eststo stores a copy of the active estimation results for later tabulation. It is an alternative to official Stata's estimates store. The basic syntax of eststo is:
eststo [name] [, options ] [ : estimation_command ]
eststo may be applied analogous to official Stata's estimates store. Example:
. sysuse auto
(1978 Automobile Data)
. quietly regress price weight mpg
. eststo model1
. quietly regress price weight mpg foreign
. eststo model2
. estimates table model1 model2
----------------------------------------
Variable | model1 model2
-------------+--------------------------
weight | 1.7465592 3.4647058
mpg | -49.512221 21.853604
foreign | 3673.0604
_cons | 1946.0687 -5853.6957
----------------------------------------
. eststo clear
eststo clear on the last line of the example erases the estimation sets that have been stored by eststo.
A main advantage of eststo over estimates store is that it does not require the user to specify a name for the stored estimates. Example:
. sysuse auto
(1978 Automobile Data)
. quietly regress price weight mpg
. eststo
(est1 stored)
. quietly regress price weight mpg foreign
. eststo
(est2 stored)
. esttab
--------------------------------------------
(1) (2)
price price
--------------------------------------------
weight 1.747** 3.465***
(2.72) (5.49)
mpg -49.51 21.85
(-0.57) (0.29)
foreign 3673.1***
(5.37)
_cons 1946.1 -5853.7
(0.54) (-1.73)
--------------------------------------------
N 74 74
--------------------------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001
. eststo clear
eststo keeps a list of the names of the stored estimation sets. If, as above, esttab (or estout) is applied without specifying the names of the sets to be tabulated, all sets stored by eststo are tabulated.
eststo may be used as a prefix command:
. sysuse auto
(1978 Automobile Data)
. eststo: quietly regress price weight mpg
(est1 stored)
. eststo: quietly regress price weight mpg foreign
(est2 stored)
. esttab
--------------------------------------------
(1) (2)
price price
--------------------------------------------
weight 1.747** 3.465***
(2.72) (5.49)
mpg -49.51 21.85
(-0.57) (0.29)
foreign 3673.1***
(5.37)
_cons 1946.1 -5853.7
(0.54) (-1.73)
--------------------------------------------
N 74 74
--------------------------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001
. eststo clear
If eststo is used as a prefix command, the by command is allowed to obtain results for different groups of observations:
. sysuse auto
(1978 Automobile Data)
. by foreign: eststo: quietly reg price weight mpg
-------------------------------------------------------------------------------
-> Domestic
(est1 stored)
-------------------------------------------------------------------------------
-> Foreign
(est2 stored)
. esttab, label nodepvar nonumber
----------------------------------------------------
Domestic Foreign
----------------------------------------------------
Weight (lbs.) 4.415*** 5.156***
(4.66) (5.85)
Mileage (mpg) 237.7 -19.78
(1.71) (-0.34)
Constant -13285.4* -5065.8
(-2.32) (-1.58)
----------------------------------------------------
Observations 52 22
----------------------------------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001
. eststo clear
eststo can add extra results to the e()-scalars while storing the estimates and thus make them available for tabulation. Example:
. sysuse auto
(1978 Automobile Data)
. quietly regress price weight mpg
. test weight = mpg
( 1) weight - mpg = 0
F( 1, 71) = 0.36
Prob > F = 0.5514
. eststo, addscalars(p_diff r(p))
(e(p_diff) = .55138216 added)
(est1 stored)
. esttab, scalars(p_diff) obslast
----------------------------
(1)
price
----------------------------
weight 1.747**
(2.72)
mpg -49.51
(-0.57)
_cons 1946.1
(0.54)
----------------------------
p_diff 0.551
N 74
----------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001
. eststo clear
Functionality of the addscalars() option is limited to adding scalars. See the estadd command for a more powerful tool to add results to stored estimates.
eststo can store the estimates without the e(sample) function. Excluding e(sample) saves memory and speeds up tabulation programs. Example:
. sysuse auto
(1978 Automobile Data)
. eststo: quietly regress price weight mpg
(est1 stored)
. eststo, noesample: quietly regress price weight mpg
(est2 stored)
. _eststo: quietly regress price weight mpg
(est3 stored)
. estimates dir
-------------------------------------------------------
name | command depvar npar title
-------------+-----------------------------------------
est1 | regress price 3
est2 | regress price 3
est3 | regress price 3
-------------------------------------------------------
. describe _est*
storage display value
variable name type format label variable label
-------------------------------------------------------------------------------
_est_est1 byte %8.0g esample() from estimates store
. eststo clear
_eststo is a synonym for eststo with the noesample option specified
Cautionary note: Some postestimation commands may not work correctly with estimates that do not contain the e(sample).