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  • Format output SUR

    Is there a way to format output when using seemingly unrelated regressions? I think outreg or outreg2 are not the solution.

  • #2
    Do you mean exporting results from the sureg command? You can use estout from SSC.

    Code:
    ssc install estout, replace
    Code:
    sysuse auto, clear
    sureg (price foreign weight length) (mpg displ = foreign weight)
    esttab ., unstack nonumb mlab(none)
    Res.:

    Code:
    . sureg (price foreign weight length) (mpg displ = foreign weight)
    
    Seemingly unrelated regression
    ------------------------------------------------------------------------------
    Equation             Obs   Params         RMSE  "R-squared"      chi2   P>chi2
    ------------------------------------------------------------------------------
    price                 74        3     1967.769      0.5488      89.74   0.0000
    mpg                   74        2     3.337283      0.6627     145.39   0.0000
    displacement          74        2     39.60002      0.8115     318.62   0.0000
    ------------------------------------------------------------------------------
    
    ------------------------------------------------------------------------------
                 | Coefficient  Std. err.      z    P>|z|     [95% conf. interval]
    -------------+----------------------------------------------------------------
    price        |
         foreign |    3575.26   621.7961     5.75   0.000     2356.562    4793.958
          weight |   5.691462   .9205043     6.18   0.000     3.887307    7.495618
          length |  -88.27114    31.4167    -2.81   0.005    -149.8467   -26.69554
           _cons |   4506.212   3588.044     1.26   0.209    -2526.225    11538.65
    -------------+----------------------------------------------------------------
    mpg          |
         foreign |  -1.650029   1.053958    -1.57   0.117    -3.715748    .4156902
          weight |  -.0065879   .0006241   -10.56   0.000     -.007811   -.0053647
           _cons |    41.6797   2.121197    19.65   0.000     37.52223    45.83717
    -------------+----------------------------------------------------------------
    displacement |
         foreign |   -25.6127   12.50621    -2.05   0.041    -50.12441   -1.100984
          weight |   .0967549   .0074051    13.07   0.000     .0822411    .1112686
           _cons |  -87.23548   25.17001    -3.47   0.001    -136.5678   -37.90317
    ------------------------------------------------------------------------------
    
    .
    . esttab ., unstack nonumb mlab(none)
    
    ------------------------------------------------------------
                        price             mpg    displacement  
    ------------------------------------------------------------
    foreign            3575.3***       -1.650          -25.61*  
                       (5.75)         (-1.57)         (-2.05)  
    
    weight              5.691***     -0.00659***       0.0968***
                       (6.18)        (-10.56)         (13.07)  
    
    length             -88.27**                                
                      (-2.81)                                  
    
    _cons              4506.2           41.68***       -87.24***
                       (1.26)         (19.65)         (-3.47)  
    ------------------------------------------------------------
    N                      74                                  
    ------------------------------------------------------------
    t statistics in parentheses
    * p<0.05, ** p<0.01, *** p<0.001
    
    .
    In Stata 17+, see the table command and collect suite of commands.

    Code:
    help table
    help collect

    Comment


    • #3
      Thank you!

      Comment

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