Change order of appearance of independent variables in regression table using mtable() from the memisc package









up vote
1
down vote

favorite












I use the package memisc for exporting my regression tables to LaTeX. I now have a three model with different independent variables (IV) and various control variables (CV) that are the same in every model.



Using



mtable("Modell 1"=lm(DV ~ IV1 + CV1 + CV2),
"Modell 2"=lm(DV ~ IV2 + CV1 + CV2),
"Modell 3"=lm(DV ~ IV3 + CV1 + CV2))


, I get a this output:



===========================================================================
Modell 1 Modell 2 Modell 3 Modell 4
---------------------------------------------------------------------------
(Intercept) -0.122 -0.112 -0.122 -0.097
(0.116) (0.115) (0.116) (0.116)
IV1 0.026 -0.083
(0.030) (0.064)
CV1 0.017 0.015 0.018 0.012
(0.019) (0.019) (0.019) (0.019)
CV2 0.064*** 0.063*** 0.066*** 0.063***
(0.016) (0.015) (0.016) (0.016)
IV3 0.076 0.196*
(0.045) (0.099)
IV4 -0.016 -0.047
(0.076) (0.078)
---------------------------------------------------------------------------


(I truncated the summary statistics). I would like IV1, IV2 and IV3 to appear first, and afterwards all the control variables. Is there any automatable solution?










share|improve this question























  • stargazer can be a good option. Do you absolutely want/need to use mtable?
    – ANG
    Nov 9 at 16:01










  • I did all the other table in mtable and like a consistent look (e.g. mtable aligns values by commata), so I want to continue using mtable.
    – Lukas
    2 days ago














up vote
1
down vote

favorite












I use the package memisc for exporting my regression tables to LaTeX. I now have a three model with different independent variables (IV) and various control variables (CV) that are the same in every model.



Using



mtable("Modell 1"=lm(DV ~ IV1 + CV1 + CV2),
"Modell 2"=lm(DV ~ IV2 + CV1 + CV2),
"Modell 3"=lm(DV ~ IV3 + CV1 + CV2))


, I get a this output:



===========================================================================
Modell 1 Modell 2 Modell 3 Modell 4
---------------------------------------------------------------------------
(Intercept) -0.122 -0.112 -0.122 -0.097
(0.116) (0.115) (0.116) (0.116)
IV1 0.026 -0.083
(0.030) (0.064)
CV1 0.017 0.015 0.018 0.012
(0.019) (0.019) (0.019) (0.019)
CV2 0.064*** 0.063*** 0.066*** 0.063***
(0.016) (0.015) (0.016) (0.016)
IV3 0.076 0.196*
(0.045) (0.099)
IV4 -0.016 -0.047
(0.076) (0.078)
---------------------------------------------------------------------------


(I truncated the summary statistics). I would like IV1, IV2 and IV3 to appear first, and afterwards all the control variables. Is there any automatable solution?










share|improve this question























  • stargazer can be a good option. Do you absolutely want/need to use mtable?
    – ANG
    Nov 9 at 16:01










  • I did all the other table in mtable and like a consistent look (e.g. mtable aligns values by commata), so I want to continue using mtable.
    – Lukas
    2 days ago












up vote
1
down vote

favorite









up vote
1
down vote

favorite











I use the package memisc for exporting my regression tables to LaTeX. I now have a three model with different independent variables (IV) and various control variables (CV) that are the same in every model.



Using



mtable("Modell 1"=lm(DV ~ IV1 + CV1 + CV2),
"Modell 2"=lm(DV ~ IV2 + CV1 + CV2),
"Modell 3"=lm(DV ~ IV3 + CV1 + CV2))


, I get a this output:



===========================================================================
Modell 1 Modell 2 Modell 3 Modell 4
---------------------------------------------------------------------------
(Intercept) -0.122 -0.112 -0.122 -0.097
(0.116) (0.115) (0.116) (0.116)
IV1 0.026 -0.083
(0.030) (0.064)
CV1 0.017 0.015 0.018 0.012
(0.019) (0.019) (0.019) (0.019)
CV2 0.064*** 0.063*** 0.066*** 0.063***
(0.016) (0.015) (0.016) (0.016)
IV3 0.076 0.196*
(0.045) (0.099)
IV4 -0.016 -0.047
(0.076) (0.078)
---------------------------------------------------------------------------


(I truncated the summary statistics). I would like IV1, IV2 and IV3 to appear first, and afterwards all the control variables. Is there any automatable solution?










share|improve this question















I use the package memisc for exporting my regression tables to LaTeX. I now have a three model with different independent variables (IV) and various control variables (CV) that are the same in every model.



Using



mtable("Modell 1"=lm(DV ~ IV1 + CV1 + CV2),
"Modell 2"=lm(DV ~ IV2 + CV1 + CV2),
"Modell 3"=lm(DV ~ IV3 + CV1 + CV2))


, I get a this output:



===========================================================================
Modell 1 Modell 2 Modell 3 Modell 4
---------------------------------------------------------------------------
(Intercept) -0.122 -0.112 -0.122 -0.097
(0.116) (0.115) (0.116) (0.116)
IV1 0.026 -0.083
(0.030) (0.064)
CV1 0.017 0.015 0.018 0.012
(0.019) (0.019) (0.019) (0.019)
CV2 0.064*** 0.063*** 0.066*** 0.063***
(0.016) (0.015) (0.016) (0.016)
IV3 0.076 0.196*
(0.045) (0.099)
IV4 -0.016 -0.047
(0.076) (0.078)
---------------------------------------------------------------------------


