Is there a better way to show the output from a subset VAR?

[macro]

I have code that estimates a subset VAR equation-by-equation:

Code: Select all

calendar(q) 1947 1

open data data.csv
data(format = cdf, org = columns) 1970:1 2015:2 $
    gdph cdh ffed lr
close data

report(action = define, hlabels = ||"Regressor", "GDP", "Consumption"||)

linreg(print, define = eq1) gdph
# ffed{3 to 6} lr{1 2 4}
report(regress)

linreg(print, define = eq2) cdh
# ffed{1 to 3} lr{2 to 5}
report(regress)

report(action = show)

As of now, this displays

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Regressor      GDP      Consumption
FFED{3}      19.480062   -78.183085
           (357.632048)  (30.797323)
FFED{4}     -11.990367
           (519.483880)
FFED{5}     222.054116
           (501.160617)
FFED{6}    -799.431959
           (324.080446)
LR{1}      3427.362050
          (1170.225960)
LR{2}     -2746.678519   309.339318
          (1675.606390) (113.060738)
LR{4}      1311.521907  -245.343544
           (681.659189) (195.535344)
FFED{1}                  -35.602207
                         (27.747893)
FFED{2}                   54.292665
                         (42.386350)
LR{3}                   -233.190892
                        (202.358697)
LR{5}                    307.194045
                         (99.820578)

because any lags that aren't in the first equation are appended to the end of the regression list in the report, instead of slotted in to where they would belong if I was writing the model out by hand, where all variables have all their lags in order, e.g. FFED{1}, FFED{2}, ... LR{1}, LR{2}, ... etc.

Is there a way to display the coefficients and std errors (or tstats) from this VAR using report, or should I roll my own using some combination of %tablefromrl to fill in missing lags with blanks in each equation?

[TomDoan]

You can force a particular order by seeding in the regressors column (leaving a blank line between each regressor). For instance:

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report(action=define,title="Estimated Models for DOCVIS",$
 hlabels=||"Variable","Poisson","Negbin 2","Negbin 2 Het.","Negbin 1","Negbin P"||)
*
* Fill in the column with row labels
*
report(atrow=1,atcol=1,fillby=cols) "Constant" "" "Age" "" "Education" "" "Income" $
 "" "Kids" "" "Public" "" "P" "" "Alpha" "" "Female" "" "Married" "" "LnL"

[macro]

Thank you. This is the code I'm using, and it works well.

Code: Select all

calendar(q) 1947 1

open data data.csv
data(format = cdf, org = columns) 1970:1 2015:2 $
    gdph cdh ffed lr
close data

* estimate one equation of the VAR to get the regressor labels
linreg(noprint) gdph
# ffed{1 to 6} lr{1 to 6} constant

report(action = define, hlabels = ||"Regressor", "GDP", "Consumption"||)
compute labels = %eqnreglabels(0)
declare vector[string] report_labels(2*%size(labels))
ewise report_labels(i) = %if(%mod(i,2) == 1, labels(fix(i/2)+1), "")
report(action = modify, atrow = 1, atcol = 1, fillby = cols) report_labels

linreg(noprint) gdph
# ffed{3 to 6} lr{1 2 4} constant
report(regress)

linreg(noprint) cdh
# ffed{1 to 3} lr{2 to 5} constant
report(regress)

report(action = show)