Is there a way to format output when using seemingly unrelated regressions? I think outreg or outreg2 are not the solution.
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ssc install estout, replace
sysuse auto, clear sureg (price foreign weight length) (mpg displ = foreign weight) esttab ., unstack nonumb mlab(none)
. sureg (price foreign weight length) (mpg displ = foreign weight)
Seemingly unrelated regression
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Equation Obs Params RMSE "R-squared" chi2 P>chi2
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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
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| 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
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.
. esttab ., unstack nonumb mlab(none)
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price mpg displacement
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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)
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N 74
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t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001
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