I would like to know which is the easiest way to put a regression output (splm object) in TeX. Stargazer, texreg, latex does not recognize this type of object so the table would have to be done kind of manually. I already put the coefficients and standard errors in a matrix (standard error bellow) in the following way (each column is a different regression):
[,1] [,2] [,3] [,4] [,5] [,6]
lambda -0.550153770 -0.606755198 -1.0894505645 0.703821961 -0.560769652 -0.698232106
0.056878033 0.056878033 0.0568780329 0.056878033 0.056878033 0.056878033
rho 0.571742772 0.618236404 0.7365074175 -1.017060680 0.745559212 0.733598140
0.034064728 0.034064728 0.0340647282 0.034064728 0.034064728 0.034064728
However I don't know how to put to this matrix the stars (if they are in a vector), parenthesis to the standard errors, and finally put that matrix to TeX including the rownames.
It's not a perfect answer but you can piece together something
smry <- summary(splm_lag)
pander(data.frame(R.Square = smry$rsqr))
pander(smry$CoefTable)
----------
R.Square
----------
0.9161
----------
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Estimate Std. Error t-value Pr(>|t|)
-------------------------- ---------- ------------ --------- ----------
**lambda** 0.574 0.05808 9.883 4.943e-23
**PC1** -0.06165 0.03741 -1.648 0.09931
**PC2** 0.05824 0.02296 2.537 0.01118
**PC3** 0.02966 0.01937 1.531 0.1258
**PC4** -0.04165 0.02289 -1.82 0.06879
**I(as.numeric(years))** 0.03059 0.00939 3.258 0.001122
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