(I truncated the summary statistics). I would like IV1, IV2 and IV3 to appear first, and afterwards all the control variables. Is there any automatable solution?







r lm






share|improve this question















share|improve this question













share|improve this question




share|improve this question








edited Nov 9 at 16:46









ANG

3,9622620




3,9622620










asked Nov 9 at 14:05









Lukas

5810




5810











  • stargazer can be a good option. Do you absolutely want/need to use mtable?
    – ANG
    Nov 9 at 16:01










  • I did all the other table in mtable and like a consistent look (e.g. mtable aligns values by commata), so I want to continue using mtable.
    – Lukas
    2 days ago
















  • stargazer can be a good option. Do you absolutely want/need to use mtable?
    – ANG
    Nov 9 at 16:01










  • I did all the other table in mtable and like a consistent look (e.g. mtable aligns values by commata), so I want to continue using mtable.
    – Lukas
    2 days ago















stargazer can be a good option. Do you absolutely want/need to use mtable?
– ANG
Nov 9 at 16:01




stargazer can be a good option. Do you absolutely want/need to use mtable?
– ANG
Nov 9 at 16:01












I did all the other table in mtable and like a consistent look (e.g. mtable aligns values by commata), so I want to continue using mtable.
– Lukas
2 days ago




I did all the other table in mtable and like a consistent look (e.g. mtable aligns values by commata), so I want to continue using mtable.
– Lukas
2 days ago












1 Answer
1






active

oldest

votes

















up vote
1
down vote



accepted










This is an intersiting question. Please, consider the following example.



library(memisc)
# independent variables (IV) are dpi, ddpi, log(dpi) and log(ddpi)
# control variables (CV) are pop15 and pop75
mtable("Model 1" = lm(sr ~ dpi + pop15 + pop75, LifeCycleSavings),
"Model 2" = lm(sr ~ ddpi + pop15 + pop75, LifeCycleSavings),
"Model 3" = lm(sr ~ log(dpi) + pop15 + pop75, LifeCycleSavings),
"Model 4" = lm(sr ~ log(ddpi) + pop15 + pop75, LifeCycleSavings))
# looks like mtable appends new coefficients to the list of coefficients defined in the first model
# output
Calls:
Model 1: lm(formula = sr ~ dpi + pop15 + pop75, data = LifeCycleSavings)
Model 2: lm(formula = sr ~ ddpi + pop15 + pop75, data = LifeCycleSavings)
Model 3: lm(formula = sr ~ log(dpi) + pop15 + pop75, data = LifeCycleSavings)
Model 4: lm(formula = sr ~ log(ddpi) + pop15 + pop75, data = LifeCycleSavings)

=====================================================================
Model 1 Model 2 Model 3 Model 4
---------------------------------------------------------------------
(Intercept) 31.457*** 28.125*** 36.304** 26.118***
(7.482) (7.184) (10.511) (7.416)
dpi -0.001
(0.001)
pop15 -0.492** -0.452** -0.506** -0.408**
(0.149) (0.141) (0.154) (0.144)
pop75 -1.568 -1.835 -1.649 -1.663
(1.121) (0.998) (1.110) (1.009)
ddpi 0.428*
(0.188)
log(dpi) -0.779
(1.018)
log(ddpi) 1.584*
(0.722)
---------------------------------------------------------------------
R-squared 0.274 0.337 0.271 0.332
adj. R-squared 0.227 0.293 0.223 0.288
sigma 3.939 3.767 3.948 3.780
F 5.797 7.778 5.700 7.608
p 0.002 0.000 0.002 0.000
Log-likelihood -137.410 -135.171 -137.525 -135.355
Deviance 713.767 652.606 717.054 657.424
AIC 284.821 280.341 285.050 280.709
BIC 294.381 289.902 294.610 290.269
N 50 50 50 50
=====================================================================


We now want the IV (i.e. dpi, ddpi, log(dpi) and log(ddpi)) to appear first.



Option 1



# we will define a fake model which includes all the IVs
mtables <- mtable("Model fake" = lm(sr ~ dpi + ddpi + log(dpi) + log(ddpi), LifeCycleSavings),
"Model 1" = lm(sr ~ dpi + pop15 + pop75, LifeCycleSavings),
"Model 2" = lm(sr ~ ddpi + pop15 + pop75, LifeCycleSavings),
"Model 3" = lm(sr ~ log(dpi) + pop15 + pop75, LifeCycleSavings),
"Model 4" = lm(sr ~ log(ddpi) + pop15 + pop75, LifeCycleSavings))
# we will display mtables without the fake model
mtables[2:5]
# output
Calls:
Model 1: lm(formula = sr ~ dpi + pop15 + pop75, data = LifeCycleSavings)
Model 2: lm(formula = sr ~ ddpi + pop15 + pop75, data = LifeCycleSavings)
Model 3: lm(formula = sr ~ log(dpi) + pop15 + pop75, data = LifeCycleSavings)
Model 4: lm(formula = sr ~ log(ddpi) + pop15 + pop75, data = LifeCycleSavings)

=====================================================================
Model 1 Model 2 Model 3 Model 4
---------------------------------------------------------------------
(Intercept) 31.457*** 28.125*** 36.304** 26.118***
(7.482) (7.184) (10.511) (7.416)
dpi -0.001
(0.001)
ddpi 0.428*
(0.188)
log(dpi) -0.779
(1.018)
log(ddpi) 1.584*
(0.722)
pop15 -0.492** -0.452** -0.506** -0.408**
(0.149) (0.141) (0.154) (0.144)
pop75 -1.568 -1.835 -1.649 -1.663
(1.121) (0.998) (1.110) (1.009)
---------------------------------------------------------------------
R-squared 0.274 0.337 0.271 0.332
adj. R-squared 0.227 0.293 0.223 0.288
sigma 3.939 3.767 3.948 3.780
F 5.797 7.778 5.700 7.608
p 0.002 0.000 0.002 0.000
Log-likelihood -137.410 -135.171 -137.525 -135.355
Deviance 713.767 652.606 717.054 657.424
AIC 284.821 280.341 285.050 280.709
BIC 294.381 289.902 294.610 290.269
N 50 50 50 50
=====================================================================


