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  • creating multiple tables in stepwise regression

    Dear all,

    I want to create a regression table with multiple tables in it (and with the p-value of the variables). I tried the following code;
    Code:
    xtreg returnoninvestment pat_yr, fe
    estimates store m1, title(Model 1)
    xtreg returnoninvestment maactive, fe
    estimates store m2, title(Model 2)
    xtreg returnoninvestment c.pat_yr#maactive, fe
    estimates store m3, title(Model 3)
    xtreg returnoninvestment totalma, fe
    estimates store m4, title(Model 4)
    xtreg returnoninvestment employees, fe
    estimates store m5, title(Model 5)
    xtreg returnoninvestment assetstotal, fe
    estimates store m6, title(Model 6)
    So now I have the 6 models created individually but I want to create one table with the coefficients, p-value, and r squared. Does someone know how to do that?

    Thanks in advance

  • #2
    Perhaps the esttab community contributed command available from SSC will produce the table you seek.
    Code:
    ssc describe estout
    ssc install estout
    help esttab

    Comment


    • #3
      Thank you William!

      Comment

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