I need help with exporting multiple xtbond2 estimations along with their post estimations results (AR1, AR2, Sargan, Hansen) into Word. publication quality level.
example of my multiple commands
xtabond2 L(0/1).ZS3 c.OBSR##c.EA_w Size AssetG ROA LoanAsset LiqR DepFL l.GDPG l.T10Y3M y*,gmm(L.ZS3 OBSR LiqR,laglimits(1 1)) iv(l.GDPG l.T10Y3M y*,eq(level)) iv(l.GDPG l.T10Y3M,eq(diff)) twostep robust small
xtabond2 L(0/1).ZS3 c.OBSR##c.EA_w Size AssetG ROA LoanAsset LiqR LLPLR DepFL l.GDPG l.T10Y3M y*,gmm(L.ZS3 OBSR LiqR,laglimits(1 1)) iv(l.GDPG l.T10Y3M y*,eq(level)) iv(l.GDPG l.T10Y3M,eq(diff)) twostep robust small
xtabond2 L(0/1).ZS3 c.OBSR##c.EA_w Size AssetG ROA LoanAsset LiqR LLPAR DepFL l.GDPG l.T10Y3M y*,gmm(L.ZS3 OBSR LiqR,laglimits(1 1)) iv(l.GDPG l.T10Y3M y*,eq(level)) iv(l.GDPG l.T10Y3M,eq(diff)) twostep robust small
xtabond2 L(0/1).ZS3 c.OBSR##c.EA_w Size AssetG ROA LoanAsset LiqR LLPLR DepFL l.GDPG l.T10Y3M y*,gmm(L.ZS3 OBSR LiqR,laglimits(1 1)) iv(l.GDPG l.T10Y3M y*,eq(level)) iv(l.GDPG l.T10Y3M,eq(diff)) twostep robust small
xtabond2 L(0/1).ZS3 c.OBSR##c.EA_w Size AssetG ROA LoanAsset LiqR LLPAR DepFL l.GDPG l.T10Y3M y*,gmm(L.ZS3 OBSR LiqR,laglimits(1 1)) iv(l.GDPG l.T10Y3M y*,eq(level)) iv(l.GDPG l.T10Y3M,eq(diff)) twostep robust small
Code:
xtabond2 L(0/1).ZS3 c.OBSR##c.EA_w Size AssetG ROA LoanAsset LiqR DepFL l.GDPG l.T10Y3M y*,gmm(L.ZS3 OBSR LiqR,laglimits(1 1)) iv(l.GDPG l.T10Y3M y*,eq(level)) iv(l.GDPG l.T10Y3M,eq(diff)) twostep robust small Favoring space over speed. To switch, type or click on mata: mata set matafavor speed, perm. Warning: Two-step estimated covariance matrix of moments is singular. Using a generalized inverse to calculate optimal weighting matrix for two-step estimation. Difference-in-Sargan/Hansen statistics may be negative. Dynamic panel-data estimation, two-step system GMM ------------------------------------------------------------------------------ Group variable: id Number of obs = 2766 Time variable : Year Number of groups = 336 Number of instruments = 61 Obs per group: min = 1 F(22, 335) = 11490.11 avg = 8.23 Prob > F = 0.000 max = 9 ------------------------------------------------------------------------------- | Corrected ZS3 | Coef. Std. Err. t P>|t| [95% Conf. Interval] --------------+---------------------------------------------------------------- ZS3 | L1. | .9606215 .0519257 18.50 0.000 .8584799 1.062763 | OBSR | .0166858 .0074719 2.23 0.026 .0019881 .0313835 EA_w | .0234135 .0110084 2.13 0.034 .0017592 .0450677 | c.OBSR#c.EA_w | -.0015945 .0006956 -2.29 0.023 -.0029629 -.0002261 | Size | .0499903 .0244027 2.05 0.041 .0019885 .0979921 AssetG | -.0023591 .0018319 -1.29 0.199 -.0059625 .0012443 ROA | .0040595 .0352507 0.12 0.908 -.065281 .0734001 LoanAsset | .0031209 .0038364 0.81 0.417 -.0044255 .0106672 LiqR | -.0025142 .0032188 -0.78 0.435 -.0088458 .0038174 DepFL | .0066999 .0037298 1.80 0.073 -.0006368 .0140366 | GDPG | L1. | -.4352625 .2448995 -1.78 0.076 -.916997 .0464721 | T10Y3M | L1. | -.019525 .0240011 -0.81 0.417 -.0667369 .027687 | yearD1 | 0 (omitted) yearD2 | 0 (omitted) yearD3 | -.4798001 .2566407 -1.87 0.062 -.9846305 .0250302 yearD4 | -.2549777 .1369852 -1.86 0.064 -.5244372 .0144819 yearD5 | -.4169946 .2253129 -1.85 0.065 -.860201 .0262117 yearD6 | -.1418621 .053773 -2.64 0.009 -.2476374 -.0360869 yearD7 | .0177436 .0359721 0.49 0.622 -.053016 .0885032 yearD8 | -.5419371 .3025044 -1.79 0.074 -1.136985 .0531103 yearD9 | -.1840684 .1093741 -1.68 0.093 -.3992151 .0310783 yearD10 | 0 (omitted) _cons | 0 (omitted) ------------------------------------------------------------------------------- Instruments for first differences equation Standard D.(L.GDPG L.T10Y3M) GMM-type (missing=0, separate instruments for each period unless collapsed) L.(L.ZS3 OBSR LiqR) Instruments for levels equation Standard L.GDPG L.T10Y3M yearD1 yearD2 yearD3 yearD4 yearD5 yearD6 yearD7 yearD8 yearD9 yearD10 _cons GMM-type (missing=0, separate instruments for each period unless collapsed) D.(L.ZS3 OBSR LiqR) ------------------------------------------------------------------------------ Arellano-Bond test for AR(1) in first differences: z = -5.60 Pr > z = 0.000 Arellano-Bond test for AR(2) in first differences: z = 0.19 Pr > z = 0.848 ------------------------------------------------------------------------------ Sargan test of overid. restrictions: chi2(38) = 210.17 Prob > chi2 = 0.000 (Not robust, but not weakened by many instruments.) Hansen test of overid. restrictions: chi2(38) = 44.19 Prob > chi2 = 0.227 (Robust, but weakened by many instruments.) Difference-in-Hansen tests of exogeneity of instrument subsets: GMM instruments for levels Hansen test excluding group: chi2(12) = 16.51 Prob > chi2 = 0.169 Difference (null H = exogenous): chi2(26) = 27.68 Prob > chi2 = 0.374 iv(L.GDPG L.T10Y3M yearD1 yearD2 yearD3 yearD4 yearD5 yearD6 yearD7 yearD8 yearD9 yearD10, eq(level)) Hansen test excluding group: chi2(29) = 38.98 Prob > chi2 = 0.102 Difference (null H = exogenous): chi2(9) = 5.20 Prob > chi2 = 0.816 iv(L.GDPG L.T10Y3M, eq(diff)) Hansen test excluding group: chi2(36) = 42.25 Prob > chi2 = 0.219 Difference (null H = exogenous): chi2(2) = 1.94 Prob > chi2 = 0.380
Thank you,
Sad
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