Unprecise p-values in Stargazer

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傲寒
傲寒 2021-02-20 10:32

I want the same stars for significancies in regression output in stargazer as in the \"normal output\".

I produce data

library(\"stargazer\"); library(\"         


        
3条回答
  •  Happy的楠姐
    2021-02-20 11:08

    It may be a minor issue but Richard's answer is actually not entirely correct - his stargazer output does not report any standard errors nor potential significance stars for the variable x.

    Also when reporting only a single model in stargazer manual coefficients, se, p and t values have to be provided in a list. Otherwise stargazer will report an empty list.

    The (slightly) corrected example:

    test <- coeftest(model, vcov = vcovHC(model, type="HC3"))
    ses <- list(test[, 2])
    pvals <- list(test[, 4])
    stargazer(model, type="text", p=pvals, se=ses)
    

    Output:

    =======================================================================
                                             Dependent variable:           
                                  -----------------------------------------
                                            Daily added investors          
                                                  negative                 
                                                  binomial                 
    -----------------------------------------------------------------------
    log(lag_raised_amount + 1)                    -0.466***                
                                                   (0.124)                 
    
    lag_target1                                   -0.661***                
                                                   (0.134)                 
    
    Constant                                      -3.480**                 
                                                   (1.290)                 
    
    -----------------------------------------------------------------------
    Observations                                    6,513                  
    Log Likelihood                                 -8,834                
    theta                                     1.840*** (0.081)             
    Akaike Inf. Crit.                              17,924                
    =======================================================================
    Note:                         + p<0.1; * p<0.05; ** p<0.01; *** p<0.001
    

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