Hi all,
My question concerns user-written commands boottest and outreg2.
I would like to display the p-value of boottest in the stats() of outreg2 instead of p-values from the user-written reghdfe command.
I tried the following code. I believe estadd and erepost are from ssc install.
This gives the error "conformability error" for the line of code "erepost b=b"
Could someone please let me know where I've gone wrong?
My question concerns user-written commands boottest and outreg2.
I would like to display the p-value of boottest in the stats() of outreg2 instead of p-values from the user-written reghdfe command.
I tried the following code. I believe estadd and erepost are from ssc install.
Code:
reghdfe Y X1 X2, abs(i.id) vce(cluster canton) boottest X1 =0, seed(1234567890) reps(9999) weighttype(rademacher) bootcluster(canton) boottype(wild) nograph estadd scalar pval = r(p) mat b=e(pval) erepost b=b cap n outreg2 using "$results\results.xls", replace stats(coef pval) nocons
Could someone please let me know where I've gone wrong?