Dear All,
while I was getting myself familiar with the wonderful capabilities of -etable-, I came across some bewildering labels as far as -xtreg, mle- results are concerned, as -sigma_u- and -sigma_e- estimates seem to be replicated as -Intercept-, too:
I think that this issue related to the way these -xtreg,mle- estimates are reported in the related matrix:
While this nuisance can be easily dealt with by deleting the replicate intercepts after a table has been obtained from -putdocx-, I would be interested in knowing whether this is a sort of bug or is due to othe reasons.
Thanks.
while I was getting myself familiar with the wonderful capabilities of -etable-, I came across some bewildering labels as far as -xtreg, mle- results are concerned, as -sigma_u- and -sigma_e- estimates seem to be replicated as -Intercept-, too:
Code:
. use "https://www.stata-press.com/data/r17/nlswork.dta"
(National Longitudinal Survey of Young Women, 14-24 years old in 1968)
. quietly xtreg ln_w grade c.age##c.age, re
. estimates store xtreg_re
. quietly xtreg ln_w grade c.age##c.age, mle
. estimates store xtreg_re_mle
. etable, estimates(xtreg_re xtreg_re_mle) mstat(N) mstat(F) mstat(r2_w) mstat(r2_b) mstat(r2_o) mstat(r2) mstat(r2_a) mstat(sigma_u) mst
> at(sigma_e) mstat(rho) mstat(p) showstars showstarsnote column(estimate) title("My table")
My table
-----------------------------------------------------------------
xtreg_re xtreg_re_mle
-----------------------------------------------------------------
Current grade completed 0.080 ** 0.080 **
(0.002) (0.002)
Age in current year 0.054 ** 0.054 **
(0.003) (0.003)
Age in current year # Age in current year -0.001 ** -0.001 **
(0.000) (0.000)
Intercept -0.370 ** -0.370 **
(0.045) (0.045)
Intercept 0.295
(0.004)
Intercept 0.303
(0.001)
rho 0.487
(0.007)
Number of observations 28508 28508
R-squared for within model 0.11
R-squared for between model 0.32
R-squared for overall model 0.24
Panel-level standard deviation 0.31 0.30
Standard deviation of ε_it 0.30 0.30
ρ 0.50 0.49
Model test p-value 0.00 0.00
-----------------------------------------------------------------
** p<.01, * p<.05
Code:
. quietly xtreg ln_w grade c.age##c.age, mle
. mat list e(b)
e(b)[1,6]
ln_wage: ln_wage: ln_wage: ln_wage: sigma_u: sigma_e:
c.age#
grade age c.age _cons _cons _cons
y1 .0796508 .05386804 -.00061226 -.3698104 .29544794 .30329585
.
Thanks.
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