Stata 回归表格输出

xtset stkcd year
encode industry , gen(ind)

global x1 "   " //解释变量
global x2 "   " //解释变量
global x3 "  " //解释变量
global cv " " //控制变量
global i "i.ind i.year "   //行业固定效应、年份固定效应

* 表4 OLS
local out1 " "  //被解释变量
local out2 " "  //被解释变量

qui xi: reg `out1'  $x1 $cv $i , robust
est store m1
qui xi: reg `out1'  $x2 $cv $i , robust 
est store m2
qui xi: reg `out1'  $x3 $cv $i , robust
est store m3
qui xi: reg `out2'  $x1 $cv $i , robust 
est store m4
qui xi: reg `out2'  $x2 $cv $i , robust
est store m5
qui xi: reg `out2'  $x3 $cv $i , robust
est store m6
local model "m1 m2 m3 m4 m5 m6  "
esttab `model', mtitle(`model') replace   ///
	  b(%6.3f)  se(%6.2f)   ///
                  star(* 0.1 ** 0.05 *** 0.01)     ///
                  scalar(F r2_a N N_g)  order()   ///
				  compress nogaps indicate("Year FE = *Iyear*" "Industry FE = *Iind*")
				  
esttab `model' using 表4_XX与XX.rtf, replace  ///
			  mtitle(`model') compress nogaps title("Table 4 OLS")  star(* 0.1 ** 0.05 *** 0.01)  b(%6.3f) se(%6.2f)   ///
			  scalar(F r2_a N )  indicate("Year FE = _Iyear_*" "Industry FE = _Iind_*" )  ///
			  addnotes("" "")  order( )  //空两行 
			  
**表5 FE
local out1 " "  //被解释变量
local out2 " "  //被解释变量

qui xi: xtreg `out1'  $x1 $cv $i , fe
est store m1
qui xi: xtreg `out1'  $x2 $cv $i , fe
est store m2
qui xi: xtreg `out1'  $x3 $cv $i , fe
est store m3
qui xi: xtreg `out2'  $x1 $cv $i , fe
est store m4
qui xi: xtreg `out2'  $x2 $cv $i , fe
est store m5
qui xi: xtreg `out2'  $x3 $cv $i , fe
est store m6
local model "m1 m2 m3 m4 m5 m6  "
esttab `model', mtitle(`model') replace   ///
	 b(%6.3f)  se(%6.2f)   ///
                  star(* 0.1 ** 0.05 *** 0.01)     ///
                  scalar(F r2_a N N_g)  order()   ///
				  compress nogaps indicate("Year FE = *Iyear*" "Industry FE = *Iind*")
				  
esttab `model' using 表4_XX与XX.rtf, append  ///
			   mtitle(`model') compress nogaps title("Table 5 FE")  star(* 0.1 ** 0.05 *** 0.01)  b(%6.3f) se(%6.2f)   ///
			  scalar(F r2_a N )  indicate("Year FE = _Iyear_*" "Industry FE = _Iind_*" )  ///
			  addnotes("" "") order( )   //空两行 
			  

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