Question

The estout command in Stata will always escape underscores if a variable label has such a character. For example, running this after a simple regression and then

qui sum res, d
estadd scalar test = r(mean)

and outputting to a tex file:

esttab using "filename.tex", stats(r2 test, labels("\$R^2\$"  "\$T_i\$")) se r2  
star(* 0.10 ** 0.05  *** 0.01) label   replace   fragment nomtitles  
coeflabels(_cons "$\alpha\$") nonumbers  tex

will create a string $T\_i$ in the filename.tex output. Trying a label \$\beta=char(95)'{HML}\$` results in the same behavior. Apparently, the ‘outreg2’ command is smart enough to not escape this character if it sees it is in math mode, but estout did not inherit such behavior. Is there a smart way to stop the escape of the underscore?

Answer 1

To use latex characters such as the underscore, simply add the “substitute” option to the end of esttab. For underscores, your labels look like

label var "\$\beta_i\$"

so add

...substitute(\_ _)

to the ‘estadd’ command.