A help with the user written command (community contributed command) "outreg2"

[Neelakanda Krishna]

Dear Beloved Stata Community
Again, I am here to get some help, this time with outreg2 from ssc (I guess) in Stata/SE 17.0. I ran the following regressions and the output is as follows

. reghdfe delcash_ta_w ncfo_ta_w tobq_w salesgro size_w lev_w oppro_tass_w age tangi_w ,absorb (id year nic2_flo#year) cluster (id)
(dropped 306 singleton observations)
(MWFE estimator converged in 16 iterations)

HDFE Linear regression                            Number of obs   =      9,800
Absorbing 3 HDFE groups                           F(   8,   1263) =      22.39
Statistics robust to heteroskedasticity           Prob > F        =     0.0000
                                                  R-squared       =     0.2311
                                                  Adj R-squared   =     0.0432
                                                  Within R-sq.    =     0.0524
Number of clusters (id)      =      1,264         Root MSE        =     0.0425

                                 (Std. err. adjusted for 1,264 clusters in id)
------------------------------------------------------------------------------
             |               Robust
delcash_ta_w | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
   ncfo_ta_w |   .1107827    .010324    10.73   0.000     .0905286    .1310367
      tobq_w |   .0023174   .0018335     1.26   0.206    -.0012795    .0059144
    salesgro |  -2.77e-06   .0000232    -0.12   0.905    -.0000483    .0000428
      size_w |  -.0034963   .0016179    -2.16   0.031    -.0066704   -.0003223
       lev_w |   .0205474   .0059138     3.47   0.001     .0089454    .0321494
oppro_tass_w |    .032717   .0145352     2.25   0.025     .0042013    .0612328
         age |  -.0123589   .0075889    -1.63   0.104    -.0272471    .0025294
     tangi_w |  -.0465638   .0066922    -6.96   0.000    -.0596927   -.0334348
       _cons |   .0738283   .0284194     2.60   0.009     .0180738    .1295827
------------------------------------------------------------------------------

Absorbed degrees of freedom:
---------------------------------------------------------+
     Absorbed FE | Categories  - Redundant  = Num. Coefs |
-----------------+---------------------------------------|
              id |      1264        1264           0    *|
            year |        17           0          17     |
   nic2_flo#year |       653          17         636     |
---------------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation

. outreg2 using myresults.doc,replace ctitle(delcash)
myresults.doc
dir : seeout

. 
. reghdfe capex_ta_w ncfo_ta_w tobq_w salesgro size_w lev_w oppro_tass_w age tangi_w ,absorb (id year nic2_flo#year) cluster (id)
(dropped 310 singleton observations)
(MWFE estimator converged in 16 iterations)

HDFE Linear regression                            Number of obs   =      9,721
Absorbing 3 HDFE groups                           F(   8,   1246) =      24.27
Statistics robust to heteroskedasticity           Prob > F        =     0.0000
                                                  R-squared       =     0.5143
                                                  Adj R-squared   =     0.3959
                                                  Within R-sq.    =     0.0545
Number of clusters (id)      =      1,247         Root MSE        =     0.0643

                                 (Std. err. adjusted for 1,247 clusters in id)
------------------------------------------------------------------------------
             |               Robust
  capex_ta_w | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
   ncfo_ta_w |   .1578278   .0144054    10.96   0.000     .1295664    .1860893
      tobq_w |   .0191125    .003027     6.31   0.000     .0131739     .025051
    salesgro |   .0000143   .0000167     0.86   0.391    -.0000184     .000047
      size_w |   .0074396   .0032854     2.26   0.024     .0009941    .0138851
       lev_w |   .0275386   .0125013     2.20   0.028     .0030127    .0520646
oppro_tass_w |  -.0337393   .0201297    -1.68   0.094     -.073231    .0057525
         age |    -.06303   .0171723    -3.67   0.000    -.0967198   -.0293403
     tangi_w |  -.0717362   .0163641    -4.38   0.000    -.1038404   -.0396319
       _cons |   .2170665    .067523     3.21   0.001     .0845951    .3495378
------------------------------------------------------------------------------

