Viewing stored regression outputs in Fama-Bacbeth procedure

[HJ Song]

Dear Madam/Sir,

I run the following Fama-Bacbeth regressions and save outputs from the annual first-stage regressions.

asreg ln_change_sga ln_change_sale ln_bw lnbw_change_sale uncertain gdprate sec_dec asset_int EMP_int uncertian_change_sale gdpg_change_sale sec_dec_sale asset_int_sale emp_int_sale, fmb first save(FirstStage)

Outputs from first-stage regressions are displayed in Stata window as follows:

irst stage Fama-McBeth regression results

+-----------------------------------------------------------------------------------------------------------------------------------------------------------------+
| _TimeVar | _obs | _R2 | _adjR2 | _b_ln_~e | _b_ln_bw | _b_lnb~e | _b_unc~n | _b_gd~te | _b_sec~c | _b_ass~t | _b_EMP~t | _b_unc~e | _b_gd~le | _b_sec~e |
| 1980 | 1237 | .364472 | .357717 | .820695 | .007318 | -.006977 | -.08029 | 0 | -.063171 | .024607 | .026617 | .025694 | 0 | -.373278 |
|-----------------------------------------------------------------------------------------------------------------------------------------------------------------|
| _b_ass~e | _b_emp~e | _Cons |
| .06187 | .029329 | .145524 |

Thus, I can identify coefficients, but cannot see the significance of coefficients. Also I checked stored dataset "FirstStage.dta", but I am not sure how to make regression results display in STATA window and see the significance of coefficients in the annual regressions.

Any help will be highly appreciated.

Thanks
Joon