shwing t values in the output with pred(t)

[Ozer Erdem]

#17330

Hi,
I am using
asdocx reghdfe abnormal_ret i.pred , noabsorb vce(robust) nest reset rep(t)

to get the results with t values.

However, I am getting the following error.

. asdocx reghdfe abnormal_ret i.pred , noabsorb vce(robust) nest reset rep(t)
(File H:\OneDrive - University Of Houston\AccountingPhd\Research\Dissertation\Codes\Stata\Tables\Table1_AbnormalReturn_TextPrediction.docx already exists, option append was assumed)
option t ignored, it can be used only with option replace or reset
(MWFE estimator converged in 1 iterations)

HDFE Linear regression                            Number of obs   = 25,738,084
Absorbing 1 HDFE group                            F(   2,25738081)=       2.02
                                                  Prob > F        =     0.1321
                                                  R-squared       =     0.0000
                                                  Adj R-squared   =    -0.0000
                                                  Within R-sq.    =     0.0000
                                                  Root MSE        =  2638.0409

------------------------------------------------------------------------------
             |               Robust
abnormal_ret | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
        pred |
          1  |   1.287087   .7460831     1.73   0.085     -.175209    2.749383
          2  |   1.296127     .74603     1.74   0.082    -.1660651    2.758319
             |
       _cons |  -1.296438     .74603    -1.74   0.082     -2.75863    .1657541
------------------------------------------------------------------------------
       asdocx_setstars():  3204  alignstats[0,0] found where scalar required
     asdocx_StarTMaker():     -  function returned error
asdocx_func_nested_reg():     -  function returned error
                 <istmt>:     -  function returned error
r(3204);

It works well without rep(t) though.

Here is the result without it.

. asdocx reghdfe abnormal_ret i.pred , noabsorb vce(robust) nest reset
(File H:\OneDrive - University Of Houston\AccountingPhd\Research\Dissertation\Codes\Stata\Tables\Table1_AbnormalReturn_TextPrediction.docx already exists, option append was assumed)
(MWFE estimator converged in 1 iterations)

HDFE Linear regression                            Number of obs   = 25,738,084
Absorbing 1 HDFE group                            F(   2,25738081)=       2.02
                                                  Prob > F        =     0.1321
                                                  R-squared       =     0.0000
                                                  Adj R-squared   =    -0.0000
                                                  Within R-sq.    =     0.0000
                                                  Root MSE        =  2638.0409

------------------------------------------------------------------------------
             |               Robust
abnormal_ret | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
        pred |
          1  |   1.287087   .7460831     1.73   0.085     -.175209    2.749383
          2  |   1.296127     .74603     1.74   0.082    -.1660651    2.758319
             |
       _cons |  -1.296438     .74603    -1.74   0.082     -2.75863    .1657541
------------------------------------------------------------------------------


   
                     Table 1 -- Abnormal Return-Text Prediction
  0 |1                                                  2 
----+-----------------------------------------------------------------------------
  1 |                                                 (1) 
  2 |Variables                               abnormal_ret 
----+-----------------------------------------------------------------------------
  3 |pred                                                 
  4 |                                                     
  5 |1                                             1.287* 
  6 |                                              (0.75) 
  7 |2                                             1.296* 
  8 |                                              (0.75) 
  9 |Intercept                                    -1.296* 
 10 |                                              (0.75) 
 11 |Observations                                25738084 
 12 |R2                                                 0 
----------------------------------------------------------------------------------
Notes:  Robust standard errors are in parentheses. *** p<.01, ** p<.05, * p<.1

I would like to replace the standard errors with t values in the table above.
Thank you.

[Attaullah Shah]

#17333

I have updated asdocx. The new version has a fix for the mentioned issue. You may update asdocx with:

asdocx_update

[Ozer Erdem]

#17334

Thank you.

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