Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • How to add statistics options in the regression output? (f-test, degree of freedom..)

    Good evening to the community.
    I would like to have the similar output concerning the statistic options (F-test, degrees of freedom (error), SSE (Sum of squares error, Root MSE, R2, Adjusted R2, N)
    Click image for larger version

Name:	Capture.PNG
Views:	1
Size:	42.6 KB
ID:	1613980


    I runned this command but it doesn't work.

    Code:
    regress firm_performance intangible_assets enterprise_value market_capitalization leverage stock_growth dividend_payout_ratio stock_volatility
    estimates store pooled_ols
    regress firm_performance intangible_assets enterprise_value market_capitalization leverage stock_growth dividend_payout_ratio stock_volatility g1-g8
    estimates store lsdv
    estimates table pooled_ols lsdv, stats(F df_m mss rmse r2 r2_a N, labels("F-test" "Degrees of freedom (error)" "SSE(Sum of Squares error)" "Root MSE" "R^2" "Adjusted R^2" "N")

    Thank you for your help.

    Lucas BORDURE
    Student MSc. in International Finance
    Rennes School of Business
    Stata SE 16.1

  • #2
    Code:
    *Pooled_OLS model
    eststo: regress firm_performance intangible_assets enterprise_value market_capitalization leverage stock_growth dividend_payout_ratio stock_volatility
    
    *LSDV
    eststo: regress firm_performance intangible_assets enterprise_value market_capitalization leverage stock_growth dividend_payout_ratio stock_volatility g1-g8
    
    *Comparison between Pooled_OLS_model and LSDV model
    esttab, scalars (F df_m mss rmse r2 r2_a N)
    I did this by using eststo and esttab.
    Click image for larger version

Name:	Capture.PNG
Views:	1
Size:	20.2 KB
ID:	1614055

    Attached Files
    Last edited by Lucas Bordure; 10 Jun 2021, 03:33.

    Lucas BORDURE
    Student MSc. in International Finance
    Rennes School of Business
    Stata SE 16.1

    Comment

    Working...
    X