table of results of three regressions and joint test of significance by country

Sebastian Kruk

Join Date: Jul 2017
Posts: 72

table of results of three regressions and joint test of significance by country

20 Jan 2023, 13:00

Hello,

My sample is 27 countries over the period 1970-2019.

Code:

* Example generated by -dataex-. For more info, type help dataex
clear
input float(ln_co2pc ln_co2pc_1 ln_gdppc) str21 Country float year
 6.148759         . 15.432597 "Bolivia"   1970
 8.097491         . 16.590824 "Argentina" 1970
 6.680636         . 15.634053 "Brasil"    1970
 6.302356  6.148759  15.46691 "Bolivia"   1971
8.1406765  8.097491 16.630117 "Argentina" 1971
 6.777571  6.680636  15.71689 "Brasil"    1971
 6.844649  6.777571   15.8056 "Brasil"    1972
  8.13736 8.1406765 16.630175 "Argentina" 1972
 6.417964  6.302356 15.528253 "Bolivia"   1972
 8.172827   8.13736 16.641678 "Argentina" 1973
 6.502983  6.417964 15.568973 "Bolivia"   1973
 6.985705  6.844649 15.912602 "Brasil"    1973
 6.568667  6.502983  15.58286 "Bolivia"   1974
 8.155382  8.172827 16.679472 "Argentina" 1974
 7.053004  6.985705 15.967343 "Brasil"    1974
 7.088357  7.053004  15.99403 "Brasil"    1975
 8.113881  8.155382 16.663467 "Argentina" 1975
 6.675215  6.568667  15.63812 "Bolivia"   1975
 8.141445  8.113881 16.627773 "Argentina" 1976
 6.748501  6.675215  15.66816 "Bolivia"   1976
 7.160077  7.088357 16.067944 "Brasil"    1976
 7.165948  7.160077 16.092398 "Brasil"    1977
 6.826501  6.748501 15.695867 "Bolivia"   1977
 8.168763  8.141445 16.679825 "Argentina" 1977
 6.871734  6.826501 15.695177 "Bolivia"   1978
 8.149868  8.168763 16.618837 "Argentina" 1978
 7.240816  7.165948 16.117205 "Brasil"    1978
 7.281696  7.240816 16.158945 "Brasil"    1979
 8.188429  8.149868 16.701134 "Argentina" 1979
 6.866856  6.871734  15.67573 "Bolivia"   1979
 8.154454  8.188429 16.700838 "Argentina" 1980
 7.245173  7.281696 16.223352 "Brasil"    1980
 6.855255  6.866856  15.64096 "Bolivia"   1980
 6.869163  6.855255 15.622796 "Bolivia"   1981
 7.163939  7.245173  16.15637 "Brasil"    1981
 8.121045  8.154454 16.631826 "Argentina" 1981
 7.164176  7.163939 16.141218 "Brasil"    1982
 8.091192  8.121045 16.608477 "Argentina" 1982
  6.82934  6.869163 15.561742 "Bolivia"   1982
 8.101911  8.091192 16.634943 "Argentina" 1983
 7.094753  7.164176 16.088423 "Brasil"    1983
 6.755651   6.82934 15.499663 "Bolivia"   1983
 7.074131  7.094753 16.118597 "Brasil"    1984
 8.075928  8.101911 16.634426 "Argentina" 1984
 6.714844  6.755651  15.47671 "Bolivia"   1984
 7.984149  8.075928 16.565155 "Argentina" 1985
 7.128945  7.074131  16.17257 "Brasil"    1985
 6.652743  6.714844  15.43893 "Bolivia"   1985
 8.046303  7.984149 16.609022 "Argentina" 1986
 7.225423  7.128945 16.224058 "Brasil"    1986
 6.644448  6.652743 15.392056 "Bolivia"   1986
 8.082119  8.046303 16.620022 "Argentina" 1987
 6.693766  6.644448   15.3955 "Bolivia"   1987
 7.229693  7.225423   16.2388 "Brasil"    1987
 7.218962  7.229693 16.218967 "Brasil"    1988
 6.692139  6.693766  15.40321 "Bolivia"   1988
 8.102077  8.082119 16.593643 "Argentina" 1988
 6.770207  6.692139 15.419538 "Bolivia"   1989
 7.226127  7.218962  16.23145 "Brasil"    1989
 8.050529  8.102077 16.504366 "Argentina" 1989
 7.232979  7.226127  16.16886 "Brasil"    1990
 7.970507  8.050529 16.464855 "Argentina" 1990
 6.729681  6.770207  15.36385 "Bolivia"   1990
 6.722625  6.729681    15.392 "Bolivia"   1991
 8.018763  7.970507 16.538239 "Argentina" 1991
 7.247776  7.232979 16.161533 "Brasil"    1991
 8.033707  8.018763 16.601097 "Argentina" 1992
 7.240761  7.247776 16.139006 "Brasil"    1992
 6.741838  6.722625 15.384846 "Bolivia"   1992
 8.054319  8.033707 16.666912 "Argentina" 1993
