Stop escape of latex math characters in Stata and estout

latex, stata

Solution

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.

Problem

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?

Original source