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The two lines produce the following regression table in MS Word. The option drop(i.year i.location) drops these dummy variables from the regression table, however, they are included in the main regression. The option nestwill create a nested regression table. Save the les for this class into the Stata' folder. Save the les for this class into the \Stata' folder.
#STATA 12 FOR DUMMIES INSTALL#
In the first line, we estimated a regression with the three main independent variables x1, x2, and x3 and included the year and location dummies on the fly. We will also create a new folder within this called Ado' which we will use to install new commands. We will also create a new folder within this called \Ado' which we will use to install new commands. In the above two lines, we have estimated two regressions and sent their output to a Word file. Let us estimated the following regression: asdoc reg y x1 x2 x3 i.year i.location, nest drop(i.year i.location) replaceĪsdoc reg y x1 x2 x4 i.year i.location, nest drop(i.year i.location) Explanations This dataset has four main independent variables, named as x1, x2, x3, x4 and a set of possible dummy variables that will be constructed from the variable year (from 2001-2005) and location (from 1-3). If you have not already installed asdoc, you can install it from SSC by typing the following in the Stata command window: Questions: I have time and location dummies which I want to include in the regression, but do not want to report them in the regression nested tables created with asdoc. The implied cost of capital (ICC) | GLS model | Stata | Gebhardt et al.Paid Help – Frequently Asked Questions (FAQs).