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  • Incremental significance of fixed effects over baseline model

    Hello,
    I would like to have a similar table as the one attached so that I can have the incremental R2.

    Below is the code that I am using, but I need to know how to export the results in Word:

    xtreg ABWC Size Lev Delta_Lev Cfo Roa Loss Ret Newfin i.year_dummy i.industry_dummy ,fe
    scalar Obs_base_abwc=e(N)
    scalar base_abwc = e(r2)
    scalar fstat_base_abwc = e(F)
    xtreg ABWC Size Lev Delta_Lev Cfo Roa Loss Ret Newfin i.year_dummy i.industry_dummy i.Accounting_Firm, fe
    scalar Obs_AF_ABWC = e(N)
    scalar AF_ABWC = e(r2)
    scalar fstat_AF_ABWC = e(F)
    xtreg ABWC Size Lev Delta_Lev Cfo Roa Loss Ret Newfin i.year_dummy i.industry_dummy i.Accounting_Firm i.Office, fe
    scalar Obs_O_ABWC = e(N)
    scalar O_ABWC = e(r2)
    scalar fstat_O_ABWC = e(F)
    xtreg ABWC Size Lev Delta_Lev Cfo Roa Loss Ret Newfin i.year_dummy i.industry_dummy i.Accounting_Firm i.Office i.Partner, fe
    scalar Obs_P_ABWC = e(N)
    scalar P_ABWC = e(r2)
    scalar fstat_P_ABWC = e(F)

    Click image for larger version

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