我使用社区贡献的命令esttab
显示两次回归的结果:
sysuse auto, clear
quietly reg price weight
est store ols
quietly nl (price = {b0} + {b1} * weight)
est store nls
esttab *
--------------------------------------------
(1) (2)
price price
--------------------------------------------
main
weight 2.044***
(5.42)
_cons -6.707 -6.707
(-0.01) (-0.01)
--------------------------------------------
b1
_cons 2.044***
(5.42)
--------------------------------------------
N 74 74
--------------------------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001
如何通过b1
命令使nl
系数出现在weight
行中?
答案 0 :(得分:1)
最简单的方法如下:
sysuse auto, clear
estimates clear
regress price weight
estimates store ols
nl (price = {b0} + {b1} * weight)
matrix b = e(b)
matrix V = e(V)
matrix coleq b = " "
matrix coleq V = " "
matrix colnames b = _cons weight
matrix colnames V = _cons weight
erepost b = b V = V, rename
estimates store nls
结果:
esttab ols nls
--------------------------------------------
(1) (2)
price price
--------------------------------------------
weight 2.044*** 2.044***
(5.42) (5.42)
_cons -6.707 -6.707
(-0.01) (-0.01)
--------------------------------------------
N 74 74
--------------------------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001
请注意,erepost
是社区贡献的命令,您可以从SSC下载:
ssc install erepost