Option 2



# stargazer can be an option
library(stargazer)
stargazer(lm(sr ~ dpi + pop15 + pop75, LifeCycleSavings),
lm(sr ~ ddpi + pop15 + pop75, LifeCycleSavings),
lm(sr ~ log(dpi) + pop15 + pop75, LifeCycleSavings),
lm(sr ~ log(ddpi) + pop15 + pop75, LifeCycleSavings),
type = "text", column.labels = c("Model 1", "Model 2", "Model 3", "Model 4"),
model.numbers = FALSE)
# output
=====================================================================
Dependent variable:
---------------------------------------
sr
Model 1 Model 2 Model 3 Model 4
---------------------------------------------------------------------
dpi -0.001
(0.001)

ddpi 0.428**
(0.188)

log(dpi) -0.779
(1.018)

log(ddpi) 1.584**
(0.722)

pop15 -0.492*** -0.452*** -0.506*** -0.408***
(0.149) (0.141) (0.154) (0.144)

pop75 -1.568 -1.835* -1.649 -1.663
(1.121) (0.998) (1.110) (1.009)

Constant 31.457*** 28.125*** 36.304*** 26.118***
(7.482) (7.184) (10.511) (7.416)

---------------------------------------------------------------------
Observations 50 50 50 50
R2 0.274 0.337 0.271 0.332
Adjusted R2 0.227 0.293 0.223 0.288
Residual Std. Error (df = 46) 3.939 3.767 3.948 3.780
F Statistic (df = 3; 46) 5.797*** 7.778*** 5.700*** 7.608***
=====================================================================
Note: *p<0.1; **p<0.05; ***p<0.01


Solution based on your data



mtables <- mtable("Modell 0"=lm(DV ~ IV1 + IV2 + IV3),
"Modell 1"=lm(DV ~ IV1 + CV1 + CV2),
"Modell 2"=lm(DV ~ IV2 + CV1 + CV2),
"Modell 3"=lm(DV ~ IV3 + CV1 + CV2))
mtables[2:4]
# or use stargazer() as above





share|improve this answer






















    Your Answer






    StackExchange.ifUsing("editor", function ()
    StackExchange.using("externalEditor", function ()
    StackExchange.using("snippets", function ()
    StackExchange.snippets.init();
    );
    );
    , "code-snippets");

    StackExchange.ready(function()
    var channelOptions =
    tags: "".split(" "),
    id: "1"
    ;
    initTagRenderer("".split(" "), "".split(" "), channelOptions);

    StackExchange.using("externalEditor", function()
    // Have to fire editor after snippets, if snippets enabled
    if (StackExchange.settings.snippets.snippetsEnabled)
    StackExchange.using("snippets", function()
    createEditor();
    );

    else
    createEditor();

    );

    function createEditor()
    StackExchange.prepareEditor(
    heartbeatType: 'answer',
    convertImagesToLinks: true,
    noModals: true,
    showLowRepImageUploadWarning: true,
    reputationToPostImages: 10,
    bindNavPrevention: true,
    postfix: "",
    imageUploader:
    brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
    contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
    allowUrls: true
    ,
    onDemand: true,
    discardSelector: ".discard-answer"
    ,immediatelyShowMarkdownHelp:true
    );



    );













     

    draft saved


    draft discarded


















    StackExchange.ready(
    function ()
    StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstackoverflow.com%2fquestions%2f53227227%2fchange-order-of-appearance-of-independent-variables-in-regression-table-using-mt%23new-answer', 'question_page');

    );

    Post as a guest






























    1 Answer
    1






    active

    oldest

    votes








    1 Answer
    1






    active

    oldest

    votes









    active

    oldest

    votes






    active

    oldest

    votes








    up vote
    1
    down vote



    accepted










    This is an intersiting question. Please, consider the following example.



    library(memisc)
    # independent variables (IV) are dpi, ddpi, log(dpi) and log(ddpi)
    # control variables (CV) are pop15 and pop75
    mtable("Model 1" = lm(sr ~ dpi + pop15 + pop75, LifeCycleSavings),
    "Model 2" = lm(sr ~ ddpi + pop15 + pop75, LifeCycleSavings),
    "Model 3" = lm(sr ~ log(dpi) + pop15 + pop75, LifeCycleSavings),
    "Model 4" = lm(sr ~ log(ddpi) + pop15 + pop75, LifeCycleSavings))
    # looks like mtable appends new coefficients to the list of coefficients defined in the first model
    # output
    Calls:
    Model 1: lm(formula = sr ~ dpi + pop15 + pop75, data = LifeCycleSavings)
    Model 2: lm(formula = sr ~ ddpi + pop15 + pop75, data = LifeCycleSavings)
    Model 3: lm(formula = sr ~ log(dpi) + pop15 + pop75, data = LifeCycleSavings)
    Model 4: lm(formula = sr ~ log(ddpi) + pop15 + pop75, data = LifeCycleSavings)