Absorbed degrees of freedom:
---------------------------------------------------------+
     Absorbed FE | Categories  - Redundant  = Num. Coefs |
-----------------+---------------------------------------|
              id |      1247        1247           0    *|
            year |        17           0          17     |
   nic2_flo#year |       651          17         634     |
---------------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation

. outreg2 using myresults.doc,append ctitle(capex) 
myresults.doc
dir : seeout

 

(1)
(2)

VARIABLES
delcash
capex





ncfo_ta_w
0.111***
0.158***


(0.0103)
(0.0144)

tobq_w
0.00232
0.0191***


(0.00183)
(0.00303)

salesgro
-2.77e-06
1.43e-05


(2.32e-05)
(1.67e-05)

size_w
-0.00350**
0.00744**


(0.00162)
(0.00329)

lev_w
0.0205***
0.0275**


(0.00591)
(0.0125)

oppro_tass_w
0.0327**
-0.0337*


(0.0145)
(0.0201)

age
-0.0124
-0.0630***


(0.00759)
(0.0172)

tangi_w
-0.0466***
-0.0717***


(0.00669)
(0.0164)

Constant
0.0738***
0.217***


(0.0284)
(0.0675)





Observations
9,800
9,721

R-squared
0.231
0.514



Robust standard errors in parentheses
*** p<0.01, ** p<0.05, * p<0.1

I want the following to be added in the output (myresults)
1. Adjusted R^2
2.Within R^2
3.No: of ids/Clusters (individual entities)
4. Prob > F
I tried myself, but always got that red lined error regarding syntax. If I cant get this, I will have to input this manually. Can someone help me with this?

[Nick Cox]

There is no need to guess where outreg2 comes from, as (1) if you can use it, perhaps you downloaded it (2) even if someone else downloaded it to a workplace site, a search for outreg2 shows that it is on SSC.

My main point is different. The author of outreg2 was a poster to Statalist for some while but has not been a member since 2010. outreg2 remains a popular download, it seems, but it doesn't appear to be used much by experienced users here and for that and other reasons questions on it are often unanswered.

So, I hope you get an answer here, but if not you may need to approach the program author directly.

[Neelakanda Krishna]

Oh that is sad! In that case is there any way to get results in doc or XLS format having those stats I mentioned by anyother means similar to Outreg2?
Thanks Nick for alerting me and others on this issue so that we can check for some alternatives. After surfing through Stata, I saw some addstats option to Outreg2 but can't tune it for my purpose.

For instance, I saw the below codes outreg2 using results, word replace addstat("F-Stat",e(F),"Prob > F",e(p),"Degree of Freedom",e(df_r))

In the similar fashion, How can I ask Stata to give me adjusted R^2 and no of clusters? What is the syntax

[Nick Cox]

I fear that you're over-interpreting my post. There was in #2 a minor point that outreg2 does come from SSC and (by comparison) a major point that you may not get a good answer on it here. Neither rules out it being useful to you, nor do I advise on similar programs. The business of producing elaborate tables from model command output is a very common need, but more rarely mine, or else I write custom code on the fly.

I can only repeat the second point because I don't use outreg2 and can't advise on its use. The same applies to reghdfebut I don't understand your last question as both quantities you mention are displayed in its output.

The thread remains wide open for other answers.

[Andrew Musau]

In the similar fashion, How can I ask Stata to give me adjusted R^2 and no of clusters? What is the syntax

You can access the estimation results from

ereturn list

[Neelakanda Krishna]

Thanks Nick Cox for elucidating your point. Earlier, based on post (#2), I was a little bewildered as I thought I had to learn some other commands than -outreg2-.
Thanks Andrew Musau for the command mentioned in #5. Luckily, I could see your reply in the post, https://www.statalist.org/forums/for...le#post1509442
which helped me to tweak the code to get what I need

outreg2 using myresults.doc, title(Crisis years) ctitle(delcash) replace addtext(Firm Fixed Effects, YES, Year Fixed Effects, YES, Industry-Year Interaction,YES) addstat(Adj R-squared,  e(r2_a), R-square within, e(r2_within), No:of firms, e(N_clust), F-Stat, e(F))

Thanks once again for time and support