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  • Regression table help

    Hello dear all,

    I will have a question about regression tables, so I will attach my code for your evaluation. I have 4 regressions, I want to have them in one sheet, in each column I would like to have my models and then my variables in the rows, for each of them coefficient estimates, but I cant. Thank in advance!

    * Fund flow on average t-1 to t-12 monthly performance

    reghdfe flow_winsor c.MonthlyAlpha1F_12m##i.sustainable_fund_lag1 return_volatility_lag1 ln_TNA_lag1 flow_winsor_lag1 ln_max_fund_age_lag1, absorb(Month) vce(cluster fund_identifier_unique)

    eststo model1

    reghdfe flow_winsor c.MonthlyAlpha4F_12m##i.sustainable_fund_lag1 return_volatility_lag1 ln_TNA_lag1 flow_winsor_lag1 ln_max_fund_age_lag1, absorb(Month) vce(cluster fund_identifier_unique)

    eststo model2

    reghdfe flow_winsor c.MonthlyNetReturn_12m##i.sustainable_fund_lag1 return_volatility_lag1 ln_TNA_lag1 flow_winsor_lag1 ln_max_fund_age_lag1, absorb(Month) vce(cluster fund_identifier_unique)

    eststo model3


    * Regression for negative and positive performance

    gen PositivePerf = MonthlyAlpha4F_12m

    replace PositivePerf = 0 if MonthlyAlpha4F_12m < 0


    gen NegativePerf = MonthlyAlpha4F_12m

    replace NegativePerf = 0 if MonthlyAlpha4F_12m >= 0

    reghdfe flow_winsor c.PositivePerf##i.sustainable_fund_lag1 c.NegativePerf##i.sustainable_fund_lag1 return_volatility_lag1 ln_TNA_lag1 flow_winsor_lag1 ln_max_fund_age_lag1, absorb(Month) vce(cluster fund_identifier_unique)

    eststo model4


    Any help is appreciated!




  • #2
    I want to create a table like that

    Click image for larger version

Name:	Screenshot 2025-05-12 at 13.25.35.png
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