    =====================================================================
    Model 1 Model 2 Model 3 Model 4
    ---------------------------------------------------------------------
    (Intercept) 31.457*** 28.125*** 36.304** 26.118***
    (7.482) (7.184) (10.511) (7.416)
    dpi -0.001
    (0.001)
    pop15 -0.492** -0.452** -0.506** -0.408**
    (0.149) (0.141) (0.154) (0.144)
    pop75 -1.568 -1.835 -1.649 -1.663
    (1.121) (0.998) (1.110) (1.009)
    ddpi 0.428*
    (0.188)
    log(dpi) -0.779
    (1.018)
    log(ddpi) 1.584*
    (0.722)
    ---------------------------------------------------------------------
    R-squared 0.274 0.337 0.271 0.332
    adj. R-squared 0.227 0.293 0.223 0.288
    sigma 3.939 3.767 3.948 3.780
    F 5.797 7.778 5.700 7.608
    p 0.002 0.000 0.002 0.000
    Log-likelihood -137.410 -135.171 -137.525 -135.355
    Deviance 713.767 652.606 717.054 657.424
    AIC 284.821 280.341 285.050 280.709
    BIC 294.381 289.902 294.610 290.269
    N 50 50 50 50
    =====================================================================


    We now want the IV (i.e. dpi, ddpi, log(dpi) and log(ddpi)) to appear first.



    Option 1



    # we will define a fake model which includes all the IVs
    mtables <- mtable("Model fake" = lm(sr ~ dpi + ddpi + log(dpi) + log(ddpi), LifeCycleSavings),
    "Model 1" = lm(sr ~ dpi + pop15 + pop75, LifeCycleSavings),
    "Model 2" = lm(sr ~ ddpi + pop15 + pop75, LifeCycleSavings),
    "Model 3" = lm(sr ~ log(dpi) + pop15 + pop75, LifeCycleSavings),
    "Model 4" = lm(sr ~ log(ddpi) + pop15 + pop75, LifeCycleSavings))
    # we will display mtables without the fake model
    mtables[2:5]
    # output
    Calls:
    Model 1: lm(formula = sr ~ dpi + pop15 + pop75, data = LifeCycleSavings)
    Model 2: lm(formula = sr ~ ddpi + pop15 + pop75, data = LifeCycleSavings)
    Model 3: lm(formula = sr ~ log(dpi) + pop15 + pop75, data = LifeCycleSavings)
    Model 4: lm(formula = sr ~ log(ddpi) + pop15 + pop75, data = LifeCycleSavings)

    =====================================================================
    Model 1 Model 2 Model 3 Model 4
    ---------------------------------------------------------------------
    (Intercept) 31.457*** 28.125*** 36.304** 26.118***
    (7.482) (7.184) (10.511) (7.416)
    dpi -0.001
    (0.001)
    ddpi 0.428*
    (0.188)
    log(dpi) -0.779
    (1.018)
    log(ddpi) 1.584*
    (0.722)
    pop15 -0.492** -0.452** -0.506** -0.408**
    (0.149) (0.141) (0.154) (0.144)
    pop75 -1.568 -1.835 -1.649 -1.663
    (1.121) (0.998) (1.110) (1.009)
    ---------------------------------------------------------------------
    R-squared 0.274 0.337 0.271 0.332
    adj. R-squared 0.227 0.293 0.223 0.288
    sigma 3.939 3.767 3.948 3.780
    F 5.797 7.778 5.700 7.608
    p 0.002 0.000 0.002 0.000
    Log-likelihood -137.410 -135.171 -137.525 -135.355
    Deviance 713.767 652.606 717.054 657.424
    AIC 284.821 280.341 285.050 280.709
    BIC 294.381 289.902 294.610 290.269
    N 50 50 50 50
    =====================================================================


    Option 2



    # stargazer can be an option
    library(stargazer)
    stargazer(lm(sr ~ dpi + pop15 + pop75, LifeCycleSavings),
    lm(sr ~ ddpi + pop15 + pop75, LifeCycleSavings),
    lm(sr ~ log(dpi) + pop15 + pop75, LifeCycleSavings),
    lm(sr ~ log(ddpi) + pop15 + pop75, LifeCycleSavings),
    type = "text", column.labels = c("Model 1", "Model 2", "Model 3", "Model 4"),
    model.numbers = FALSE)
    # output
    =====================================================================
    Dependent variable:
    ---------------------------------------
    sr
    Model 1 Model 2 Model 3 Model 4
    ---------------------------------------------------------------------
    dpi -0.001
    (0.001)

    ddpi 0.428**
    (0.188)

    log(dpi) -0.779
    (1.018)

    log(ddpi) 1.584**
    (0.722)

    pop15 -0.492*** -0.452*** -0.506*** -0.408***
    (0.149) (0.141) (0.154) (0.144)

    pop75 -1.568 -1.835* -1.649 -1.663
    (1.121) (0.998) (1.110) (1.009)

    Constant 31.457*** 28.125*** 36.304*** 26.118***
    (7.482) (7.184) (10.511) (7.416)

    ---------------------------------------------------------------------
    Observations 50 50 50 50
    R2 0.274 0.337 0.271 0.332
    Adjusted R2 0.227 0.293 0.223 0.288
    Residual Std. Error (df = 46) 3.939 3.767 3.948 3.780
    F Statistic (df = 3; 46) 5.797*** 7.778*** 5.700*** 7.608***
    =====================================================================
    Note: *p<0.1; **p<0.05; ***p<0.01


