Hello Stata Experts!
Currently I am lost at "just" finding the right output form/ format, which is very frustrating after a long data analysis!
I am running multiple regressions over 11 groups - now I want to create the perfect output table for my article in LaTex.
Ultimately, I would like to have an output of:
Group 1 Group 2 Group 3
Model 1
Model 2
Model 3
where the content of the table is the regression's constant (_b[_cons]), below the t-statistic and stars for significance. I am aware that I can build this writing my own program and using the stata command "table" for the results, however I then lose all options to have a nice "article style" output with stars, correct lines etc. Is there any way to use one of the more powerful estout commands (or similar) to that?
Thank you a lot!
Tobias
Im using stata 16.1
Model 1: reg Eret MKT
Model 2: reg Eret MKT SMB HML
Model 3: reg Eret MKT SMB HML RMW CMA
Groups are given by ID_portfolio (from 11 to 21)
Data excerpt:
ID_portfolio month MKT SMB HML RMW CMA Eret
11 84 0.08 0.09 0.02 0.01 -0.03 0.02
12 135 0.03 -0.00 0.01 -0.02 0.01 -0.01
13 135 0.03 -0.00 0.01 -0.02 0.01 -0.00
14 135 0.03 -0.00 0.01 -0.02 0.01 -0.00
15 135 0.03 -0.00 0.01 -0.02 0.01 0.01
16 135 0.03 -0.00 0.01 -0.02 0.01 -0.01
17 135 0.03 -0.00 0.01 -0.02 0.01 -0.00
18 135 0.03 -0.00 0.01 -0.02 0.01 -0.02
19 135 0.03 -0.00 0.01 -0.02 0.01 -0.02
20 135 0.03 -0.00 0.01 -0.02 0.01 0.10
21 135 0.03 -0.00 0.01 -0.02 0.01 0.12
11 136 -0.04 -0.01 -0.01 0.01 0.00 0.00
12 136 -0.04 -0.01 -0.01 0.01 0.00 -0.04
13 136 -0.04 -0.01 -0.01 0.01 0.00 0.01
14 136 -0.04 -0.01 -0.01 0.01 0.00 -0.05
15 136 -0.04 -0.01 -0.01 0.01 0.00 -0.06
16 136 -0.04 -0.01 -0.01 0.01 0.00 -0.03
17 136 -0.04 -0.01 -0.01 0.01 0.00 -0.01
18 136 -0.04 -0.01 -0.01 0.01 0.00 -0.12
19 136 -0.04 -0.01 -0.01 0.01 0.00 -0.09
20 136 -0.04 -0.01 -0.01 0.01 0.00 -0.05
21 136 -0.04 -0.01 -0.01 0.01 0.00 -0.04
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