Hello,
I would like to have a similar table as the one attached so that I can have the incremental R2.
. dataex
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Below is the code that I am using
egen panel = group(industry_dummy)
xtset industry_dummy
xtreg ABWC Lev Delta_Lev 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 Lev Delta_Lev Roa Loss Ret Newfin i.year_dummy i.industry_dummy i.Accounting_Firm, fe
scalar Obs_base_abwc=e(N)
scalar base_abwc = e(r2)
scalar fstat_base_abwc = e(F)
xtreg ABWC Lev Delta_Lev Roa Loss Ret Newfin i.year_dummy i.industry_dummy i.Accounting_Firm i.Office, fe
scalar Obs_base_abwc=e(N)
scalar base_abwc = e(r2)
scalar fstat_base_abwc = e(F)
xtreg ABWC Lev Delta_Lev Roa Loss Ret Newfin i.year_dummy i.industry_dummy i.Accounting_Firm i.Office i.Partner, fe
scalar Obs_base_abwc=e(N)
scalar base_abwc = e(r2)
scalar fstat_base_abwc = e(F)
I would like to have a similar table as the one attached so that I can have the incremental R2.
. dataex
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Code:
* Example generated by -dataex-. For more info, type help dataex
clear
input double(Lev Roa Delta_Lev Ret) byte(Age Loss Newfin) double ABWC byte(industry_dummy year_dummy Accounting_Firm) int(Office Partner) float panel
.3761747 .0032551 -.0032074 -.044828 20 0 1 .0017319 4 8 62 1945 10418 3
.6068656 -.3427353 .2306909 -.097473 21 1 1 -.1585812 4 9 62 1945 10418 3
.7338428 -.2158798 .1269772 -.308 22 1 0 -.1328195 4 10 62 1945 10418 3
.6529754 -.0228065 -.0808675 -.679926 23 1 0 .0699456 4 11 62 1945 3037 3
.7595537 -.2565636 .1065783 1.971012 24 1 0 .0072353 4 12 62 1945 3037 3
.2000513 .0407306 -.0146887 .055688 10 0 0 .0201577 4 8 42 1264 4473 3
.2002537 .0000734 .0002024 .044118 11 0 0 -.0115693 4 9 42 1264 4473 3
.2532481 .0144371 .0529944 -.190945 12 0 1 .0066421 4 10 42 1264 4473 3
.2341024 .026339 -.0191457 -.133333 13 0 0 -.009283 4 11 42 1264 4473 3
.2360925 .0240422 .00199 .106509 14 0 0 .0095209 4 12 42 1264 6296 3
.0391256 .3189516 .0122431 .353636 20 0 1 .3486014 4 8 42 1264 4473 3
.1773878 .0226219 .054861 -.178303 22 0 1 -.0010174 4 10 62 1945 3037 3
.1931618 .0178606 .028332 .645615 24 0 1 .0589943 4 12 62 1945 3037 3
. . . . 0 0 1 . 9 12 32 940 7024 7
0 .2067256 0 1.517638 20 0 0 .0742201 7 8 62 1945 10418 5
0 .2412522 0 .182884 21 0 0 .0750033 7 9 27 782 8021 5
.1900134 .2319762 .1900134 .047682 22 0 0 .051214 7 10 27 782 8021 5
.1836829 .0322701 -.0063306 .000596 23 0 0 -.0044651 7 11 27 782 8021 5
.1318922 .1736216 -.0517907 -.257919 24 0 0 .057184 7 12 27 782 8021 5
.4176098 .0311269 -.0359335 .073473 12 0 0 -.0612218 5 8 62 1945 124 4
.3471311 .0646509 -.0021686 .331116 15 0 0 .026567 5 11 62 1945 3037 4
.3346072 .0637225 -.0125239 .183675 16 0 0 .0283681 5 12 62 1945 3037 4