    Solution based on your data



    mtables <- mtable("Modell 0"=lm(DV ~ IV1 + IV2 + IV3),
    "Modell 1"=lm(DV ~ IV1 + CV1 + CV2),
    "Modell 2"=lm(DV ~ IV2 + CV1 + CV2),
    "Modell 3"=lm(DV ~ IV3 + CV1 + CV2))
    mtables[2:4]
    # or use stargazer() as above





    share|improve this answer


























      up vote
      1
      down vote



      accepted










      This is an intersiting question. Please, consider the following example.



      library(memisc)
      # independent variables (IV) are dpi, ddpi, log(dpi) and log(ddpi)
      # control variables (CV) are pop15 and pop75
      mtable("Model 1" = lm(sr ~ dpi + pop15 + pop75, LifeCycleSavings),
      "Model 2" = lm(sr ~ ddpi + pop15 + pop75, LifeCycleSavings),
      "Model 3" = lm(sr ~ log(dpi) + pop15 + pop75, LifeCycleSavings),
      "Model 4" = lm(sr ~ log(ddpi) + pop15 + pop75, LifeCycleSavings))
      # looks like mtable appends new coefficients to the list of coefficients defined in the first model
      # output
      Calls:
      Model 1: lm(formula = sr ~ dpi + pop15 + pop75, data = LifeCycleSavings)
      Model 2: lm(formula = sr ~ ddpi + pop15 + pop75, data = LifeCycleSavings)
      Model 3: lm(formula = sr ~ log(dpi) + pop15 + pop75, data = LifeCycleSavings)
      Model 4: lm(formula = sr ~ log(ddpi) + pop15 + pop75, data = LifeCycleSavings)

      =====================================================================
      Model 1 Model 2 Model 3 Model 4
      ---------------------------------------------------------------------
      (Intercept) 31.457*** 28.125*** 36.304** 26.118***
      (7.482) (7.184) (10.511) (7.416)
      dpi -0.001
      (0.001)
      pop15 -0.492** -0.452** -0.506** -0.408**
      (0.149) (0.141) (0.154) (0.144)
      pop75 -1.568 -1.835 -1.649 -1.663
      (1.121) (0.998) (1.110) (1.009)
      ddpi 0.428*
      (0.188)
      log(dpi) -0.779
      (1.018)
      log(ddpi) 1.584*
      (0.722)
      ---------------------------------------------------------------------
      R-squared 0.274 0.337 0.271 0.332
      adj. R-squared 0.227 0.293 0.223 0.288
      sigma 3.939 3.767 3.948 3.780
      F 5.797 7.778 5.700 7.608
      p 0.002 0.000 0.002 0.000
      Log-likelihood -137.410 -135.171 -137.525 -135.355
      Deviance 713.767 652.606 717.054 657.424
      AIC 284.821 280.341 285.050 280.709
      BIC 294.381 289.902 294.610 290.269
      N 50 50 50 50
      =====================================================================


      We now want the IV (i.e. dpi, ddpi, log(dpi) and log(ddpi)) to appear first.



      Option 1



      # we will define a fake model which includes all the IVs
      mtables <- mtable("Model fake" = lm(sr ~ dpi + ddpi + log(dpi) + log(ddpi), LifeCycleSavings),
      "Model 1" = lm(sr ~ dpi + pop15 + pop75, LifeCycleSavings),
      "Model 2" = lm(sr ~ ddpi + pop15 + pop75, LifeCycleSavings),
      "Model 3" = lm(sr ~ log(dpi) + pop15 + pop75, LifeCycleSavings),
      "Model 4" = lm(sr ~ log(ddpi) + pop15 + pop75, LifeCycleSavings))
      # we will display mtables without the fake model
      mtables[2:5]
      # output
      Calls:
      Model 1: lm(formula = sr ~ dpi + pop15 + pop75, data = LifeCycleSavings)
      Model 2: lm(formula = sr ~ ddpi + pop15 + pop75, data = LifeCycleSavings)
      Model 3: lm(formula = sr ~ log(dpi) + pop15 + pop75, data = LifeCycleSavings)
      Model 4: lm(formula = sr ~ log(ddpi) + pop15 + pop75, data = LifeCycleSavings)

      =====================================================================
      Model 1 Model 2 Model 3 Model 4
      ---------------------------------------------------------------------
      (Intercept) 31.457*** 28.125*** 36.304** 26.118***
      (7.482) (7.184) (10.511) (7.416)
      dpi -0.001
      (0.001)
      ddpi 0.428*
      (0.188)
      log(dpi) -0.779
      (1.018)
      log(ddpi) 1.584*
      (0.722)
      pop15 -0.492** -0.452** -0.506** -0.408**
      (0.149) (0.141) (0.154) (0.144)
      pop75 -1.568 -1.835 -1.649 -1.663
      (1.121) (0.998) (1.110) (1.009)
      ---------------------------------------------------------------------
      R-squared 0.274 0.337 0.271 0.332
      adj. R-squared 0.227 0.293 0.223 0.288
      sigma 3.939 3.767 3.948 3.780
      F 5.797 7.778 5.700 7.608
      p 0.002 0.000 0.002 0.000
      Log-likelihood -137.410 -135.171 -137.525 -135.355
      Deviance 713.767 652.606 717.054 657.424
      AIC 284.821 280.341 285.050 280.709
      BIC 294.381 289.902 294.610 290.269
      N 50 50 50 50
      =====================================================================


