Asreg and Asjuted R squared with Fama MacBeth regression

[Francois Durant]

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!

[Attaullah Shah]

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

ssc install asdoc
webuse grunfeld
asdoc asreg invest mvalue kstock, fmb replace nest stat(adjr2) title(Fama-MacBeth Regression)

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.

[Francois Durant]

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

[Francois Durant]

@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.

[Attaullah Shah]

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

ssc install asdoc
webuse grunfeld
asdocx asreg invest mvalue kstock, fmb replace nest ///
       stat(adjr2) title(Fama-MacBeth Regression) save(Myfile.xlsx)