Adding year effects in table using esttab command

[Fadi Ansar]

Dear all,
Can any one help me how to add year effects (yes and No) in the output table of stata similar to published articles


I have used the following commands ,but error was getting

xtreg assetrisk d_MP   CapitalRatio NIM lasset c.C5_Aggregate##i.MPR i.Year,fe vce (robust)
note: 2019.Year omitted because of collinearity

Fixed-effects (within) regression               Number of obs     =        201
Group variable: bankname                        Number of groups  =         31

R-sq:                                           Obs per group:
     within  = 0.1785                                         min =          1
     between = 0.0215                                         avg =        6.5
     overall = 0.0517                                         max =         14

                                                F(19,30)          =       3.64
corr(u_i, Xb)  = -0.5122                        Prob > F          =     0.0008

                                    (Std. Err. adjusted for 31 clusters in bankname)
------------------------------------------------------------------------------------
                   |               Robust
         assetrisk |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------------+----------------------------------------------------------------
              d_MP |  -.1743155   .1709318    -1.02   0.316    -.5234048    .1747737
      CapitalRatio |  -.0384784   .0558685    -0.69   0.496    -.1525771    .0756203
               NIM |  -2.360621   1.825148    -1.29   0.206     -6.08807    1.366827
            lasset |  -.6394246   .3908451    -1.64   0.112    -1.437637    .1587875
      C5_Aggregate |  -153.4295   138.9957    -1.10   0.278    -437.2966    130.4376
                   |
               MPR |
              TMP  |   13.78409   16.72047     0.82   0.416    -20.36366    47.93185
                   |
MPR#c.C5_Aggregate |
              TMP  |  -42.82791    47.5923    -0.90   0.375    -140.0244    54.36853
                   |
              Year |
             2007  |  -6.491238    5.70436    -1.14   0.264    -18.14109    5.158618
             2008  |  -10.76539   9.901192    -1.09   0.286    -30.98632     9.45554
             2009  |  -11.46698   10.40783    -1.10   0.279    -32.72261    9.788655
             2010  |  -12.34658   11.62104    -1.06   0.297    -36.07991    11.38675
             2011  |  -11.69355   11.03007    -1.06   0.298    -34.21996    10.83286
             2012  |  -11.21224   10.61015    -1.06   0.299    -32.88106    10.45658
             2013  |  -14.49289   12.86565    -1.13   0.269    -40.76805    11.78226
             2014  |  -11.47577   10.48648    -1.09   0.283    -32.89201    9.940476
             2015  |  -11.99408    10.5234    -1.14   0.263    -33.48573     9.49758
             2016  |  -10.11857   8.909721    -1.14   0.265    -28.31465    8.077511
             2017  |  -7.475781   6.384621    -1.17   0.251    -20.51492    5.563355
             2018  |  -.7794947   2.310377    -0.34   0.738    -5.497915    3.938925
             2019  |          0  (omitted)
                   |
             _cons |    86.1897   72.54137     1.19   0.244    -61.95954    234.3389
-------------------+----------------------------------------------------------------
           sigma_u |  4.4049164
           sigma_e |  7.4528112
               rho |   .2588911   (fraction of variance due to u_i)
------------------------------------------------------------------------------------

. estadd local Year "yes"

added macro:
               e(Year) : "yes"

. esttab using regin_foreign.csv, label("N" "Year fixed effect" ))se t(2) ar2 sfmt(222)brackets sta
> r(* .10 ** .05 *** .01) nogap compress  ar2  drop(*year)
option label() incorrectly specified
r(198);

Any help is highly appreciated

[Andrew Musau]

See the use of the option -indicate()- as in https://www.statalist.org/forums/for...-visualization or using the command estadd as in https://www.statalist.org/forums/for...-esttab-estadd. esttab and estadd are available from the estout package which can be installed from the Stata Journal or SSC.

[Fadi Ansar]

Thankyou so much Andrew Musau .
The command was working fine for me ,but I am getting all the year effects as yes only.Is getting like that is right ?

esttab ,se indicate(Year effects= *.Year) s(r2 N, lab("R-squared" "Observations")) star(* 0.1 ** 
> 0.05 *** 0.01 )t(2) ar2 sfmt(222)brackets nogap compress

