[Veronika Valcikova]

This is not tested and requires frames (Stata 16+).

local predictors_all_moms c.mom_age c.mom_age#c.mom_age c.mom_age_at_birth i.mom_edattain2 i.mom_edattain3 i.mom_edattain4 i.mom_child_loss_categorical i.mom_cohort
local predictors_married_moms c.mom_age c.mom_age#c.mom_age c.mom_age_at_birth c.pop_age c.pop_age#c.pop_age i.mom_edattain2 i.mom_edattain3 i.mom_edattain4 i.pop_edattain2 i.pop_edattain3 i.pop_edattain4 i.mom_cohort i.mom_child_loss_categorical
levelsof sample, local(samples)
frame create results
frame results{
set obs `=wordcount("`samples'")'
gen sample=.
gen all=.
gen married=.
}
local i 0
foreach sample of local samples{
local ++i
regress mom_fertility i.FirstDaughter `predictors_all_moms' if `sample'== sample [pweight=mom_perwt]
frame results: replace sample= `sample' in `i'
frame results: replace all= `=_b[1.FirstDaughter]' in `i'
regress mom_fertility i.FirstDaughter `predictors_married_moms' if `sample'== sample [pweight=mom_perwt]
frame results: replace married= `=_b[1.FirstDaughter]' in `i'
}
frame change results
export excel using myfile, replace firstrow(variables)

If you provide a dataex of the sample variable, I can have the output with variable labels instead of their values, e.g., "Bolivia" instead of its numeric code.

How could I do what you proposed? I tried (see the commands in bold):

 
 local predictors_all_moms c.mom_age c.mom_age#c.mom_age c.mom_age_at_birth i.mom_edattain2 i.mom_edattain3 i.mom_edattain4 i.mom_child_loss_categorical i.mom_cohort local predictors_married_moms c.mom_age c.mom_age#c.mom_age c.mom_age_at_birth c.pop_age c.pop_age#c.pop_age i.mom_edattain2 i.mom_edattain3 i.mom_edattain4 i.pop_edattain2 i.pop_edattain3 i.pop_edattain4 i.mom_cohort i.mom_child_loss_categorical levelsof sample, local(samples) local sample_labels: value label sample frame create results frame results{     set obs `=wordcount("`samples'")'     gen sample=.     gen all=.     gen married=. } local i 0 foreach sample of local samples{     local ++i     local vl: label `sample_labels' `sample'     regress mom_fertility i.FirstDaughter `predictors_all_moms' if `sample'== sample [pweight=mom_perwt]     frame results: replace sample= `vl' in `i' (instead of frame results: replace sample= `sample' in `i')     frame results: replace all= `=_b[1.FirstDaughter]' in `i'     regress mom_fertility i.FirstDaughter `predictors_married_moms' if `sample'== sample [pweight=mom_perwt]     frame results: replace married= `=_b[1.FirstDaughter]' in `i' } frame change results export excel using myfile, replace firstrow(variables)

But I get the error message: Bangladesh not found. (Bangladesh is the label of the first sample.)

[Andrew Musau]

Great. To get the value labels outputted, add the following lines:

local predictors_all_moms c.mom_age c.mom_age#c.mom_age c.mom_age_at_birth i.mom_edattain2 i.mom_edattain3 i.mom_edattain4 i.mom_child_loss_categorical i.mom_cohort
local predictors_married_moms c.mom_age c.mom_age#c.mom_age c.mom_age_at_birth c.pop_age c.pop_age#c.pop_age i.mom_edattain2 i.mom_edattain3 i.mom_edattain4 i.pop_edattain2 i.pop_edattain3 i.pop_edattain4 i.mom_cohort i.mom_child_loss_categorical
levelsof sample, local(samples)
frame create results
frame results{
    set obs `=wordcount("`samples'")'
    gen sample=.
    gen label=""
    gen all=.
    gen married=.
}
local i 0
foreach sample of local samples{
    local ++i
    regress mom_fertility i.FirstDaughter `predictors_all_moms' if `sample'== sample [pweight=mom_perwt]
    frame results: replace sample= `sample' in `i'
    frame results: replace label="`:lab (sample) `i''" in `i'
    frame results: replace all= `=_b[1.FirstDaughter]' in `i'
    regress mom_fertility i.FirstDaughter `predictors_married_moms' if `sample'== sample [pweight=mom_perwt]
    frame results: replace married= `=_b[1.FirstDaughter]' in `i'
}
frame change results
export excel using myfile, replace firstrow(variables)

[Veronika Valcikova]

Great. To get the value labels outputted, add the following lines:

local predictors_all_moms c.mom_age c.mom_age#c.mom_age c.mom_age_at_birth i.mom_edattain2 i.mom_edattain3 i.mom_edattain4 i.mom_child_loss_categorical i.mom_cohort
local predictors_married_moms c.mom_age c.mom_age#c.mom_age c.mom_age_at_birth c.pop_age c.pop_age#c.pop_age i.mom_edattain2 i.mom_edattain3 i.mom_edattain4 i.pop_edattain2 i.pop_edattain3 i.pop_edattain4 i.mom_cohort i.mom_child_loss_categorical
levelsof sample, local(samples)
frame create results
frame results{
set obs `=wordcount("`samples'")'
gen sample=.
 gen label=""
gen all=.
gen married=.
}
local i 0
foreach sample of local samples{
local ++i
regress mom_fertility i.FirstDaughter `predictors_all_moms' if `sample'== sample [pweight=mom_perwt]
frame results: replace sample= `sample' in `i'
frame results: replace label="`:lab (sample) `i''" in `i'
frame results: replace all= `=_b[1.FirstDaughter]' in `i'
regress mom_fertility i.FirstDaughter `predictors_married_moms' if `sample'== sample [pweight=mom_perwt]
frame results: replace married= `=_b[1.FirstDaughter]' in `i'
}
frame change results
export excel using myfile, replace firstrow(variables)

Dear Andrew,
instead of the labels of the variable sample, I get the value of i in the column label, for example 1, 2, 3, 4, 5, ...
What could be wrong? I am trying to find out, though unsuccessfully.
Thank you

[Andrew Musau]

You are correct. I shouldn't be referencing \(i\) but \(sample\). Change the line

frame results: replace label="`:lab (sample) `i''" in `i'

to

frame results: replace label="`:lab (sample) `sample''" in `i'

[Veronika Valcikova]

it works .. Thank you very much !!

[Veronika Valcikova]

Dear Andrew,
instead of the labels of the variable sample, I get the value of i in the column label, for example 1, 2, 3, 4, 5, ...
What could be wrong? I am trying to find out, though unsuccessfully.
Thank you

Also, I would like to add significance stars for each coefficient ... how could I achieve this?

[Andrew Musau]

This thread has gotten too long and out of topic. Start a new thread appropriately titled, including a reproducible example.

[Veronika Valcikova]

This thread has gotten too long and out of topic. Start a new thread appropriately titled, including a reproducible example.

of course, will do so! Thanks for point it out