Create regression tables with estout/esttab for interactions in Stata

Question

In one of my models I use the standard built-in notation for interaction terms in Stata, in another, I have to manually code this. In the end, I would like to present nice regression tables, using esttab. How can I show identical, but slightly different coded, interaction terms in the same row? Or imagine, it's actually another interaction, how can I force esttab to ignore that?

// interaction model 1
sysuse auto, clear
regress price weight c.mpg##c.mpg foreign 
estimates store model1

// interaction model 2
gen int_mpg_mpg = mpg*mpg
regress price weight mpg int_mpg_mpg foreign
estimates store model2  

// make nice regression table sidy-by-side

// manual label manual interactions
label variable int_mpg_mpg "Mileage (mpg) # Mileage (mpg)"
esttab model1 model2, label

// export to latex
label variable int_mpg_mpg "Mileage (mpg) $\times$ Mileage (mpg) "
esttab model1 model2 using "table.tex", /// 
label nobaselevels beta not interaction(" $\times$ ") style(tex) replace

Output to console:

Output to LaTeX:

In both cases the manual variable label shows up as a name in regression tables. But identical variables names are not aligned in the same row. I am more interested in the solution for the LaTeX output, but the problem seems to be unrelated to LaTeX.

Answer 1

esttab won't be able to ignore something like that as the variables are unique in how they're specified. I would recommend doing all your interaction terms in the same way that works across both specifications such as interaction model 2.

Answer 2

For multiple different interaction terms, you can rename the interaction terms themselves before the regressions. For example, to estimate heterogenous treatment effects by different covariates, you could run:

foreach var of varlist age education {
   cap drop interaction
   gen interaction = `var'
   reg outcome i.treatment##c.interaction
   est store `var'
   }

In an esttab or estout there will be one row for the interaction effect, and one row for the main effect. This is a bit of a crude workaround, but normally does the job.

Answer 3

The issue should be addressed on the level "how Stata names the equations and coefficients across estimators". I adapted the code from Andrew:

https://www.statalist.org/forums/forum/general-stata-discussion/general/1551586-align-nls-and-mle-estimates-for-the-same-variable-in-the-same-row-esttab

He is using Ben Jann's program erepost from SSC (ssc install erepost).

* model 1
sysuse auto, clear
eststo clear
gen const=1
qui regress price weight c.mpg##c.mpg foreign
mat b=e(b)
* store estimates 
eststo model1 

* model 2 
gen int_mpg_mpg = mpg*mpg // generate interaction manually 
qui regress price weight mpg int_mpg_mpg foreign 

* rename interaction with additional package erepost 
local coln "b:weight b:mpg b:c.mpg#c.mpg b:foreign b:_cons"
mat colnames b= `coln'
capt prog drop replace_b
program replace_b, eclass
erepost b= b, rename
end
replace_b
eststo model2

esttab model1 model2, mtitle("Interaction V1" "Interaction V2")

Now, all interactions (automatic and manual) are aligned:

--------------------------------------------
                      (1)             (2)   
             Interactio~1    Interactio~2   
--------------------------------------------
main                                        
weight              3.038***        3.038***
                   (3.84)          (3.84)   

mpg                -298.1          -298.1   
                  (-0.82)         (-0.82)   

c.mpg#c.mpg         5.862           5.862   
                   (0.90)          (0.90)   

foreign            3420.2***       3420.2***
                   (4.62)          (4.62)   

_cons              -527.0          -527.0   
                  (-0.08)         (-0.08)   
--------------------------------------------
N                      74              74   
--------------------------------------------