{hline 322}
                 (1)          (2)          (3)          (4)          (5)          (6)          (7) 
>          (8)          (9)         (10)         (11)         (12)         (13)         (14)       
>   (15)         (16)         (17)         (18)         (19)         (20)         (21)         (22)
>          (23)         (24)   
              zscore       zscore       zscore       zscore    NPL_asset    NPL_asset    NPL_asset 
>    NPL_asset    assetrisk    assetrisk    assetrisk    assetrisk       zscore       zscore       
> zscore       zscore    NPL_asset    NPL_asset    NPL_asset    NPL_asset    assetrisk    assetrisk
>     assetrisk    assetrisk   
{hline 322}
d_MP        -0.00462     -0.00498      -0.0223      -0.0226     -0.00834     -0.00976     0.000283 
>     0.000411      -0.0205      -0.0180      -0.0345      -0.0389     -0.00747     -0.00754      -
> 0.0215**    -0.0215**    0.00915      0.00727      0.00826      0.00815      -0.0674      -0.0618
>       -0.0739      -0.0718   
            [0.0171]     [0.0170]     [0.0179]     [0.0179]    [0.00823]    [0.00852]    [0.00510] 
>    [0.00512]     [0.0883]     [0.0898]     [0.0910]     [0.0889]     [0.0106]     [0.0105]    [0.
> 00985]    [0.00984]    [0.00903]    [0.00866]    [0.00578]    [0.00572]     [0.0624]     [0.0577]
>      [0.0679]     [0.0660]   
CapitalR~o   -0.0178      -0.0178      -0.0208***   -0.0208***   0.00850      0.00849     -0.00533 
>     -0.00379      -0.0443      -0.0428      -0.0255      -0.0829     -0.00463     -0.00464       
> 0.0150       0.0151     -0.00913     -0.00923      0.00286      0.00268      -0.0504      -0.0472
>        -30.29       -29.99   
            [0.0142]     [0.0143]    [0.00753]    [0.00753]    [0.00813]    [0.00812]     [0.0932] 
>     [0.0929]     [0.0311]     [0.0300]      [1.060]      [1.027]     [0.0112]     [0.0112]     [0
> .0162]     [0.0162]     [0.0125]     [0.0127]      [0.322]      [0.322]     [0.0580]     [0.0558]
>       [26.72]      [26.62]   
NIM           0.0863***    0.0866***    0.0535       0.0537      -0.0526*     -0.0512*     -0.0135*
>      -0.0135*     -0.0496      -0.0504       -0.155       -0.153       0.0108       0.0107     -0
> .00249     -0.00233       0.0600       0.0589       0.0309       0.0311       -1.190       -1.189
>        -1.908       -1.887   
            [0.0330]     [0.0329]     [0.0467]     [0.0466]     [0.0269]     [0.0261]    [0.00796] 
>    [0.00795]     [0.0587]     [0.0598]      [0.137]      [0.134]     [0.0742]     [0.0743]     [0
> .0928]     [0.0927]     [0.0398]     [0.0390]     [0.0293]     [0.0294]      [1.099]      [1.100]
>       [1.707]      [1.689]   
lasset       -0.0117      -0.0115      -0.0397      -0.0393      -0.0516**    -0.0511**   -0.00187 
>     -0.00186       -0.232       -0.231       -0.363       -0.362       0.0550       0.0550       
>  0.185        0.185       -0.373**     -0.371**     -0.161       -0.161        0.115        0.118
>        0.0778       0.0835   
            [0.0180]     [0.0181]     [0.0259]     [0.0259]     [0.0222]     [0.0221]    [0.00343] 
>    [0.00344]      [0.147]      [0.146]      [0.255]      [0.254]     [0.0398]     [0.0399]      [
> 0.179]      [0.180]      [0.154]      [0.154]      [0.116]      [0.116]      [0.174]      [0.176]
>       [0.307]      [0.303]   
HHI_Asse~e    -8.859                                               67.65*                          
>                    -40.20                                              -19.61                    
>                            112.2*                                             -129.5             
>                              
             [13.14]                                             [36.29]                           
>                   [73.72]                                             [12.32]                    
>                          [57.07]                                             [131.4]             
>                              
1.MPR              0            0            0            0            0            0            0 
>            0            0            0            0            0            0            0       
>      0            0            0            0            0            0            0            0
>             0            0   
                 [.]          [.]          [.]          [.]          [.]          [.]          [.] 
>          [.]          [.]          [.]          [.]          [.]          [.]          [.]       
>    [.]          [.]          [.]          [.]          [.]          [.]          [.]          [.]
>           [.]          [.]   
2.MPR          0.819        1.674        5.468       -2.256        2.495        5.139       -0.355 
>        0.294       -0.465        5.728       -5.576       -6.832        0.302        0.759       
> -0.942        0.316        2.954        5.974        0.772       -0.387       -2.854        2.757
>        -37.87        7.899   
             [0.661]      [1.426]      [4.361]      [1.533]      [1.848]      [3.847]      [0.391] 
>      [0.204]      [1.732]      [4.042]      [6.948]      [7.457]      [0.535]      [1.169]      [
> 2.407]      [0.973]      [1.871]      [3.797]      [0.677]      [0.335]      [2.987]      [3.086]
>       [36.77]      [9.278]   
1.MPR#c.~e         0                                                   0                           
>                         0                                                   0                    
>                                0                                                   0             
>                              
                 [.]                                                 [.]                           
>                       [.]                                                 [.]                    
>                              [.]                                                 [.]             
>                              
2.MPR#c.~e    -15.13                                              -46.66                           
>                    -9.411                                              -4.888                    
>                           -54.97                                               31.85             
>                              
             [11.41]                                             [34.08]                           
>                   [20.81]                                             [9.451]                    
>                          [34.70]                                             [37.25]             
>                              
C5_Aggre~e                 -4.775                                               22.65*             
>                                 -2.906                                              -7.673*      
>                                         39.22**                                            -29.57
>                              
                          [4.554]                                             [11.72]              
>                                [16.60]                                             [4.277]       
