Tabulate a combined matrix of coefficients / t-statistics and export in LaTeX

I have many regressions (one per year, over fifteen years) for four outcome variables.

I have created two 15x4 matrices: one with the coefficients and one with the t-statistics. I am stuck now that I want to tabulate them in the classic way, each row having the coefficients for each model and under them the respective t-statistics between brackets.

I can tabulate a single matrix but even using estadd I was not able to obtain said result.

This is my code:

*creates matrix of all results row(year) column(outcome)
matrix OLS_years = r_Mall, r_hotMall, r_totMall, r_irpMall
matrix list OLS_years
matrix TSTATS = ex_Tall, hot_Tall, tot_Tall, irp_Tall
matrix list TSTATS

Using the community-contributed command estout only produces a table with the coefficients:

    estout matrix(OLS_years), ///
     cells(OLS_years TSTATS(par)) ///
     stats(N, fmt(0) labels ("No. of Obs." )) ///
     starlevels(* 0.1 ** 0.05 *** 0.001) ///
     varwidth(20) ///
     modelwidth(12) ///
     delimiter(&) ///
     end(\\) ///
     prehead(`"\begin{tabular}{l*{4}{c}}"' `"\toprule"') ///
     posthead("\midrule") ///
     prefoot("\midrule") ///
     postfoot(`"\bottomrule"' `"\multicolumn{@span}{l}{\footnotesize t-statistics in parentheses}\\"' `"\multicolumn{@span}{l}{\footnotesize *** p{$<$}0.01; ** p{$<$}0.05; * p{$<$}0.10.}\\"' `"\end{tabular}"') ///
     varlabels(_cons Constant, end("" \addlinespace) nolast) ///
     eqlabels(, begin("\midrule" "") nofirst) ///
     substitute(_ \_ "\_cons " \_cons) ///
     interaction(" $\times$ ") ///
     notype ///
     level(95) ///
     style(esttab)

Can anyone help?

Solution

My challenge was to apply the method explained by @Pearly Spencer to a more complex settings, where I had to stack regression estimates from 4 different specification and 15 years in one ready-to-input Latex table. I solved that by using -esttab- with the -noisily- option, which is very handy because it shows you the estout commands behind it (esttab is a wrapper for estout). That way I managed to personalise the three parts of the table (top, mid, bottom) so that I could nicely stack them. I am posting the code in a general fashion, where y1, y2, y3, y4 are different outcome variables and T is a treatment variable, for which you want to see the effect on the y's.

set more off

*-----------------FIRST YEAR I.E. TOP PART OF THE TABLE
eststo clear
    label var T "T 2002"

                qui reg Y1 T `x_prop' ///
                if year==2002 
                eststo y1_2002

                qui reg Y2 T `x_prop' ///
                if year==2002 
                eststo y2_2002

                qui reg Y3 T `x_prop' ///
                if year==2002 
                eststo y3_2002

                qui reg Y4 T `x_prop' ///
                if year==2002 
                eststo y4_2002

qui cap erase "C:\Users\...\tabz.tex"   // the replace option did not seem to work, so I used this way instead

estout using `"C:\Users\...\tabz.tex"' , ///
 cells(b(fmt(a3) star) t(fmt(2) par)) ///
 starlevels(* 0.1 ** 0.05 *** 0.001) ///
 varwidth(20) ///
 modelwidth(12) ///
 delimiter(&) ///
 end(\\) ///
 prehead("{\def\sym#1{\ifmmode^{#1}\else\(^{#1}\)\fi} \begin{tabular}{l*{4}{c}} \toprule  &\multicolumn{1}{c}{(5)}&\multicolumn{1}{c}{(6)}&\multicolumn{1}{c}{(7)}&\multicolumn{1}{c}{(8)}\\") ///
 posthead("\midrule") ///
 label ///
 varlabels(_cons Constant, end("" \addlinespace) nolast) ///
 mlabels(, depvar span prefix(\multicolumn{@span}{c}{) suffix(})) ///
 collabels(none) ///
 eqlabels(, begin("\midrule" "") nofirst) ///
 substitute(_ \_ "\_cons " \_cons) ///
 interaction(" $\times$ ") ///
 notype ///
 level(95) ///
 style(esttab) ///
 keep(T) 

 *-----------------OTHER YEARS I.E. MID PART OF THE TABLE
forval i=2003/2015 { 
eststo clear

    label var T "T `i'"
                qui reg Y1 T `x_prop' ///
                if year==`i'
                eststo y1_`i'

                qui reg Y2 T `x_prop' ///
                if year==`i'
                eststo y2_`i'

                qui reg Y3 T `x_prop' ///
                if year==`i'
                eststo y3_`i'

                qui reg Y4 T `x_prop' ///
                if year==`i'
                eststo y4_`i'

esttab using "C:\Users\...\tabz.tex\tabz.tex", keep(T) append f label nomtitle nonumber collabels(none) ///
starlevels(* 0.1 ** 0.05 *** 0.001) booktabs gaps noline ///
    notes addnotes("t-statistics in parentheses" "*** p{$<$}0.01; ** p{$<$}0.05; * p{$<$}0.10.") ///
    noobs
}

 *-----------------OTHER YEARS I.E. BOTTOM PART OF THE TABLE

eststo clear

    label var T "T 2016"
                qui reg Y1 T `x_prop' ///
                if year==2016 & violat_2016==0
                eststo y1_2016

                qui reg Y2 T `x_prop' ///
                if year==2016 & violat_2016==0
                eststo y2_2016

                qui reg Y3 T `x_prop' ///
                if year==2016 & violat_2016==0
                eststo y3_2016

                qui reg Y4 T `x_prop' ///
                if year==2016 & violat_2016==0
                eststo y4_2016

esttab using "C:\Users\...\tabz.tex", keep(T) append f label nomtitle nonumber collabels(none) ///
starlevels(* 0.1 ** 0.05 *** 0.001) booktabs gaps noline ///
    notes addnotes("t-statistics in parentheses" "*** p{$<$}0.01; ** p{$<$}0.05; * p{$<$}0.10.") ///
     prefoot("\midrule") ///
     postfoot("\bottomrule \multicolumn{5}{l}{\footnotesize t-statistics in parentheses}\\ \multicolumn{5}{l}{\footnotesize *** p{$<$}0.01; ** p{$<$}0.05; * p{$<$}0.10.}\\ \end{tabular}")

I hope this will be useful for someone else, as it took me long long hours.