 7.259393  7.240761  16.17043 "Brasil"    1993
 6.758414  6.741838 15.403187 "Bolivia"   1993
 6.823371  6.758414 15.425656 "Bolivia"   1994
 8.079103  8.054319 16.710981 "Argentina" 1994
 7.293154  7.259393 16.210972 "Brasil"    1994
 8.066797  8.079103 16.669825 "Argentina" 1995
 7.351728  7.293154 16.236244 "Brasil"    1995
 6.903273  6.823371 15.448823 "Bolivia"   1995
 8.107716  8.066797 16.711681 "Argentina" 1996
 7.418663  7.351728 16.242205 "Brasil"    1996
 6.804934  6.903273  15.46948 "Bolivia"   1996
 6.789863  6.804934 15.496119 "Bolivia"   1997
 7.445788  7.418663 16.259953 "Brasil"    1997
 8.115711  8.107716 16.778076 "Argentina" 1997
 7.457252  7.445788 16.248037 "Brasil"    1998
 6.819801  6.789863 15.523844 "Bolivia"   1998
 8.129745  8.115711 16.804533 "Argentina" 1998
 7.492587  7.457252 16.237896 "Brasil"    1999
 6.827318  6.819801 15.507175 "Bolivia"   1999
 8.159109  8.129745 16.758959 "Argentina" 1999
  8.14549  8.159109  16.74003 "Argentina" 2000
 6.770886  6.827318  15.50365 "Bolivia"   2000
 7.384548  7.492587 16.266598 "Brasil"    2000
  7.38936  7.384548 16.266731 "Brasil"    2001
 6.728434  6.770886  15.50151 "Bolivia"   2001
 8.103066   8.14549 16.684021 "Argentina" 2001
 7.431954   7.38936 16.283682 "Brasil"    2002
 8.038289  8.103066 16.557837 "Argentina" 2002
 6.784127  6.728434  15.50757 "Bolivia"   2002
  6.86026  6.784127 15.516167 "Bolivia"   2003
 8.097865  8.038289 16.631798 "Argentina" 2003
 7.393076  7.431954 16.282452 "Brasil"    2003
  7.43983  7.393076  16.32644 "Brasil"    2004
 6.938504   6.86026 15.539223 "Bolivia"   2004
 8.173456  8.097865 16.707693 "Argentina" 2004
 7.436328   7.43983   16.3465 "Brasil"    2005
 7.003305  6.938504  15.56497 "Bolivia"   2005
 8.202891  8.173456 16.782145 "Argentina" 2005
 8.245454  8.202891 16.849388 "Argentina" 2006
 7.440323  7.436328 16.374454 "Brasil"    2006
  7.07073  7.003305 15.594608 "Bolivia"   2006
 8.326015  8.245454 16.925648 "Argentina" 2007
 7.161592   7.07073 15.622316 "Bolivia"   2007
 7.496171  7.440323 16.423002 "Brasil"    2007
 7.226458  7.161592 15.665342 "Bolivia"   2008
 8.349349  8.326015 16.955492 "Argentina" 2008
 7.558616  7.496171 16.462748 "Brasil"    2008
 8.271428  8.349349  16.88449 "Argentina" 2009
 7.241869  7.226458  15.68199 "Bolivia"   2009
 7.482704  7.558616 16.451868 "Brasil"    2009
 8.342472  8.271428 16.970789 "Argentina" 2010
 7.317679  7.241869  15.70632 "Bolivia"   2010
  7.59013  7.482704 16.515072 "Brasil"    2010
 8.379102  8.342472 17.018763 "Argentina" 2011
 7.607613   7.59013 16.544888 "Brasil"    2011
 7.386178  7.317679   15.7412 "Bolivia"   2011
 8.384642  8.379102  16.99798 "Argentina" 2012
  7.43899  7.386178 15.775543 "Bolivia"   2012
 7.690645  7.607613 16.554981 "Brasil"    2012
 7.756489  7.690645 16.575851 "Brasil"    2013
 8.402295  8.384642 17.011246 "Argentina" 2013
 7.502742   7.43899  15.82627 "Bolivia"   2013
  7.55739  7.502742  15.86451 "Bolivia"   2014
 7.800936  7.756489  16.57232 "Brasil"    2014
 8.376057  8.402295 16.975391 "Argentina" 2014
 7.763323  7.800936  16.52783 "Brasil"    2015
 7.561952   7.55739 15.897124 "Bolivia"   2015
 8.389862  8.376057 16.992117 "Argentina" 2015
 7.674804  7.763323 16.486284 "Brasil"    2016
 8.375152  8.389862 16.961092 "Argentina" 2016
 7.599395  7.561952 15.924203 "Bolivia"   2016
 8.350884  8.375152 16.979082 "Argentina" 2017
 7.688831  7.674804 16.491356 "Brasil"    2017
 7.603081  7.599395 15.950775 "Bolivia"   2017
 7.603012  7.603081 15.977754 "Bolivia"   2018
8.3014765  8.350884 16.942955 "Argentina" 2018
 7.663756  7.688831 16.501196 "Brasil"    2018
 7.568829  7.603012 15.985394 "Bolivia"   2019
  8.26208 8.3014765 16.913332 "Argentina" 2019
 7.666007  7.663756 16.505816 "Brasil"    2019
end

