Reporting Wald Statistic in Regression Table

[Kayleigh Amber]

Hi all,

I am looking to present the variable Wald statistics in the output regression table of my logistic model, can anybody tell me how to do this?

I understand that the Wald statistic can be found using the command test, however I would like this to be automatically presented in my regression output table.

I have the following code-

asdoc logit days15 logEBITDA logFCF logST_AND_LT_DEBT logTOT_ASSETS logREVENUE PROF_MARGIN RETURN_ON_ASSET RETURN_ON_INV_CAPITAL CUR_RATIO CASH_RATIO TOT_DEBT_TO_TOT_EQY, save(Model1.doc) replace
estat ic

please let me know if you need more information.

Thanks,
Kayleigh

[Attaullah Shah]

In the help file of asdoc, it mentioned how to add text or statistics to regression tables, see Section 4.8 and 4.10. I am using the add() option here.
(1) First find and store the required statistics in a macro.
(2) Then run the regression model with asdoc and use option add()

* Test that coefficients on 2.rep78 and 3.rep78 are jointly equal to 0
test (2.region=0) (3.region=0)

test (2.rep78=0) (3.rep78=0)

* Store the test value in test macro
loc test : dis %9.3f = r(F)

* Now add this to regression table
asdoc reg price mpg headroom trunk i.rep78, nest replace add(Wald, `test')


                            Table: Regression results
  0 |1                                                    2
----+-----------------------------------------------------------------------------
  1 |                                                   (1)
  2 |                                                 price
----+-----------------------------------------------------------------------------
  3 |mpg                                        -262.689***
  4 |                                              (73.193)
  5 |headroom                                      -625.909
  6 |                                             (508.998)
  7 |trunk                                          116.939
  8 |                                             (111.783)
  9 |1b.rep78                                              
 10 |                                                      
 11 |2.rep78                                       1211.433
 12 |                                            (2175.102)
 13 |3.rep78                                       1548.603
 14 |                                            (2017.082)
 15 |4.rep78                                        1862.43
 16 |                                            (2033.623)
 17 |5.rep78                                       3172.537
 18 |                                            (2124.359)
 19 |Intercept                                 10182.326***
 20 |                                            (2803.187)
 21 |Observations                                        69
 22 |R2                                               0.279
 23 |Wald                                             0.324
----------------------------------------------------------------------------------
Notes:  Standard errors are in parentheses. *** p<.01, ** p<.05, * p<.1

asdocx is now available
A more powerful and flexible version of asdoc is now available. I call it asdocx. You may like to check the details here

https://fintechprofessor.com/asdocx


Please do remember to cite asdoc. To cite:

In-text citation
Tables were created using asdoc, a Stata program written by Shah (2018).

Bibliography
Shah, A. (2018). ASDOC: Stata module to create high-quality tables in MS Word from Stata output. Statistical Software Components S458466, Boston College Department of Economics.