Attaullah Shah
Post count: 70

The command xtgcause is not a Stata official command. Hence asdocx is not aware of that. The help file of xtgcause shows that the command leaves scalar in r(), and hence these can be written with flexmat and then exported with asdocx. Here is an example.

The dataset Data_demo.xls used in this example is provided by Dumitrescu and Hurlin at, along with a few results.

        . import excel using Data_demo.xls, clear
        . ren (A-J) x#, addnumber
        . ren (K-T) y#, addnumber
        . gen t = _n
        . reshape long x y, i(t) j(id)
        . xtset id t
        . xtgcause y x, lag(1)

Now create the table from the scalars with flexmat

flexmat reset
flexmat addrow, data(Lag order, `r(lags)', \empty, \empty) row(1)
flexmat addrow, data(W-bar, `r(wbar)', \empty, \empty) row(2) dec(3)
flexmat addrow, data(Z-bar, `r(zbar)', p-value, `r(zbar_pv)') row(3) dec(3)
flexmat addrow, data(Z-bar tilde, `r(zbart)', p-value, `r(zbart_pv)') row(4) dec(3) 
asdocx export
Table: Results
Lag order 1
W-bar 1.291
Z-bar 0.650 p-value 0.515
Z-bar tilde 0.259 p-value 0.796