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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