Hello everyone,
I am posting for the first time and I apologize if my question is already discussed. I looked for answers everywhere but I could not find the solution.
Namely, I am doing a study on Bank concentration and Economic growth relationship. At some point, I do have an interaction term and I am testing for the joint significance using linkom command in stata as shown below:
xtabond2 lGpc l.lGpc c.CR3##i.LOW CR3SQR lFIN_p lGCF lTO lGS, gmm(l.lGpc , lag(1 9) collaps) iv(c.CR3##i.LOW CR3SQR lFIN_p lGCF lTO lGS) twostep robust orthogonal
eststo EQ001
lincom CR3+1.LOW#c.CR3
estadd scalar inflection=-(_b[CR3]/(2*_b[CR3SQR]))
estadd scalar inflection_LOW=-((_b[CR3]+_b[1.LOW#c.CR3])/(2*_b[CR3SQR]))
estadd scalar xdiff = r(estimate)
estadd scalar xdiffSE = r(se)
Now, I managed to find how to save these results from the joint significance test and to export them in the Excel. However, I get significance stars for coefficients and brackets for standard errors of the main results, however, I cannot get these for my results from lincom command. in other words, I get coefficients r(estimate) and standard errors r(se) that are not starred and within the brackets. I use the following command for exporting results:
esttab EQ001 using EQ_001.csv, replace label b(3) se(3) nogap compress varwidth(25) brackets ///
star(* 0.1 ** 0.05 *** 0.01) title("Economic Growth - Bank Concentration Relationship - Low Income Countries (Dummy)") nogap ///
scalars("xdiff b1+b3" "xdiffSE b1+b3 st.errors" "inflection Inflection point" "inflection_LOW Inflection point LOW" ///
"j No. of instruments" "N_g No. of groups" "ar1p Arellano-Bond: AR(1)" "ar2p Arellano-Bond: AR(2)" "sarganp Sargan test (p-val)" ///
"hansenp Hansen test (p-val)") sfmt(%9.3f %9.3f %9.3f) nonum mtitle("CR3 Non-Linear FIN_p")
What am I missing? Which command should I use and how? I have tens of models and this command would save me a lot of time. Any feedback is appreciated.
Thanks in advance!
Edib
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