| {smcl} | |
| {* 01feb2017}{...} | |
| {hi:help eststo}{right:also see: {helpb esttab}, {helpb estout}, {helpb estadd}, {helpb estpost}} | |
| {right: {browse "http://repec.sowi.unibe.ch/stata/estout/"}} | |
| {hline} | |
| {title:Title} | |
| {p 4 4 2}{hi:eststo} {hline 2} Store estimates | |
| {title:Syntax}{smcl} | |
| {p 8 15 2} | |
| [{cmd:_}]{cmd:eststo} [{it:name}] | |
| [{cmd:,} {it:{help eststo##options:options}} ] | |
| [ {cmd::} {it:{help estimation_command}} ] | |
| {p 8 15 2} | |
| [{cmd:_}]{cmd:eststo dir} | |
| {p 8 15 2} | |
| [{cmd:_}]{cmd:eststo drop} {{it:#}|{it:name}} [ {{it:#}|{it:name}} ... ] | |
| {p 8 15 2} | |
| [{cmd:_}]{cmd:eststo clear} | |
| {marker options} | |
| {it:options}{col 23}description | |
| {hline 56} | |
| [{ul:{cmd:no}}]{cmdab:e:sample}{col 23}{...} | |
| do not/do store {cmd:e(sample)} | |
| {cmdab:t:itle:(}{it:string}{cmd:)}{col 23}{...} | |
| specify a title for the stored set | |
| {cmdab:p:refix:(}{it:prefix}{cmd:)}{col 23}{...} | |
| specify a name prefix; default is {cmd:est} | |
| {cmdab:add:scalars(}{it:...}{cmd:)}{col 23}{...} | |
| add scalar statistics | |
| {cmdab:r:efresh}[{cmd:(}{it:#}{cmd:)}]{col 23}{...} | |
| overwrite a previously stored set | |
| {cmdab:noc:opy}{col 23}{...} | |
| clear {cmd:e()} after storing the set | |
| {cmdab:mis:sing}{col 23}{...} | |
| use missing values in the {cmd:by} groups | |
| {hline 56} | |
| {p 4 4 2} | |
| {cmd:by} is allowed with {cmd:eststo} if {cmd:eststo} | |
| is used as a prefix command, i.e. specify | |
| {cmd:by} {it:...} {cmd::} {cmd:eststo} {it:...} {cmd::} {it:estimation_command} | |
| {p 4 4 2} | |
| to apply {it:estimation_command} to each {cmd:by} group and store an estimation | |
| set for each group; see help {help by}. Note that the implementation of {cmd:by} | |
| with {cmd:eststo} requires {it:estimation_command} | |
| to follow {help language:standard Stata syntax} and | |
| allow the {it:{help if}} qualifier. Do not use the | |
| {bind:{cmd:by} {it:...}{cmd:: eststo:}} construct with | |
| {cmd:svy} commands. | |
| {title:Description} | |
| {p 4 4 2} | |
| {cmd:eststo} stores a copy of the active estimation results for later | |
| tabulation. If {it:name} is provided, the estimation set is stored | |
| under {it:name}. If {it:name} is not provided, the estimation set is | |
| stored under {cmd:est}{it:#}, where {it:#} is a counter for the | |
| number of stored estimation sets. | |
| {p 4 4 2} | |
| {cmd:eststo} may be used in two ways: Either after fitting a model as | |
| in | |
| {com}. regress y x | |
| . eststo{txt} | |
| {p 4 4 2} | |
| or as a prefix command (see help {help prefix}): | |
| {com}. eststo: regress y x{txt} | |
| {p 4 4 2} | |
| {cmd:_eststo} is a variant on {cmd:eststo} that, by default, does not | |
| store the estimation sample information contained in {cmd:e(sample)}. | |
| Essentially, {cmd:_eststo} is a shortcut to {cmd:eststo, noesample}. | |
| {p 4 4 2} | |
| {cmd:eststo dir} displays a list of the stored estimates. | |
| {p 4 4 2} | |
| {cmd:eststo drop} drops estimation sets stored by {cmd:eststo}. If {it:name} is | |
| provided, the estimation set stored under {it:name} | |
| is dropped (if {cmd:*} or {cmd:?} wildcards are used {it:name}, | |
| all matching sets are dropped). Alternatively, if {it:#} is provided, | |
| the estimation set stored as {cmd:est}{it:#} is dropped. | |
| {p 4 4 2} | |
| {cmd:eststo clear} drops all estimation sets stored by {cmd:eststo} (and clears | |
| {cmd:eststo}'s global macros). | |
| {p 4 4 2} | |
| {cmd:eststo} is an alternative to official Stata's | |
| {helpb estimates store}. The main differences are: | |
| {p 8 12 2} | |
| {space 1}o{space 2}{cmd:eststo} does not require the user to specify a | |