I would like to make a table of coefficients, standard error and p-value of significance individual and join of three regression by country.

I begging but I don't know why in my table don't appear Prob F>0.

Code:

collect clear
collect _r_b _r_se, tag(model["(1)"] pais["Agrupado"]): qui reg ln_co2pc ln_gdppc
collect p_d = r(p), tag(model["(1)"] pais["Agrupado"]): qui testparm ln_gdppc
collect _r_b _r_se, tag(model["(2)"] pais["Agrupado"]): qui reg ln_co2pc ln_gdppc ln_co2pc_1
collect p_d = r(p), tag(model["(2)"] pais["Agrupado"]): qui testparm ln_gdppc ln_co2pc_1
collect _r_b _r_se, tag(model["(3)"] pais["Agrupado"]): qui reg ln_co2pc ln_gdppc ln_co2pc_2
collect p_d = r(p), tag(model["(3)"] pais["Agrupado"]): qui testparm ln_gdppc ln_co2pc_2 
collect _r_b _r_se, tag(model["(4)"] pais["Agrupado"]): qui reg ln_co2pc ln_gdppc ln_co2pc_1 ln_co2pc_2
collect p_d = r(p), tag(model["(4)"] pais["Agrupado"]): qui testparm ln_gdppc ln_co2pc_1 ln_co2pc_2 