>                                       [19.52]                                             [30.86]
>                              
1.MPR#c.~e                      0                                                   0              
>                                      0                                                   0       
>                                             0                                                   0
>                              
                              [.]                                                 [.]              
>                                    [.]                                                 [.]       
>                                           [.]                                                 [.]
>                              
2.MPR#c.~e                 -4.348                                              -13.42              
>                                 -16.91                                              -1.859       
>                                        -15.58                                              -9.480
>                              
                          [3.578]                                             [9.970]              
>                                [11.91]                                             [2.988]       
>                                       [9.882]                                             [9.693]
>                              
Boone_Ind                                12.16                                              -8.676 
>                                               28.70                                              
>  9.570                                              -18.10*                                      
>        -13.97                
                                       [16.56]                                             [8.516] 
>                                             [46.57]                                             [
> 14.20]                                             [10.12]                                       
>       [52.29]                
1.MPR#c.~d                                   0                                                   0 
>                                                   0                                              
>      0                                                   0                                       
>             0                
                                           [.]                                                 [.] 
>                                                 [.]                                              
>    [.]                                                 [.]                                       
>           [.]                
2.MPR#c.~d                              -20.91                                               1.410 
>                                               15.91                                              
>  3.681                                              -2.841                                       
>         136.5                
                                       [16.69]                                             [1.455] 
>                                             [23.44]                                             [
> 8.944]                                             [2.514]                                       
>       [133.2]                
Learners~x                                            1.435                                        
>       -127.9                                               801.3                                 
>               27.15                                              -366.0*                         
>                     2139.2   
                                                    [14.26]                                        
>      [148.1]                                             [937.6]                                 
>             [28.83]                                             [211.0]                          
>                   [1902.5]   
1.MPR#c.~x                                                0                                        
>            0                                                   0                                 
>                   0                                                   0                          
>                          0   
                                                        [.]                                        
>          [.]                                                 [.]                                 
>                 [.]                                                 [.]                          
>                        [.]   
2.MPR#c.~x                                           -21.81                                        
>        2.747                                              -54.50                                 
>               2.817                                              -4.066                          
>                      95.65   
                                                    [14.60]                                        
>      [1.973]                                             [62.52]                                 
>             [9.934]                                             [3.397]                          
>                    [106.0]   
_cons          1.006        2.486       -2.331        1.076       -2.984*      -8.249*       2.424 
>       -12.31        7.145        6.149       -0.835        84.72        1.129        3.158*      
> -3.692        1.471       -2.772       -12.25*       6.325*      -34.01*       12.49        17.16
>         13.79        217.5   
             [0.804]      [1.858]      [4.372]      [1.517]      [1.760]      [4.387]      [2.211] 
>      [14.44]      [7.604]      [9.861]      [9.753]      [95.45]      [0.773]      [1.691]      [
> 5.281]      [1.397]      [1.892]      [6.471]      [3.492]      [19.81]      [11.35]      [16.38]
>       [20.33]      [192.3]   
Year eff~s       Yes          Yes          Yes          Yes          Yes          Yes          Yes 
>          Yes          Yes          Yes          Yes          Yes          Yes          Yes       
>    Yes          Yes          Yes          Yes          Yes          Yes          Yes          Yes
>           Yes          Yes   
{hline 322}
R-squared     0.0527       0.0524       0.0429       0.0411       0.0783       0.0748       0.0203 
>       0.0204       0.0382       0.0395       0.0448       0.0455       0.0506       0.0507       
> 0.0322       0.0320        0.237        0.233       0.0545       0.0546       0.0691       0.0690
>         0.126        0.121   
Observat~s      1007         1007          646          646          857          857          560 
>          560          780          780          523          523         1007         1007       
>    646          646          857          857          560          560          780          780
>           523          523   
{hline 322}
Standard errors in brackets
* p<0.1, ** p<0.05, *** p<0.01