| name for the stored estimation set. | |
| {p 8 12 2} | |
| {space 1}o{space 2}{cmd:eststo} may be used as a prefix command (see | |
| help {help prefix}). | |
| {p 8 12 2} | |
| {space 1}o{space 2}{cmd:eststo} provides the possibility to store | |
| estimates without the {cmd:e(sample)} function (either specify the | |
| {cmd:noesample} option or use the {cmd:_eststo} command). Omitting | |
| {cmd:e(sample)} saves memory and also speeds up tabulation programs | |
| such as {helpb estimates table}, {helpb estout} or {helpb esttab}. | |
| {hi:Warning:} Some post-estimation commands may not work with | |
| estimation sets that do not contain the {cmd:e(sample)}. | |
| {p 8 12 2} | |
| {space 1}o{space 2}{cmd:eststo} can add additional scalar statistics to | |
| be stored with the estimation set. | |
| {title:Options} | |
| {marker esample} | |
| {p 4 8 2} | |
| {cmd:esample} causes the information in {cmd:e(sample)} to be stored | |
| with the estimates. This is the default in {cmd:eststo}. Type | |
| {cmd:noesample} or use the {cmd:_eststo} command to omit the | |
| {cmd:e(sample)}. Note that some post-estimation commands may not be | |
| working correctly with estimation sets that have been stored without | |
| {cmd:e(sample)}. | |
| {p 4 8 2} | |
| {cmd:title(}{it:string}{cmd:)} specifies a title for the stored | |
| estimation set. | |
| {p_end} | |
| {marker addscalars} | |
| {p 4 8 2} | |
| {cmd:addscalars(}{it:name exp} [{it:...}] [{cmd:,} {cmdab:r:eplace}]{cmd:)} | |
| may be used to add additional results to the {cmd:e()}-scalars of the | |
| estimation set before storing it. Specify the names and values of the | |
| scalars in pairs. For example, {cmd:addscalars(one 1 two 2)} would | |
| add {cmd:e(one)} = {cmd:1} and {cmd:e(two)} = {cmd:2}. See below for | |
| an example. The {cmd:replace} suboption permits overwriting existing | |
| {cmd:e()}-returns. Not allowed as names are "b", "V", or "sample". | |
| See {helpb estadd} for a more sophisticated tool to add additional | |
| results to {cmd:e()}-returns. | |
| {p 4 8 2} | |
| {cmd:prefix(}{it:prefix}{cmd:)} specifies a custom prefix for the | |
| automatic names of the stored estimation sets. The default prefix | |
| is {cmd:est}. | |
| {p 4 8 2} | |
| {cmd:refresh}[{cmd:(}{it:#}{cmd:)}] may be used to overwrite a | |
| previously stored estimation set instead of storing the estimates | |
| under a new name. {cmd:refresh}, specified without argument, will | |
| overwrite the last saved set. Alternatively, | |
| {cmd:refresh(}{it:#}{cmd:)} will overwrite the set named | |
| {cmd:est}{it:#} if it exists. If {it:name} is provided to {cmd:eststo}, | |
| existing sets of the same name will always be overwritten whether or | |
| not {cmd:refresh} is specified. {cmd:refresh()} with argument is not | |
| allowed in this case. | |
| {p 4 8 2} | |
| {cmd:nocopy} specifies that after the estimation set has been stored, | |
| it no longer be available as the active estimation set. | |
| {p 4 8 2} | |
| {cmd:missing} is for use of {cmd:eststo} with the {cmd:by} prefix command and | |
| causes missing values to be treated like any other values in the {cmd:by} | |
| variables. The default is to discard observations with missing values in the | |
| {cmd:by} variables. | |
| {title:Examples} | |
| {p 4 4 2} | |
| Applying {cmd:eststo} after fiting a model to store the model's results, | |
| as in the following example: | |
| {com}. sysuse auto | |
| {txt}(1978 Automobile Data) | |
| {com}. quietly regress price weight | |
| {txt} | |
| {com}. eststo model1 | |
| {txt} | |
| {com}. quietly regress turn weight foreign | |
| {txt} | |
| {com}. eststo model2 | |
| {txt} | |
| {com}. estout | |
| {res} | |
| {txt}{hline 38} | |