levelsof pais, local(xvalues)
foreach x of local xvalues {
    local v : label(pais)`x'
    collect _r_b _r_se, tag(model["(1)"] pais["`v'"]): qui reg ln_co2pc ln_gdppc if Country=="`v'"
    collect p_d = r(p), tag(model["(1)"] pais["`v'"]): qui testparm ln_gdppc 
    collect _r_b _r_se, tag(model["(2)"] pais["`v'"]): qui reg ln_co2pc ln_gdppc ln_co2pc_1 if Country=="`v'"
    collect p_d = r(p), tag(model["(2)"] pais["`v'"]): qui testparm ln_gdppc ln_co2pc_1 
    collect _r_b _r_se, tag(model["(3)"] pais["`v'"]): qui reg ln_co2pc ln_gdppc ln_co2pc_2 if Country=="`v'"
    collect p_d = r(p), tag(model["(3)"] pais["`v'"]): qui testparm ln_gdppc ln_co2pc_2 
    collect _r_b _r_se, tag(model["(4)"] pais["`v'"]): qui reg ln_co2pc ln_gdppc ln_co2pc_1 ln_co2pc_2 if Country=="`v'"
    collect p_d = r(p), tag(model["(4)"] pais["`v'"]): qui testparm ln_gdppc ln_co2pc_1 ln_co2pc_2 
    }
        
collect style header model, title(hide)
collect style column, dups(center)
collect layout (pais) (model#colname[ln_gdppc ln_gdppc ln_co2pc_1 ln_gdppc_1 ln_co2pc_2]#result[_r_b _r_se _r_p p_d])
collect label levels result _r_b "Coeff" _r_se "SE" _r_p "P>|t|" p_d "Prob > F", modify
collect style cell, nformat(%4.2f) border(right, pattern(nil))
collect style column, delimiter(" x ")
collect label values colname ln_gdppc "ln_gdppc" ln_co2pc_1 "ln_co2pc_1"  ln_co2pc_2 "ln_co2pc_2" ln_gdppc "ln_gdppc" ln_gdppc_1 "ln_gdppc_1" ln_gdppc_2 "ln_gdppc_2" _cons "Constant", modify
collect preview

I obtain:

Code:

