I am using the community-contributed Stata command xtscc and I need to report p-values with 4 decimal points.
Including the pformat() option in the regress command works:
regress y x, pformat(%5.4f)
However, when I include this in the xtscc command, it results in an error:
xtscc y x, pformat(%5.4f)
option pformat() not allowed
r(198);
How can I produce the same output when using the xtscc command?
There is no such option for the xtscc command but the following works all the same:
webuse grunfeld, clear
estimates clear
xtscc invest mvalue kstock, fe lag(4)
Regression with Driscoll-Kraay standard errors Number of obs = 200
Method: Fixed-effects regression Number of groups = 10
Group variable (i): company F( 2, 9) = 84.69
maximum lag: 4 Prob > F = 0.0000
within R-squared = 0.7668
------------------------------------------------------------------------------
| Drisc/Kraay
invest | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
mvalue | .1101238 .0195826 5.62 0.000 .0658249 .1544227
kstock | .3100653 .0330158 9.39 0.000 .2353784 .3847523
_cons | -58.74393 23.71437 -2.48 0.035 -112.3896 -5.098296
------------------------------------------------------------------------------
estimates store m1
estimates table m1, b se p(%5.4f)
---------------------------
Variable | m1
-------------+-------------
mvalue | .1101238
| .01958261
| 0.0003
kstock | .31006534
| .03301581
| 0.0000
_cons | -58.743932
| 23.714371
| 0.0352
---------------------------
legend: b/se/p