| {txt} model1 model2 | |
| {txt} b b | |
| {txt}{hline 38} | |
| {txt}weight {res} 2.044063 .0042183{txt} | |
| {txt}foreign {res} -1.809802{txt} | |
| {txt}_cons {res} -6.707353 27.44963{txt} | |
| {txt}{hline 38} | |
| {p 4 4 2} | |
| Applying {cmd:eststo} as a prefix commmand to fit and store a model in one step: | |
| {com}. eststo model1: quietly regress price weight | |
| {txt} | |
| {com}. eststo model2: quietly regress turn weight foreign | |
| {txt} | |
| {com}. estout | |
| {res} | |
| {txt}{hline 38} | |
| {txt} model1 model2 | |
| {txt} b b | |
| {txt}{hline 38} | |
| {txt}weight {res} 2.044063 .0042183{txt} | |
| {txt}foreign {res} -1.809802{txt} | |
| {txt}_cons {res} -6.707353 27.44963{txt} | |
| {txt}{hline 38} | |
| {p 4 4 2} | |
| Using {cmd:eststo} with automatic names: | |
| {com}. eststo clear | |
| {txt} | |
| {com}. eststo: quietly regress price weight | |
| {txt}({res}est1{txt} stored) | |
| {com}. eststo: quietly regress turn weight foreign | |
| {txt}({res}est2{txt} stored) | |
| {com}. estout | |
| {res} | |
| {txt}{hline 38} | |
| {txt} est1 est2 | |
| {txt} b b | |
| {txt}{hline 38} | |
| {txt}weight {res} 2.044063 .0042183{txt} | |
| {txt}foreign {res} -1.809802{txt} | |
| {txt}_cons {res} -6.707353 27.44963{txt} | |
| {txt}{hline 38} | |
| {p 4 4 2} | |
| Adding ancillary statistics: | |
| {com}. eststo clear | |
| {txt} | |
| {com}. quietly regress price weight mpg | |
| {txt} | |
| {com}. test weight = mpg | |
| {txt} ( 1) {res}weight - mpg = 0 | |
| {txt} F( 1, 71) ={res} 0.36 | |
| {txt}{col 13}Prob > F ={res} 0.5514 | |
| {txt} | |
| {com}. eststo, add(p_diff r(p)) | |
| {txt}(e({res}p_diff{txt}) = {res}.55138216{txt} added) | |
| ({res}est1{txt} stored) | |
| {com}. estout, stat(p_diff) | |
| {res} | |
| {txt}{hline 25} | |
| {txt} est1 | |
| {txt} b | |
| {txt}{hline 25} | |
| {txt}weight {res} 1.746559{txt} | |
| {txt}mpg {res} -49.51222{txt} | |
| {txt}_cons {res} 1946.069{txt} | |
| {txt}{hline 25} | |
| {txt}p_diff {res} .5513822{txt} | |
| {txt}{hline 25} | |
| {p 4 4 2} | |
| Using the {cmd:by} prefix to store subbroup models: | |
| {com}. eststo clear | |
| {txt} | |
| {com}. quietly by foreign: eststo: quietly reg price weight mpg | |
| {txt} | |
| {com}. esttab, label nodepvar nonumber | |
| {res} | |
| {txt}{hline 52} | |
| {txt} Domestic Foreign | |
| {txt}{hline 52} | |
| {txt}Weight (lbs.) {res} 4.415*** 5.156***{txt} | |
| {res} {ralign 12:{txt:(}4.66{txt:)}} {ralign 12:{txt:(}5.85{txt:)}} {txt} | |
| {txt}Mileage (mpg) {res} 237.7 -19.78 {txt} | |
| {res} {ralign 12:{txt:(}1.71{txt:)}} {ralign 12:{txt:(}-0.34{txt:)}} {txt} | |
| {txt}Constant {res} -13285.4* -5065.8 {txt} | |
| {res} {ralign 12:{txt:(}-2.32{txt:)}} {ralign 12:{txt:(}-1.58{txt:)}} {txt} | |
| {txt}{hline 52} | |
| {txt}Observations {res} 52 22 {txt} | |
| {txt}{hline 52} | |
| {txt}t statistics in parentheses | |
| {txt}* p<0.05, ** p<0.01, *** p<0.001 | |
| {title:Returned results} | |
| {p 4 4 2} | |
| The name under which an estimation set is stored, is added to the set in | |
| {cmd:e(_estimates_name)}. | |
| {p 4 4 2} | |
| In addition, {cmd:eststo} maintains two global macros. {cmd:$eststo} contains a list | |
| of the names of the stored estimation sets. {cmd:$eststo_counter} | |
| contains the count of stored estimation sets. | |
| {title:Acknowledgements} | |
| {p 4 4 2} | |
| Bill Gould suggested to make {cmd:eststo} "byable". | |
| {title:Author} | |
| {p 4 4 2} | |
| Ben Jann, Institute of Sociology, University of Bern, jann@soz.unibe.ch | |
| {title:Also see} | |
| Manual: {hi:[R] estimates} | |
| {p 4 13 2}Online: help for | |
| {helpb estimates}, | |
| {helpb esttab}, | |
| {helpb estout}, | |
| {helpb estadd}, | |
| {helpb estpost} | |
| {p_end} | |