      Option 2



      # stargazer can be an option
      library(stargazer)
      stargazer(lm(sr ~ dpi + pop15 + pop75, LifeCycleSavings),
      lm(sr ~ ddpi + pop15 + pop75, LifeCycleSavings),
      lm(sr ~ log(dpi) + pop15 + pop75, LifeCycleSavings),
      lm(sr ~ log(ddpi) + pop15 + pop75, LifeCycleSavings),
      type = "text", column.labels = c("Model 1", "Model 2", "Model 3", "Model 4"),
      model.numbers = FALSE)
      # output
      =====================================================================
      Dependent variable:
      ---------------------------------------
      sr
      Model 1 Model 2 Model 3 Model 4
      ---------------------------------------------------------------------
      dpi -0.001
      (0.001)

      ddpi 0.428**
      (0.188)

      log(dpi) -0.779
      (1.018)

      log(ddpi) 1.584**
      (0.722)

      pop15 -0.492*** -0.452*** -0.506*** -0.408***
      (0.149) (0.141) (0.154) (0.144)

      pop75 -1.568 -1.835* -1.649 -1.663
      (1.121) (0.998) (1.110) (1.009)

      Constant 31.457*** 28.125*** 36.304*** 26.118***
      (7.482) (7.184) (10.511) (7.416)

      ---------------------------------------------------------------------
      Observations 50 50 50 50
      R2 0.274 0.337 0.271 0.332
      Adjusted R2 0.227 0.293 0.223 0.288
      Residual Std. Error (df = 46) 3.939 3.767 3.948 3.780
      F Statistic (df = 3; 46) 5.797*** 7.778*** 5.700*** 7.608***
      =====================================================================
      Note: *p<0.1; **p<0.05; ***p<0.01


      Solution based on your data



      mtables <- mtable("Modell 0"=lm(DV ~ IV1 + IV2 + IV3),
      "Modell 1"=lm(DV ~ IV1 + CV1 + CV2),
      "Modell 2"=lm(DV ~ IV2 + CV1 + CV2),
      "Modell 3"=lm(DV ~ IV3 + CV1 + CV2))
      mtables[2:4]
      # or use stargazer() as above





      share|improve this answer
























        up vote
        1
        down vote



        accepted







        up vote
        1
        down vote



        accepted






        This is an intersiting question. Please, consider the following example.



        library(memisc)
        # independent variables (IV) are dpi, ddpi, log(dpi) and log(ddpi)
        # control variables (CV) are pop15 and pop75
        mtable("Model 1" = lm(sr ~ dpi + pop15 + pop75, LifeCycleSavings),
        "Model 2" = lm(sr ~ ddpi + pop15 + pop75, LifeCycleSavings),
        "Model 3" = lm(sr ~ log(dpi) + pop15 + pop75, LifeCycleSavings),
        "Model 4" = lm(sr ~ log(ddpi) + pop15 + pop75, LifeCycleSavings))
        # looks like mtable appends new coefficients to the list of coefficients defined in the first model
        # output
        Calls:
        Model 1: lm(formula = sr ~ dpi + pop15 + pop75, data = LifeCycleSavings)
        Model 2: lm(formula = sr ~ ddpi + pop15 + pop75, data = LifeCycleSavings)
        Model 3: lm(formula = sr ~ log(dpi) + pop15 + pop75, data = LifeCycleSavings)
        Model 4: lm(formula = sr ~ log(ddpi) + pop15 + pop75, data = LifeCycleSavings)

        =====================================================================
        Model 1 Model 2 Model 3 Model 4
        ---------------------------------------------------------------------
        (Intercept) 31.457*** 28.125*** 36.304** 26.118***
        (7.482) (7.184) (10.511) (7.416)
        dpi -0.001
        (0.001)
        pop15 -0.492** -0.452** -0.506** -0.408**
        (0.149) (0.141) (0.154) (0.144)
        pop75 -1.568 -1.835 -1.649 -1.663
        (1.121) (0.998) (1.110) (1.009)
        ddpi 0.428*
        (0.188)
        log(dpi) -0.779
        (1.018)
        log(ddpi) 1.584*
        (0.722)
        ---------------------------------------------------------------------
        R-squared 0.274 0.337 0.271 0.332
        adj. R-squared 0.227 0.293 0.223 0.288
        sigma 3.939 3.767 3.948 3.780
        F 5.797 7.778 5.700 7.608
        p 0.002 0.000 0.002 0.000
        Log-likelihood -137.410 -135.171 -137.525 -135.355
        Deviance 713.767 652.606 717.054 657.424
        AIC 284.821 280.341 285.050 280.709
        BIC 294.381 289.902 294.610 290.269
        N 50 50 50 50
        =====================================================================


        We now want the IV (i.e. dpi, ddpi, log(dpi) and log(ddpi)) to appear first.



        Option 1



        # we will define a fake model which includes all the IVs
        mtables <- mtable("Model fake" = lm(sr ~ dpi + ddpi + log(dpi) + log(ddpi), LifeCycleSavings),
        "Model 1" = lm(sr ~ dpi + pop15 + pop75, LifeCycleSavings),
        "Model 2" = lm(sr ~ ddpi + pop15 + pop75, LifeCycleSavings),
        "Model 3" = lm(sr ~ log(dpi) + pop15 + pop75, LifeCycleSavings),
        "Model 4" = lm(sr ~ log(ddpi) + pop15 + pop75, LifeCycleSavings))
        # we will display mtables without the fake model
        mtables[2:5]
        # output
        Calls:
        Model 1: lm(formula = sr ~ dpi + pop15 + pop75, data = LifeCycleSavings)
        Model 2: lm(formula = sr ~ ddpi + pop15 + pop75, data = LifeCycleSavings)
        Model 3: lm(formula = sr ~ log(dpi) + pop15 + pop75, data = LifeCycleSavings)
        Model 4: lm(formula = sr ~ log(ddpi) + pop15 + pop75, data = LifeCycleSavings)

