Reporting t-stats with the outreg2

[salma ktat]

Hi everybody,
I want to report to t-stats using the outreg2 command, knowing that I'm running my regression by groups of firms. I used the following do. file but it's not working well

use "myfile.dta",clear
tsset Firms year
bysort group: regress y x controlvariables
bysort group: outreg2 using "teststatistic.doc", stats(coef tstat)

Thanks.

[Stephen Jenkins]

it's not working well

This is a useless report if you want people to help you -- we have to guess what the problem is. As the Forum FAQ states, you should show not only exactly what you typed into Stata but also exactly what it gave back. (Also, again as the FAQ states, you should tell us the provenance of user-written commands.)

My guess is that you want to append the estimates derived in each by group iteration of your loop, putting them all in "teststatistic.doc". Does outreg2 have an append option?

Personally, I would recommend use of esttab, part of the estout package (ssc install estout). It has great functionality, including an append option. Also look at outreg (ssc install outreg), another excellent output formatting module. As far as I am aware, outreg2 (also on SSC) is no longer maintained, and its author is not a Statalist member.

[Nick Cox]

outreg2 (SSC) was last updated in August, which is not a sign of being abandoned. It's true that its author is not active here, but it appears that he is responsive to questions sent directly.