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  • Asreg and Asjuted R squared with Fama MacBeth regression

    Hi,

    I am wondering if it is possible to output the Fama Macbeth Adjusted R Squared using asreg , fmb and "outreg2". I have also listed a similar post here:
    https://www.statalist.org/forums/for...eth-regression

    Attaullah Shah Thanks!

  • #2
    You can output any statististics that are stored in macro e() after regression commands. To this end, use option stat()

    Code:
    ssc install asdoc
    webuse grunfeld
    asdoc asreg invest mvalue kstock, fmb replace nest stat(adjr2) title(Fama-MacBeth Regression)
    Click image for larger version

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    The new version of asdoc can be installed from my site. Copy and paste the following line in Stata and press enter.
    net install asdoc, from(http://fintechprofessor.com) replace

    Please note that the above line has to be copied in full. After installation of the new version, then restart Stata.

    asdocx is now available

    A more powerful and flexible version of asdoc is now available. I call it asdocx. You may like to check the details here

    https://fintechprofessor.com/asdocx


    Please do remember to cite asdoc. To cite:

    In-text citation
    Tables were created using asdoc, a Stata program written by Shah (2018).

    Bibliography
    Shah, A. (2018). ASDOC: Stata module to create high-quality tables in MS Word from Stata output. Statistical Software Components S458466, Boston College Department of Economics.

    Regards
    --------------------------------------------------
    Attaullah Shah, PhD.
    Professor of Finance, Institute of Management Sciences Peshawar, Pakistan
    FinTechProfessor.com
    https://asdocx.com
    Check out my asdoc program, which sends outputs to MS Word.
    For more flexibility, consider using asdocx which can send Stata outputs to MS Word, Excel, LaTeX, or HTML.

    Comment


    • #3
      Is there any way to output the same results in an Excel spreadsheet? Thanks.

      Comment


      • #4
        @Attaullah Shah Is there any way to output that in an excel speadsheet? Please let me know.

        I'd like to mention that I have paid for the full version of the "asdoc" subroutine.

        Comment


        • #5
          Sorry for this late reply, but I stumbled on this post just now. Yes, you can post the results to excel using asdocx. See this example
          Code:
          ssc install asdoc
          webuse grunfeld
          asdocx asreg invest mvalue kstock, fmb replace nest ///
                 stat(adjr2) title(Fama-MacBeth Regression) save(Myfile.xlsx)
          Regards
          --------------------------------------------------
          Attaullah Shah, PhD.
          Professor of Finance, Institute of Management Sciences Peshawar, Pakistan
          FinTechProfessor.com
          https://asdocx.com
          Check out my asdoc program, which sends outputs to MS Word.
          For more flexibility, consider using asdocx which can send Stata outputs to MS Word, Excel, LaTeX, or HTML.

          Comment

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