        =====================================================================
        Model 1 Model 2 Model 3 Model 4
        ---------------------------------------------------------------------
        (Intercept) 31.457*** 28.125*** 36.304** 26.118***
        (7.482) (7.184) (10.511) (7.416)
        dpi -0.001
        (0.001)
        ddpi 0.428*
        (0.188)
        log(dpi) -0.779
        (1.018)
        log(ddpi) 1.584*
        (0.722)
        pop15 -0.492** -0.452** -0.506** -0.408**
        (0.149) (0.141) (0.154) (0.144)
        pop75 -1.568 -1.835 -1.649 -1.663
        (1.121) (0.998) (1.110) (1.009)
        ---------------------------------------------------------------------
        R-squared 0.274 0.337 0.271 0.332
        adj. R-squared 0.227 0.293 0.223 0.288
        sigma 3.939 3.767 3.948 3.780
        F 5.797 7.778 5.700 7.608
        p 0.002 0.000 0.002 0.000
        Log-likelihood -137.410 -135.171 -137.525 -135.355
        Deviance 713.767 652.606 717.054 657.424
        AIC 284.821 280.341 285.050 280.709
        BIC 294.381 289.902 294.610 290.269
        N 50 50 50 50
        =====================================================================


        Option 2



        # stargazer can be an option
        library(stargazer)
        stargazer(lm(sr ~ dpi + pop15 + pop75, LifeCycleSavings),
        lm(sr ~ ddpi + pop15 + pop75, LifeCycleSavings),
        lm(sr ~ log(dpi) + pop15 + pop75, LifeCycleSavings),
        lm(sr ~ log(ddpi) + pop15 + pop75, LifeCycleSavings),
        type = "text", column.labels = c("Model 1", "Model 2", "Model 3", "Model 4"),
        model.numbers = FALSE)
        # output
        =====================================================================
        Dependent variable:
        ---------------------------------------
        sr
        Model 1 Model 2 Model 3 Model 4
        ---------------------------------------------------------------------
        dpi -0.001
        (0.001)

        ddpi 0.428**
        (0.188)

        log(dpi) -0.779
        (1.018)

        log(ddpi) 1.584**
        (0.722)

        pop15 -0.492*** -0.452*** -0.506*** -0.408***
        (0.149) (0.141) (0.154) (0.144)

        pop75 -1.568 -1.835* -1.649 -1.663
        (1.121) (0.998) (1.110) (1.009)

        Constant 31.457*** 28.125*** 36.304*** 26.118***
        (7.482) (7.184) (10.511) (7.416)

        ---------------------------------------------------------------------
        Observations 50 50 50 50
        R2 0.274 0.337 0.271 0.332
        Adjusted R2 0.227 0.293 0.223 0.288
        Residual Std. Error (df = 46) 3.939 3.767 3.948 3.780
        F Statistic (df = 3; 46) 5.797*** 7.778*** 5.700*** 7.608***
        =====================================================================
        Note: *p<0.1; **p<0.05; ***p<0.01


        Solution based on your data



        mtables <- mtable("Modell 0"=lm(DV ~ IV1 + IV2 + IV3),
        "Modell 1"=lm(DV ~ IV1 + CV1 + CV2),
        "Modell 2"=lm(DV ~ IV2 + CV1 + CV2),
        "Modell 3"=lm(DV ~ IV3 + CV1 + CV2))
        mtables[2:4]
        # or use stargazer() as above





        share|improve this answer














        This is an intersiting question. Please, consider the following example.



        library(memisc)
        # independent variables (IV) are dpi, ddpi, log(dpi) and log(ddpi)
        # control variables (CV) are pop15 and pop75
        mtable("Model 1" = lm(sr ~ dpi + pop15 + pop75, LifeCycleSavings),
        "Model 2" = lm(sr ~ ddpi + pop15 + pop75, LifeCycleSavings),
        "Model 3" = lm(sr ~ log(dpi) + pop15 + pop75, LifeCycleSavings),
        "Model 4" = lm(sr ~ log(ddpi) + pop15 + pop75, LifeCycleSavings))
        # looks like mtable appends new coefficients to the list of coefficients defined in the first model
        # output
        Calls:
        Model 1: lm(formula = sr ~ dpi + pop15 + pop75, data = LifeCycleSavings)
        Model 2: lm(formula = sr ~ ddpi + pop15 + pop75, data = LifeCycleSavings)
        Model 3: lm(formula = sr ~ log(dpi) + pop15 + pop75, data = LifeCycleSavings)
        Model 4: lm(formula = sr ~ log(ddpi) + pop15 + pop75, data = LifeCycleSavings)

        =====================================================================
        Model 1 Model 2 Model 3 Model 4
        ---------------------------------------------------------------------
        (Intercept) 31.457*** 28.125*** 36.304** 26.118***
        (7.482) (7.184) (10.511) (7.416)
        dpi -0.001
        (0.001)
        pop15 -0.492** -0.452** -0.506** -0.408**
        (0.149) (0.141) (0.154) (0.144)
        pop75 -1.568 -1.835 -1.649 -1.663
        (1.121) (0.998) (1.110) (1.009)
        ddpi 0.428*
        (0.188)
        log(dpi) -0.779
        (1.018)
        log(ddpi) 1.584*
        (0.722)
        ---------------------------------------------------------------------
        R-squared 0.274 0.337 0.271 0.332
        adj. R-squared 0.227 0.293 0.223 0.288
        sigma 3.939 3.767 3.948 3.780
        F 5.797 7.778 5.700 7.608
        p 0.002 0.000 0.002 0.000
        Log-likelihood -137.410 -135.171 -137.525 -135.355
        Deviance 713.767 652.606 717.054 657.424
        AIC 284.821 280.341 285.050 280.709
        BIC 294.381 289.902 294.610 290.269
        N 50 50 50 50
        =====================================================================


        We now want the IV (i.e. dpi, ddpi, log(dpi) and log(ddpi)) to appear first.



