Hello Statalists,
I am running some random effects regressions on panel data and would like to test which specification is correct using the Ramsey test. I am using the user-created command resetxt downloaded from SSC.
Afterwards, I would like to organise my results in a table format to compare them using the user-created estadd.
However, estadd does not reproduce the statistics in the table. Would anyone be able to help with this? Please see my data and code below.
Here is the estadd output, which does not reproduce the test statistic:
I am running some random effects regressions on panel data and would like to test which specification is correct using the Ramsey test. I am using the user-created command resetxt downloaded from SSC.
Afterwards, I would like to organise my results in a table format to compare them using the user-created estadd.
However, estadd does not reproduce the statistics in the table. Would anyone be able to help with this? Please see my data and code below.
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float(id year cost input input_squared) 10 2017 12.439766 7.387097 54.56921 10 2018 13.060278 7.338101 53.84773 10 2019 12.811565 7.595946 57.69839 11 2017 11.9424 6.868429 47.17531 11 2018 12.617618 6.82206 46.5405 11 2019 12.263633 6.853036 46.96411 12 2017 9.337701 2.475606 6.128623 12 2018 9.926363 2.429237 5.901192 12 2019 9.417656 2.4602134 6.05265 13 2017 8.440928 .9367855 .877567 13 2018 10.189826 .8904165 .7928416 13 2019 9.953368 .921393 .8489651 14 2017 9.615168 2.876588 8.27476 14 2018 10.391204 2.8302195 8.010142 14 2019 11.316359 2.861196 8.186442 15 2017 12.19255 4.3916397 19.2865 15 2018 12.25161 4.345271 18.88138 15 2019 12.307883 4.3762474 19.15154 16 2017 9.043903 2.8293495 8.0052185 16 2018 9.867072 2.782981 7.744981 16 2019 9.33295 2.813957 7.918355 17 2017 8.55707 2.485013 6.175291 17 2018 9.464444 2.4386444 5.946987 17 2019 8.755593 2.469621 6.099028 18 2017 14.39939 8.888922 79.01293 18 2018 14.115676 8.8381 78.11202 18 2019 14.000032 8.839617 78.13882 19 2017 10.84751 5.631671 31.71572 19 2018 11.298195 5.585302 31.1956 19 2019 10.978483 5.616279 31.542585 20 2017 14.017168 8.601939 73.993355 20 2018 13.791075 8.450449 71.41009 20 2019 13.897657 8.447175 71.35477 end
Code:
global reg1 cost input global reg2 cost input input_squred forvalues i = 1(1)2{ xtset name year *Run Pooled random effect regressions with clustered standard errors at id level and store results. eststo re`i': qui xtreg ${reg`i'} , re vce(cluster id) sort id year *RESET test resetxt ${reg`i'} , model(xtre) id(id) it(year) estadd scalar RESET_Ramsay_stata = e(resetf3p): re`i' estadd scalar RESETL_DG_stata = e(resetl3p): re`i' xtset id year } estout re1 re2 , /// cells(b(star fmt(3)) se(par fmt(3))) /// stats(RESET_Ramsey_stata RESETL_DG_stata /// ,fmt(3)) starlevels(* 0.10 ** 0.05 *** 0.01)
Code:
re1 re2 b/se b/se ---------------------------------------------------- input 0.470*** 0.263*** (0.018) (0.073) input_squared 0.037*** (0.007) constant 6.587*** 3.502*** (0.116) (0.190) ---------------------------------------------------- RESET_Ramsey_stata RESETL_DG_stata . .
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