Code:
local vars "log_loans log_amount_real late term baddebt" foreach x of vars { reg `x' wind_avg_treat, r eststo s1 estadd local county = "No" estadd local time = "No" reg `x' wind_avg_treat i.fips, r eststo s2 estadd local county "Yes" estadd local time "No" reg `x' wind_avg_treat i.fips i.year, r eststo s3 estadd local county "Yes" estadd local time "Yes" reg `x' c.wind_avg_treat##c.wind_avg_treat i.fips i.year, r eststo s4 estadd local county "Yes" estadd local time "Yes" esttab using `x'.csv, replace drop(*year *fips) /// stats(county time, labels("County FE" "Time FE")) label }
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