Unprecise p-values in Stargazer

Question

I want the same stars for significancies in regression output in stargazer as in the \"normal output\".

I produce data

library(\"stargazer\"); library(\"         


        

Answer 1

You need to provide the p values associated with your coeftest. From the man page.

p a list of numeric vectors that will replace the default p-values for each model. Matched by element names. These will form the basis of decisions about significance stars

The following should work.

test <- coeftest(model, vcov = vcovHC(model, type="HC3"))
ses <- test[, 2]
pvals <- test[, 4]
stargazer(model, type="text", p=pvals, se=ses)

This provides the following.

===============================================
                        Dependent variable:    
                    ---------------------------
                              log(y)           
-----------------------------------------------
x                            -0.00005          


Constant                     6.956***          
                              (0.003)          

-----------------------------------------------
Observations                    100            
R2                             0.026           
Adjusted R2                    0.016           
Residual Std. Error       0.027 (df = 98)      
F Statistic             2.620 (df = 1; 98)     
===============================================
Note:               *p<0.1; **p<0.05; ***p<0.01