How to outreg robustness checks

[Anton Bernabe]

Greetings!

I would like to ask if there is a way to outreg2 tests such as RESET, and VIF ? I want to present my results without using screenshots or even manually inputting the results in a table.

Here are the commands for each test for reference -

Ramsey's Regression Specification Error Test (RESET)

estat ovtest

Variance Inflation Factor (VIF) Test

vif

For additional reference, I am using a Pooled OLS model with one independent variable (ESG) and control variables with Time and Industry-Fixed Effects. Here is my command for the POLS model

reg StockReturn ESG EPS ROE ROA FirmSize Profitability i.Year i.I_ID, cluster(CompanyName)

[Carlo Lazzaro]

Anton:
1) I would go -linktest- instead of -estat ovtest-;
2) if your standard errors look fine, -estat vif- is redundant; in addition, -estat vce, corr- is probably more informative;
3) see -table- to export your results.

[Anton Bernabe]

Anton:
1) I would go -linktest- instead of -estat ovtest-;
2) if your standard errors look fine, -estat vif- is redundant; in addition, -estat vce, corr- is probably more informative;
3) see -table- to export your results.

Carlo, thank you as always for your reply.

1.) Thank you as well for your recommendation in using -linktest- as opposed to -estat ovtest-. After running the -linktest-, here are my results (attached). From my understanding from some research in interpreting the results of the -linktest-, would I be right in saying that due to the -hat value being at a significant level, that I have accounted for all the possible variables in my model and that my model is not misspecified?

2.) I believe that my standard errors look fine, in this case; do I still need to perform -estat vce, corr-?

Thank you as always.

[Carlo Lazzaro]

Anton:
1) please do not share screenshots but use CODE delimiters instead (see FAQ for why): Thanks;
2) I meant the standard errors of your original regression;
3) your regression model passed the -linktest-.