0 -.0695609 0 .31524 20 1 0 . 8 8 62 1945 10418 6
0 .1594433 0 0 22 0 0 . 8 10 62 1945 10418 6
0 .1375815 0 -.078432 23 0 0 . 8 11 62 1945 10418 6
0 .107352 0 .659575 24 0 0 . 8 12 62 1945 6232 6
.4909735 .0317642 -.0277832 .237464 10 0 1 .1345232 8 8 62 1945 10418 6
.4895766 -.015977 -.0013969 .168869 11 1 1 .1858713 8 9 62 1945 10418 6
.425097 .013343 -.0644795 -.274587 12 0 1 .078994 8 10 62 1945 6232 6
.3762053 .0353974 -.0488918 .22399 13 0 1 .1005442 8 11 42 1264 4473 6
.3552673 .0663567 -.0209379 .131662 14 0 1 .198991 8 12 42 1264 4473 6
.193627 .0544962 .0123609 .311166 2 0 0 .0328857 9 8 27 782 8021 7
.2897426 .0313513 .0961157 .627744 3 0 1 .048215 9 9 27 782 9844 7
.2855145 .0112423 -.0042281 .434113 4 0 0 .0198614 9 10 27 782 9844 7
.2568752 .0433075 -.0286394 -.407843 5 0 0 -.0314227 9 11 27 782 2986 7
.3303316 -.1614373 .0734565 .115806 6 1 1 -.0873367 9 12 27 782 2986 7
.057943 .0089309 .0055182 . 0 0 1 . 8 10 62 1945 10418 6
.0323804 .008243 -.0255626 . 1 0 0 . 8 11 62 1945 10418 6
.026499 .0109464 -.0058815 .241667 2 0 1 . 8 12 62 1945 6232 6
.6664823 -.1034292 -.2668918 . 0 1 1 . 9 12 65 2101 9639 7
. . . . 0 0 1 . 8 8 62 1945 124 6
. . . . 1 0 1 . 8 9 62 1945 6232 6
. . . .133718 2 0 1 . 8 10 62 1945 6232 6
. . . .205798 3 0 1 . 8 11 62 1945 6232 6
. . . .04838 4 0 1 . 8 12 62 1945 6232 6
.1512354 .0984355 -.1124697 . 0 0 1 . 5 12 62 1945 6232 4
.5164556 -.0004061 -.0250736 . 0 1 1 . 8 12 32 940 7024 6
.0229742 .010887 -.0138443 . 1 0 1 . 8 8 62 1945 124 6
.0440019 .0148194 .0210277 .208475 2 0 1 . 8 9 62 1945 124 6
.0355736 .0080787 -.0084283 -.026045 3 0 1 . 8 10 62 1946 124 6
.1173472 .0075412 .0817736 .382998 4 0 1 . 8 11 42 1264 2734 6
.0977059 .0085951 -.0196413 .653971 5 0 1 . 8 12 42 1264 2734 6
0 .0201061 0 .265 2 0 1 .0669373 4 8 32 940 137 3
0 -.0189554 0 .021591 3 1 1 .1044959 4 9 32 940 137 3
0 -.0115672 0 -.468663 4 1 1 .1083122 4 10 32 940 137 3
0 .01685 0 .349126 5 0 1 .095508 4 11 32 940 137 3
. .0325612 . .524 6 0 1 .0912672 4 12 32 940 4842 3
.2132194 .0522128 .0170605 .19248 9 0 1 .0750485 3 8 62 1945 124 2
.162558 .0706436 -.0506614 .176867 10 0 0 -.0243304 3 9 62 1945 124 2
.2243506 .0570259 .0617926 .056863 11 0 1 .1009437 3 10 62 1945 10418 2
.1125659 .0886425 -.1117847 .155191 12 0 0 -.1061409 3 11 62 1945 10418 2
.1627638 .090892 .0501979 .210785 13 0 1 .1371311 3 12 62 1945 3037 2
.2679027 .0122082 .0697307 .392087 11 0 1 .0833478 3 8 42 1264 708 2
.2305804 .0319716 -.0373223 .035314 12 0 0 .0207737 3 9 42 1264 708 2
.2308907 .0283647 .0003103 -.077381 13 0 0 .0007684 3 10 42 1264 708 2
.1900442 .018037 -.0408465 .355675 14 0 0 .031824 3 11 42 1264 708 2
.1756095 -.0471735 -.0144346 .010606 15 1 0 -.0693055 3 12 42 1264 708 2
.456402 -.0114397 .0062923 -.338666 10 1 0 .0692985 4 8 62 1945 10418 3
