Hi. I am struggling to export my nested results to Excel using outreg2. I want to export some stats using the below command; however, the output contains the same stats even though they are different. In estimations hansenp, ar1p, ar2p and chi2p are different but the outcome shows all the same with the first estimation results. The coefficients are okay, they seem as they are. Output is shown like this:
I used the below code to store estimates, and then the far below one with outreg2 to export the results.
forvalues xx = 2/6 {
forvalues yy = 2/6 {
forvalues zz = 2/6 {
forvalues ww = 2/6 {
local name F_`xx'_`yy'_`zz'_`ww'
quietly xtabond2 log_return l.log_return ab_log_return log_relative_volume sub pol i.y i.c, gmm(l.log_return, lag(2 `xx') collapse) gmm(l.ab_log_return, lag(2 `yy') collapse) gmm(l.log_relative_volume, lag(2 `zz') collapse) gmm(l.pol, lag(2 `ww') collapse) iv(sub i.y i.c) orthogonal twostep robust
estimates store `name'
}
}
}
}
outreg2[*] using myfile, replace excel addstat(Hansenp, e(hansenp), ar2p, e(ar2p), ar1p, e(ar1p), chi2p, e(chi2p))
Thank you so much in advance.
(1) | (2) | (3) | (4) | (5) | |
F_2_3_2_2 | F_2_3_2_3 | F_2_3_3_2 | F_2_3_3_3 | F_3_2_2_2 | |
VARIABLES | log_return | log_return | log_return | log_return | log_return |
L.log_return | -0.00576 | -0.0115 | -0.0103 | -0.0128 | -0.0166 |
(0.0543) | (0.0533) | (0.0510) | (0.0495) | (3.908) | |
Hansenp | 0.00428 | 0.00428 | 0.00428 | 0.00428 | 0.00428 |
ar2p | 9.73e-08 | 9.73e-08 | 9.73e-08 | 9.73e-08 | 9.73e-08 |
ar1p | 0 | 0 | 0 | 0 | 0 |
chi2p | 1 | 1 | 1 | 1 | 1 |
forvalues xx = 2/6 {
forvalues yy = 2/6 {
forvalues zz = 2/6 {
forvalues ww = 2/6 {
local name F_`xx'_`yy'_`zz'_`ww'
quietly xtabond2 log_return l.log_return ab_log_return log_relative_volume sub pol i.y i.c, gmm(l.log_return, lag(2 `xx') collapse) gmm(l.ab_log_return, lag(2 `yy') collapse) gmm(l.log_relative_volume, lag(2 `zz') collapse) gmm(l.pol, lag(2 `ww') collapse) iv(sub i.y i.c) orthogonal twostep robust
estimates store `name'
}
}
}
}
outreg2[*] using myfile, replace excel addstat(Hansenp, e(hansenp), ar2p, e(ar2p), ar1p, e(ar1p), chi2p, e(chi2p))
Thank you so much in advance.