.

[Andrew Musau]

Probably all models have year indicators. Otherwise update estout and present a reproducible example if the issue persists. The following works for me:

webuse grunfeld, clear
eststo m1: regress invest mvalue
eststo m2: regress invest mvalue i.year
eststo m3: regress invest mvalue kstock 
esttab m1 m2 m3, indicate(Year effects= *.year)

Res.:

. esttab m1 m2 m3, indicate(Year effects= *.year) drop(_cons)

------------------------------------------------------------
                      (1)             (2)             (3)   
                   invest          invest          invest   
------------------------------------------------------------
mvalue              0.141***        0.140***        0.116***
                  (23.39)         (23.35)         (19.80)   

kstock                                              0.231***
                                                   (9.05)   

Year effects           No             Yes              No   
------------------------------------------------------------
N                     200             200             200   
------------------------------------------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001

[Fadi Ansar]

Thankyou so much again Andrew Musau .I just have one more qurey ,can u please help me on this
when I am creatiting table using eststo for quantile regression the results is like below

 

(1)


zscore

q10


d_MP
-0.0139


[0.0182]

HHI_Asset_Aggregate
-60.59***


[21.00]

CapitalRatio
0.0247


[0.377]

NIM
0.0806*


[0.0419]

lasset
0.108***


[0.0297]

C5_Aggregate





Boone_Ind





LearnersIndex





_cons
2.175*


[1.216]

q20


d_MP
-0.0213


[0.0154]

HHI_Asset_Aggregate
-47.48***


[14.85]

CapitalRatio
0.00176


[0.266]

NIM
0.0844***


[0.0305]

lasset
0.0375


[0.0233]

C5_Aggregate





Boone_Ind





LearnersIndex





_cons
2.312***


[0.832]

q30


d_MP
-0.0126


[0.0159]

HHI_Asset_Aggregate
-15.27


[10.88]

CapitalRatio
-0.00747


[0.0446]

NIM
0.0995***


[0.0297]

lasset
0.00822


[0.0108]

C5_Aggregate





Boone_Ind





LearnersIndex





_cons
0.844


[0.588]

q40


d_MP
-0.00102


[0.0107]

HHI_Asset_Aggregate
-14.67**


[6.104]

CapitalRatio
-0.0173


[0.0261]

NIM
0.130***


[0.0251]

lasset
0.000603


[0.00907]

C5_Aggregate





Boone_Ind





LearnersIndex





_cons
0.943**


[0.385]

q50


d_MP
-0.00496


[0.00982]

HHI_Asset_Aggregate
-8.872


[5.516]

CapitalRatio
-0.0184


[0.0261]

NIM
0.124***


[0.0209]

lasset
-0.0170


[0.0110]

C5_Aggregate





Boone_Ind





LearnersIndex





_cons
0.878**


[0.351]

q60


d_MP
-0.00395


[0.0102]

HHI_Asset_Aggregate
-6.870*


[4.065]

CapitalRatio
-0.00810


[0.0205]

NIM
0.160***


[0.0158]

lasset
-0.0298***


[0.00942]

C5_Aggregate





Boone_Ind





LearnersIndex





_cons
0.870***


[0.278]

q70


d_MP
-0.0120


[0.0103]

HHI_Asset_Aggregate
-2.257


[4.774]

CapitalRatio
-0.0115


[0.0197]

NIM
0.171***


[0.0178]

lasset
-0.0347***


[0.00908]

C5_Aggregate





Boone_Ind





LearnersIndex





_cons
0.688**


[0.288]

q80


d_MP
0.00718


[0.0121]

HHI_Asset_Aggregate
6.012


[6.240]

CapitalRatio
-0.0199


[0.0128]

NIM
0.184***


[0.0155]

lasset
-0.0647***


[0.0126]

C5_Aggregate





Boone_Ind





LearnersIndex





_cons
0.586


[0.421]

q90


d_MP
0.0146


[0.0310]

HHI_Asset_Aggregate
17.63


[13.31]

CapitalRatio
-0.0357


[0.117]

NIM
0.162***


[0.0262]

lasset
-0.135***


[0.0247]

C5_Aggregate





Boone_Ind





LearnersIndex





_cons
0.865


[0.999]

Year effects
Yes

R-squared


Observations
1007

Standard errors in brackets

="* p<0.1
 ** p<0.05

is there any way I can get the results in a row like q10 q20 q30 like that

[Andrew Musau]

Use the -unstack- option

esttab, unstack