Dear Statalist colleauges,
I am trying to automate a process of making tables in Stata because manual job is error-prone.
So I have several different F-Test results and want to create a table including the F-Statistics and Significance(*).
All tests give me F-statistics and P-value.
With these 'test' results I am trying to make a table as pasted below.. I can just create manually, but really want to know if there is an efficient way of automating this process through codes.
Could you pelase help me manage this? Thanks a lot! -Jinny
I am trying to automate a process of making tables in Stata because manual job is error-prone.
So I have several different F-Test results and want to create a table including the F-Statistics and Significance(*).
Code:
tsset date, delta(7 days) **** RealGDP newey RealGDP_t8 L8.RealGDP L8.sp500Ret L8.REALPCE_monthly L8.Mom_monthly L8.PCAall L8.entropy L8.text_1 L8.text_2 , lag(6) force *text test L8.PCAall L8.entropy L8.text_1 L8.text_2 *nontext test L8.sp500Ret L8.REALPCE_monthly L8.Mom_monthly *all test L8.sp500Ret L8.REALPCE_monthly L8.Mom_monthly L8.PCAall L8.entropy L8.text_1 L8.text_2 **** Dep_2 newey Dep_2_t8 L8.Dep_2 L8.basis L8.Mom_monthly L8.VIX L8.PCAall L8.entropy L8.text_1 L8.text_3 , lag(6) force *text test L8.PCAall L8.entropy L8.text_1 L8.text_3 *nontext test L8.basis L8.Mom_monthly L8.VIX_Thu *all test L8.basis L8.Mom_monthly L8.VIX L8.PCAall L8.entropy L8.text_1 L8.text_3 **** Dep_3 newey Dep_3_t8 L8.Dep_3 L8.Dep_2 L8.Vol MV_Sales L8.VIX L8.entropy L8.text_2 L8.text_3 , lag(6) force *text test L8.entropy L8.text_2L8.text_3 *nontext test L8.Dep_2 L8.Vol MV_Sales L8.VIX_Thu *all test L8.Dep_2 L8.Vol MV_Sales L8.VIX L8.entropy L8.text_2L8.text_3
With these 'test' results I am trying to make a table as pasted below.. I can just create manually, but really want to know if there is an efficient way of automating this process through codes.
Could you pelase help me manage this? Thanks a lot! -Jinny
Specification | RealGDP | Dep_2 | Dep_3 |
text | 11.21*** | 8.93*** | 5.40*** |
non-text | 4.23*** | 8.23*** | 39.91*** |
all | 4.91*** | 6.68*** | 19.93*** |
Comment