        Option 1



        # we will define a fake model which includes all the IVs
        mtables <- mtable("Model fake" = lm(sr ~ dpi + ddpi + log(dpi) + log(ddpi), LifeCycleSavings),
        "Model 1" = lm(sr ~ dpi + pop15 + pop75, LifeCycleSavings),
        "Model 2" = lm(sr ~ ddpi + pop15 + pop75, LifeCycleSavings),
        "Model 3" = lm(sr ~ log(dpi) + pop15 + pop75, LifeCycleSavings),
        "Model 4" = lm(sr ~ log(ddpi) + pop15 + pop75, LifeCycleSavings))
        # we will display mtables without the fake model
        mtables[2:5]
        # output
        Calls:
        Model 1: lm(formula = sr ~ dpi + pop15 + pop75, data = LifeCycleSavings)
        Model 2: lm(formula = sr ~ ddpi + pop15 + pop75, data = LifeCycleSavings)
        Model 3: lm(formula = sr ~ log(dpi) + pop15 + pop75, data = LifeCycleSavings)
        Model 4: lm(formula = sr ~ log(ddpi) + pop15 + pop75, data = LifeCycleSavings)

        =====================================================================
        Model 1 Model 2 Model 3 Model 4
        ---------------------------------------------------------------------
        (Intercept) 31.457*** 28.125*** 36.304** 26.118***
        (7.482) (7.184) (10.511) (7.416)
        dpi -0.001
        (0.001)
        ddpi 0.428*
        (0.188)
        log(dpi) -0.779
        (1.018)
        log(ddpi) 1.584*
        (0.722)
        pop15 -0.492** -0.452** -0.506** -0.408**
        (0.149) (0.141) (0.154) (0.144)
        pop75 -1.568 -1.835 -1.649 -1.663
        (1.121) (0.998) (1.110) (1.009)
        ---------------------------------------------------------------------
        R-squared 0.274 0.337 0.271 0.332
        adj. R-squared 0.227 0.293 0.223 0.288
        sigma 3.939 3.767 3.948 3.780
        F 5.797 7.778 5.700 7.608
        p 0.002 0.000 0.002 0.000
        Log-likelihood -137.410 -135.171 -137.525 -135.355
        Deviance 713.767 652.606 717.054 657.424
        AIC 284.821 280.341 285.050 280.709
        BIC 294.381 289.902 294.610 290.269
        N 50 50 50 50
        =====================================================================


        Option 2



        # stargazer can be an option
        library(stargazer)
        stargazer(lm(sr ~ dpi + pop15 + pop75, LifeCycleSavings),
        lm(sr ~ ddpi + pop15 + pop75, LifeCycleSavings),
        lm(sr ~ log(dpi) + pop15 + pop75, LifeCycleSavings),
        lm(sr ~ log(ddpi) + pop15 + pop75, LifeCycleSavings),
        type = "text", column.labels = c("Model 1", "Model 2", "Model 3", "Model 4"),
        model.numbers = FALSE)
        # output
        =====================================================================
        Dependent variable:
        ---------------------------------------
        sr
        Model 1 Model 2 Model 3 Model 4
        ---------------------------------------------------------------------
        dpi -0.001
        (0.001)

        ddpi 0.428**
        (0.188)

        log(dpi) -0.779
        (1.018)

        log(ddpi) 1.584**
        (0.722)

        pop15 -0.492*** -0.452*** -0.506*** -0.408***
        (0.149) (0.141) (0.154) (0.144)

        pop75 -1.568 -1.835* -1.649 -1.663
        (1.121) (0.998) (1.110) (1.009)

        Constant 31.457*** 28.125*** 36.304*** 26.118***
        (7.482) (7.184) (10.511) (7.416)

        ---------------------------------------------------------------------
        Observations 50 50 50 50
        R2 0.274 0.337 0.271 0.332
        Adjusted R2 0.227 0.293 0.223 0.288
        Residual Std. Error (df = 46) 3.939 3.767 3.948 3.780
        F Statistic (df = 3; 46) 5.797*** 7.778*** 5.700*** 7.608***
        =====================================================================
        Note: *p<0.1; **p<0.05; ***p<0.01


        Solution based on your data



        mtables <- mtable("Modell 0"=lm(DV ~ IV1 + IV2 + IV3),
        "Modell 1"=lm(DV ~ IV1 + CV1 + CV2),
        "Modell 2"=lm(DV ~ IV2 + CV1 + CV2),
        "Modell 3"=lm(DV ~ IV3 + CV1 + CV2))
        mtables[2:4]
        # or use stargazer() as above






        share|improve this answer














        share|improve this answer



        share|improve this answer








        edited Nov 10 at 18:43

























        answered Nov 9 at 16:44









        ANG

        3,9622620




        3,9622620



























             

            draft saved


            draft discarded















































             


            draft saved


            draft discarded














            StackExchange.ready(
            function ()
            StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstackoverflow.com%2fquestions%2f53227227%2fchange-order-of-appearance-of-independent-variables-in-regression-table-using-mt%23new-answer', 'question_page');

            );

            Post as a guest














































































            Popular posts from this blog

            Use pre created SQLite database for Android project in kotlin

            Darth Vader #20

            Ondo