regress est sto esttab - Adding F-test-p-values within possible?

[Ibrahim Uskar]

Dear friends,
let me provide an example:

input str8 dealdate int dealyear byte(revenue2001 revenue2002 revenue2003 revenue2004 revenue2005) "1/1/2002" 2002 20 30 40 50 60 "8/1/2003" 2003 50 60 70 80 90 "5/1/2001" 2001 5 6 7 8 9 end

Assume I create a regression output on this hypothetical set:

reg revenue2005 revenue2002
est sto test
esttab test, star(* 0.1 ** 0.05 *** 0.01 **** 0.001) r2 ar2 p label scalar(F)

Using "scalar(F)", I only obtain the F-statistics value. However, I would like to add the corresponding p-value for the f-test, ideally below the f-statistics value. I there a way to add it? Thank you for your time.

Regards, Ibo

[Andrew Musau]

reg revenue2005 revenue2002
est sto test
qui testparm*
estadd scalar p_value = r(p)
esttab test, star(* 0.1 ** 0.05 *** 0.01 **** 0.001) r2 ar2 p label scalar(F p_value)

[Ibrahim Uskar]

Thanks Andrew, works perfectly!

[Fahad Mirza]

Dear Andrew Musau what if i wanted to output F-test results?

for example i run the following regression:

sysuse auto, clear

regress price displacement mpg rep78

test mpg = rep78

Is it possible to show this in a table form? Where col 1 gives mpg coefficient, col2 gives rep78 coefficient and col 3 gives the f-test p-value? A table format that can be exported to latex as well?

[Andrew Musau]

Is it possible to show this in a table form? Where col 1 gives mpg coefficient, col2 gives rep78 coefficient and col 3 gives the f-test p-value?

Look at approach #2: Flip models and coefficients (place models in rows instead of in columns)

A table format that can be exported to latex as well?

For a latex table, just include the -tex- option.

[Fahad Mirza]

Thank you Andrew Musau will have a look