.4587721 -.085108 .0023701 .209677 11 1 1 -.031336 4 9 62 1945 10418 3
.508821 -.1527041 .0500488 -.25 12 1 0 -.0769263 4 10 62 1945 10418 3
.4215628 .1386689 -.0872581 -.08 13 0 1 .1890865 4 11 62 1945 10418 3
.3997522 .1505265 -.0218106 .666666 14 0 0 .1946961 4 12 62 1945 3037 3
0 .1743074 0 .138107 11 0 0 -.0026137 9 8 62 1945 124 7
.3623909 .0030553 .0185581 .825 8 0 1 .0548224 1 9 62 1945 6232 1
.3997084 -.0297436 .0338827 -.198347 10 1 0 -.0377198 1 11 42 1264 4473 1
.448405 -.0921323 .0486966 -.212371 11 1 1 -.0579719 1 12 42 1264 4473 1
.6406786 -.2106569 .1922735 -.078534 12 1 1 -.0953247 1 13 42 1264 4473 1
.5469448 -.0023546 .2188134 -.076577 5 1 1 .0568911 8 8 22 532 2986 6
.4953618 .0676081 -.051583 -.053492 6 0 1 .1362166 8 9 22 532 2986 6
.5771281 -.1264161 .0817663 -.222222 7 1 0 -.1419538 8 10 22 532 2986 6
.7475756 -.3071965 .1704474 -.197279 8 1 1 -.1921422 8 11 22 532 6860 6
.4349489 .2589847 -.3126267 -.368644 9 0 0 .1472318 8 12 27 782 8021 6
.0789214 -.0126858 -.1084148 .8 14 1 1 . 3 12 42 1264 4473 2
.362568 .0297298 -.0082277 .322953 12 0 1 .0160715 5 8 42 1264 2734 4
.3414154 .0265964 -.0211526 .245365 13 0 0 .0065904 5 9 42 1264 2734 4
.3786342 .032431 .0372189 -.10824 14 0 0 .0040689 5 10 42 1264 2734 4
.4679204 -.0715244 .0892862 .097771 15 1 1 .0061888 5 11 42 1264 2734 4
.4991979 -.0365271 .0312775 -.327309 16 1 1 .0042111 5 12 42 1264 708 4
.2593179 .0738973 -.0019028 .441521 21 0 0 .0058734 8 8 62 1945 10418 6
.2277262 .0729252 -.0315917 .161133 22 0 0 .0038839 8 9 62 1945 3037 6
.3881516 .0588881 .1604254 .00185 23 0 0 .0162373 8 10 62 1945 3037 6
.4433729 .0322523 .0552213 .097492 24 0 1 -.0156108 8 11 62 1945 10418 6
.4402104 .0508907 -.0031625 .086963 25 0 0 -.00171 8 12 62 1945 6232 6
.3399561 .0385674 -.052767 . 0 0 1 . 5 9 42 1264 708 4
.3296723 .0701186 -.0102838 . 1 0 0 .0188054 5 10 42 1264 708 4
.3344046 .0448541 .0047323 .083735 2 0 1 .0131972 5 11 42 1264 708 4
.3233125 .041083 -.0110921 -.087169 3 0 0 .017525 5 12 42 1264 4473 4
0 -.0016511 . . 0 1 1 . 9 12 42 1264 4151 7
end
Below is the code that I am using
egen panel = group(industry_dummy)
xtset industry_dummy
xtreg ABWC Lev Delta_Lev 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 Lev Delta_Lev Roa Loss Ret Newfin i.year_dummy i.industry_dummy i.Accounting_Firm, fe
scalar Obs_base_abwc=e(N)
scalar base_abwc = e(r2)
scalar fstat_base_abwc = e(F)
xtreg ABWC Lev Delta_Lev Roa Loss Ret Newfin i.year_dummy i.industry_dummy i.Accounting_Firm i.Office, fe
scalar Obs_base_abwc=e(N)
scalar base_abwc = e(r2)
scalar fstat_base_abwc = e(F)
xtreg ABWC Lev Delta_Lev Roa Loss Ret Newfin i.year_dummy i.industry_dummy i.Accounting_Firm i.Office i.Partner, fe
scalar Obs_base_abwc=e(N)
scalar base_abwc = e(r2)
scalar fstat_base_abwc = e(F)
