Dear all,
I have a question regarding xtcointreg and estout. In particular, when I run xtcointreg on two independent variables of interest var1 and var2, this is what I get:
Then when I print the output with estout, this is what I get:
My question is, why are the coefficients different? Are they indicating two different things or is there something wrong in the code?
Thank you for your help
Stefano
I have a question regarding xtcointreg and estout. In particular, when I run xtcointreg on two independent variables of interest var1 and var2, this is what I get:
Code:
xtcointreg dep var1 var2 Method of estimation: FMOLS Number Cave[2,2] beta t-stat var1 0.95 31.32 var2 -0.16 -64.32
Code:
est store tc1 estout tc1, cells(b(star fmt(2))) ---------------------------- tc1 b ---------------------------- var1 0.61*** var2 -0.16*** _cons -2.90* ----------------------------
Thank you for your help
Stefano