[paulvonhippel]

Thanks for all this! And thanks for asking my goals. Although there might be other use cases, what I want are publishable tables that put the coefficients on a different and more interpretable scale. So this works:

sysuse auto, clear
regress mpg gear_ratio
esttab , se transform(@*.425 .425)

But the transform(@*.425 .425) option is not transparent and not documented in help esttab. It is documented in help estout, but even there it would take some study to figure out that you need to say transform(@*.425 .425) and not something simpler.

I just noticed that there is an equivalent example in help outreg2, whose syntax is simpler in this case:

  
    sysuse auto, clear
    reg mpg gear_ratio
    outreg2 using myfile, replace
    outreg2 using myfile, stats(coef se) stnum(replace coef=coef*.425, replace se=se*.425)

[paulvonhippel]

daniel klein : After your most recent version of program define multiply_coefficients_by
is there a way to export a publishable table with the transformed results?

[daniel klein]

My final version has a bug!

The covariance matrix must be multiplied by

`multiplier'^2

I have omitted the power.


That said, here is a quick and dirty example using Stata's collect

. sysuse auto, clear
(1978 automobile data)

. 
. collect clear

. regress mpg gear_ratio

      Source |       SS           df       MS      Number of obs   =        74
-------------+----------------------------------   F(1, 72)        =     44.07
       Model |  927.719285         1  927.719285   Prob > F        =    0.0000
    Residual |  1515.74017        72  21.0519469   R-squared       =    0.3797
-------------+----------------------------------   Adj R-squared   =    0.3711
       Total |  2443.45946        73  33.4720474   Root MSE        =    4.5882

------------------------------------------------------------------------------
         mpg | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
  gear_ratio |   7.812835   1.176919     6.64   0.000     5.466691    10.15898
       _cons |  -2.257346   3.588115    -0.63   0.531    -9.410123    4.895432
------------------------------------------------------------------------------

. multiply_coefficients_by .425
------------------------------------------------------------------------------
         mpg | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
  gear_ratio |   3.320455   .5001905     6.64   0.000     2.323343    4.317567
       _cons |  -.9593719   1.524949    -0.63   0.531    -3.999302    2.080559
------------------------------------------------------------------------------
Note: coefficients and standard errors rescaled by .425     

. collect get r(table_rescaled): multiply_coefficients_by .425
------------------------------------------------------------------------------
         mpg | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
  gear_ratio |   3.320455   .5001905     6.64   0.000     2.323343    4.317567
       _cons |  -.9593719   1.524949    -0.63   0.531    -3.999302    2.080559
------------------------------------------------------------------------------
Note: coefficients and standard errors rescaled by .425     

. collect layout (colname) (rowname) (result)

Collection: default
      Rows: colname
   Columns: rowname
    Tables: result
   Table 1: 2 x 9

---------------------------------------------------------------------------------------
           |         b       se         t   pvalue        ll       ul df     crit eform
-----------+---------------------------------------------------------------------------
Gear ratio |  3.320455 .5001905  6.638381 5.10e-09  2.323343 4.317567 72 1.993464     0
Intercept  | -.9593719 1.524949 -.6291173 .5312633 -3.999302 2.080559 72 1.993464     0
---------------------------------------------------------------------------------------

I have not played around a lot with this so I cannot quickly come up with a more complete approach. I currently also lack the time to dive into community-contributed commands.

Generally speaking, the results are there; they are just not in the place in which most of the table-generating commands expect them to be. Here is a wrapper to change that:

program make_the_table , eclass
    
    tempname e_results
    
    _estimates hold `e_results' , copy restore
    
    tempname b V
    
    matrix `b' = e(b_rescaled)
    matrix `V' = e(V_rescaled)
    
    ereturn repost b = `b' V = `V'
    
    `0'
    
end

Here is a demo

. sysuse auto, clear
(1978 automobile data)

. 
. regress mpg gear_ratio

      Source |       SS           df       MS      Number of obs   =        74
-------------+----------------------------------   F(1, 72)        =     44.07
       Model |  927.719285         1  927.719285   Prob > F        =    0.0000
    Residual |  1515.74017        72  21.0519469   R-squared       =    0.3797
-------------+----------------------------------   Adj R-squared   =    0.3711
       Total |  2443.45946        73  33.4720474   Root MSE        =    4.5882

------------------------------------------------------------------------------
         mpg | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
  gear_ratio |   7.812835   1.176919     6.64   0.000     5.466691    10.15898
       _cons |  -2.257346   3.588115    -0.63   0.531    -9.410123    4.895432
------------------------------------------------------------------------------

. multiply_coefficients_by .425
------------------------------------------------------------------------------
         mpg | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
  gear_ratio |   3.320455   .5001905     6.64   0.000     2.323343    4.317567
       _cons |  -.9593719   1.524949    -0.63   0.531    -3.999302    2.080559
------------------------------------------------------------------------------
Note: coefficients and standard errors rescaled by .425     

. make_the_table esttab

----------------------------
                      (1)   
                      mpg   
----------------------------
gear_ratio          3.320***
                   (6.64)   

_cons              -0.959   
                  (-0.63)   
----------------------------
N                      74   
----------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001

Results in e() remain unchanged after the wapper has finished.