--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
> ------------------------
                                    (1)                                        (2)                                                (3)                                                        (4)        
>                         
                                  ln_gdppc                          ln_gdppc                ln_co2pc_1                 ln_gdppc                ln_co2pc_2                 ln_gdppc                ln_co2
> pc_1       ln_co2pc_2   
                     Coeff   SE P>|t| Coeff   SE P>|t| Coeff   SE P>|t| Coeff   SE P>|t| Coeff   SE P>|t| Coeff   SE P>|t| Coeff   SE P>|t| Coeff   SE P>|t| Coeff   SE P>|t| Coeff   SE P>|t| Coeff   S
> E P>|t| Coeff   SE P>|t|
--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
> ------------------------
Agrupado              1.11 0.03  0.00  1.11 0.03  0.00  0.03 0.01  0.00  0.03 0.01  0.00  0.97 0.01  0.00  0.07 0.01  0.00  0.07 0.01  0.00  0.93 0.01  0.00  0.03 0.01  0.00  0.03 0.01  0.00  1.05 0.0
> 3  0.00 -0.09 0.03  0.01
Argentina             0.73 0.04  0.00  0.73 0.04  0.00  0.41 0.06  0.00  0.41 0.06  0.00  0.46 0.08  0.00  0.57 0.06  0.00  0.57 0.06  0.00  0.27 0.07  0.00  0.42 0.06  0.00  0.42 0.06  0.00  0.52 0.1
> 3  0.00 -0.06 0.11  0.56
Bolivia               1.75 0.17  0.00  1.75 0.17  0.00  0.24 0.07  0.00  0.24 0.07  0.00  0.88 0.04  0.00  0.51 0.10  0.00  0.51 0.10  0.00  0.75 0.05  0.00  0.10 0.07  0.16  0.10 0.07  0.16  1.40 0.1
> 4  0.00 -0.46 0.13  0.00
Brasil                1.14 0.04  0.00  1.14 0.04  0.00  0.38 0.11  0.00  0.38 0.11  0.00  0.64 0.08  0.00  0.70 0.12  0.00  0.70 0.12  0.00  0.37 0.09  0.00  0.41 0.11  0.00  0.41 0.11  0.00  0.82 0.1
> 5  0.00 -0.19 0.12  0.13
Chile                 0.78 0.03  0.00  0.78 0.03  0.00  0.34 0.07  0.00  0.34 0.07  0.00  0.58 0.09  0.00  0.57 0.07  0.00  0.57 0.07  0.00  0.31 0.09  0.00  0.36 0.07  0.00  0.36 0.07  0.00  0.76 0.1
> 4  0.00 -0.21 0.12  0.08
Colombia              0.44 0.03  0.00  0.44 0.03  0.00  0.21 0.06  0.00  0.21 0.06  0.00  0.53 0.11  0.00  0.30 0.06  0.00  0.30 0.06  0.00  0.30 0.13  0.02  0.20 0.06  0.00  0.20 0.06  0.00  0.54 0.1
> 5  0.00 -0.02 0.14  0.90
Costa Rica            1.03 0.06  0.00  1.03 0.06  0.00  0.26 0.11  0.02  0.26 0.11  0.02  0.72 0.10  0.00  0.59 0.13  0.00  0.59 0.13  0.00  0.40 0.12  0.00  0.29 0.11  0.01  0.29 0.11  0.01  0.95 0.1
> 5  0.00 -0.25 0.14  0.08
Ecuador               1.90 0.10  0.00  1.90 0.10  0.00  0.40 0.13  0.00  0.40 0.13  0.00  0.75 0.06  0.00  0.74 0.16  0.00  0.74 0.16  0.00  0.54 0.07  0.00  0.37 0.12  0.00  0.37 0.12  0.00  1.01 0.1
> 4  0.00 -0.25 0.12  0.05
El Salvador           1.97 0.27  0.00  1.97 0.27  0.00  0.02 0.12  0.89  0.02 0.12  0.89  0.97 0.05  0.00  0.15 0.18  0.43  0.15 0.18  0.43  0.90 0.07  0.00 -0.00 0.13  0.98 -0.00 0.13  0.98  1.09 0.1
> 5  0.00 -0.11 0.15  0.47
Guatemala             2.22 0.13  0.00  2.22 0.13  0.00  0.61 0.26  0.02  0.61 0.26  0.02  0.74 0.11  0.00  1.36 0.30  0.00  1.36 0.30  0.00  0.42 0.13  0.00  0.66 0.28  0.02  0.66 0.28  0.02  0.83 0.1
