How can I report p value with asdoc and xtreg

[Xaver Binghaus]

Dear all,

I am struggeling with getting the p value in word using asdoc and xtreg.

- i tried to use rep(p) as an option but i will just get the z value

Thank you very much for your help in advance!

Best regards,
Xaver

[Øyvind Snilsberg]

Care to share your code? This worked for me,

use http://www.stata-press.com/data/r16/nlswork.dta
asdoc xtreg ln_wage hours age, fe i(idcode) save(Table_1.doc)

[Xaver Binghaus]

Unfortunately i cannot share my Code. But I use -asdoc with -nest option and append multiple regression (all -xtreg). I want to report in parenthesis the p value instead of standart errors. For -reg it works with the option rep(p).

Thank you very much for your help!

[Attaullah Shah]

The option rep(p) was included in the recent update. Please note that it will work only if you have used option replace. The idea is that this option must be invokes from the very beginning of the nested regression table. I am using version Aug 10, 2021; 2.3.9.6 of asdoc. If this is not the version you are using, the update it from my site.

which asdoc
use http://www.stata-press.com/data/r16/nlswork.dta
asdoc xtreg ln_wage hours age, fe rep(p) replace nest tzok
asdoc xtreg ln_wage hours age union , fe rep(p) nest tzok
asdoc xtreg ln_wage hours age union tenure , fe rep(p) nest tzok

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.

[Pita Fouta]

Hi Attaullah Shah ,

I thank you for having invented the asreg command on stata.

However, I would like to apply it for a rollling window granger causality or a time varying granger causality? I have searched for a long time on forums and found nothing except an add in named roll a added in Eviews.
Could you tell me how I can use your asreg command for a granger causality test with windows on state ?

Thanks in advance.

[Pita Fouta]

Hi Attaullah Shah ,

Could you advise me on this subject?

Thanks in advance