      estfe . m*, labels(item_id "Product FE" monthly "Time FE" )
      return list
      esttab m5 m6 m7 m8, indicate("Product FE=0.item_id"  "Time FE=0.monthly" ) cells("b(fmt(4))" se(par(`"("' `")"') fmt(4)) p(par(`"["' `"]"') fmt(4))) stats(ll r2_p N, fmt(%12.2f %12.2f  %12.0g ) labels("Log-likelihood" "Pseudo R-Square")) nostar obslast label nonumber

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