> 6  0.00 -0.12 0.15  0.42
Guyana                0.65 0.05  0.00  0.65 0.05  0.00  0.34 0.07  0.00  0.34 0.07  0.00  0.54 0.10  0.00  0.50 0.07  0.00  0.50 0.07  0.00  0.29 0.11  0.01  0.34 0.07  0.00  0.34 0.07  0.00  0.62 0.1
> 5  0.00 -0.10 0.13  0.44
Honduras              2.01 0.16  0.00  2.01 0.16  0.00  0.23 0.18  0.20  0.23 0.18  0.20  0.89 0.08  0.00  0.13 0.27  0.65  0.13 0.27  0.65  0.89 0.12  0.00  0.25 0.21  0.25  0.25 0.21  0.25  0.94 0.1
> 7  0.00 -0.07 0.20  0.74
Jamaica               1.25 0.17  0.00  1.25 0.17  0.00  0.37 0.12  0.00  0.37 0.12  0.00  0.77 0.07  0.00  0.73 0.15  0.00  0.73 0.15  0.00  0.55 0.09  0.00  0.33 0.12  0.01  0.33 0.12  0.01  1.03 0.1
> 5  0.00 -0.27 0.13  0.05
México                1.27 0.07  0.00  1.27 0.07  0.00  0.18 0.08  0.04  0.18 0.08  0.04  0.78 0.06  0.00  0.31 0.09  0.00  0.31 0.09  0.00  0.61 0.06  0.00  0.18 0.08  0.03  0.18 0.08  0.03  0.69 0.1
> 6  0.00  0.06 0.14  0.65
Nicaragua             0.37 0.09  0.00  0.37 0.09  0.00  0.09 0.06  0.15  0.09 0.06  0.15  0.81 0.08  0.00  0.20 0.09  0.03  0.20 0.09  0.03  0.59 0.11  0.00  0.09 0.07  0.19  0.09 0.07  0.19  0.95 0.1
> 5  0.00 -0.16 0.15  0.29
Olade                 0.99 0.02  0.00  0.99 0.02  0.00  0.38 0.09  0.00  0.38 0.09  0.00  0.58 0.08  0.00  0.67 0.09  0.00  0.67 0.09  0.00  0.29 0.08  0.00  0.35 0.08  0.00  0.35 0.08  0.00  0.94 0.1
> 5  0.00 -0.32 0.11  0.01
Panamá                0.60 0.06  0.00  0.60 0.06  0.00  0.17 0.07  0.01  0.17 0.07  0.01  0.77 0.09  0.00  0.27 0.08  0.00  0.27 0.08  0.00  0.61 0.12  0.00  0.18 0.07  0.01  0.18 0.07  0.01  0.79 0.1
> 6  0.00 -0.02 0.16  0.90
Paraguay              1.47 0.07  0.00  1.47 0.07  0.00  0.38 0.14  0.01  0.38 0.14  0.01  0.74 0.09  0.00  0.85 0.18  0.00  0.85 0.18  0.00  0.43 0.11  0.00  0.42 0.15  0.01  0.42 0.15  0.01  0.99 0.1
> 5  0.00 -0.29 0.13  0.04
Perú                  0.85 0.04  0.00  0.85 0.04  0.00  0.41 0.07  0.00  0.41 0.07  0.00  0.56 0.09  0.00  0.62 0.07  0.00  0.62 0.07  0.00  0.33 0.09  0.00  0.40 0.08  0.00  0.40 0.08  0.00  0.69 0.1
> 5  0.00 -0.14 0.12  0.27
República Dominicana  0.81 0.05  0.00  0.81 0.05  0.00  0.14 0.08  0.07  0.14 0.08  0.07  0.80 0.08  0.00  0.27 0.09  0.01  0.27 0.09  0.01  0.63 0.11  0.00  0.14 0.08  0.09  0.14 0.08  0.09  0.80 0.1
> 5  0.00  0.00 0.15  0.97
Suriname             -0.32 0.15  0.03 -0.32 0.15  0.03  0.01 0.08  0.95  0.01 0.08  0.95  0.89 0.07  0.00  0.01 0.11  0.90  0.01 0.11  0.90  0.79 0.10  0.00  0.02 0.08  0.84  0.02 0.08  0.84  0.85 0.1
> 5  0.00  0.03 0.15  0.82
Uruguay               0.26 0.09  0.01  0.26 0.09  0.01  0.09 0.06  0.18  0.09 0.06  0.18  0.74 0.10  0.00  0.18 0.08  0.03  0.18 0.08  0.03  0.49 0.12  0.00  0.10 0.07  0.15  0.10 0.07  0.15  0.80 0.1
> 5  0.00 -0.10 0.15  0.52
--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
> ------------------------

What can I do?

Greetings,

Sebastián.

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table of results of three regressions and joint test of significance by country