export - Stata: outreg2 multiple regression results with t-value, p-value

Question

I am trying to export my regression results to excel with the command outreg2:

reg index_bhar adsue1 i.date, cluster(company_id)
outreg2 using stock_regression.csv, replace bdec(4) sdec(4) ctitle(DSUE1) addstat(Adjusted R-squared, e(r2_a)) keep(adsue1) addtext(Time FE, YES)

How can I add the t-value and p-value of the regression results in Stata, in other words which e-class do I have to use?

Answer 1

您可以计算 t-stat 和 p-value，然后输入outreg2：

clear all
set more off

sysuse auto
regress price mpg foreign

local tstat = _b[foreign]/_se[foreign]
local pval = 2*ttail(e(df_r),abs(`tstat'))

outreg2 using tptest.txt, replace addstat(t-stat, `tstat', p-val,`pval')

读

Stata 提示 53：我的 p 值去哪儿了？由 Maarten L. Buis 着。Stata 杂志，第 7 卷第 4 期：第 584-586 页。 http://www.stata-journal.com/article.html?article=st0137

正如那里所建议的那样，您也可以检查help estimates table.