The result is not perfect, though, as the parenthesisparentheses are not very well positioned – I had to make a manual correction in one of the cells, but I think it is acceptable.
Adjusted some parameters in order tomake the result look more like the OP's example
Bernard
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\documentclass{article} \usepackage[utf8]{inputenc} \usepackage[lf, mathtabular]{MinionPro} \usepackage[nomarginpar, textwidth = 15cm]{geometry} \usepackage{array, threeparttable, booktabs, caption} \usepackage{makecell}% \usepackage{siunitx}% \usepackage{microtype} \DeclareCaptionFormat{display}{\textls*[250]{\bfseries\MakeUppercase{#1}}\\ #3\\[0.8ex]#3} \captionsetup{format=display, skip =-0.2ex} \begin{document} \setcounter{table}{6} \begin{table}[h] \centering\small%\renewcommand{\tabcolsep}{5pt} \begin{threeparttable} \caption{\textit{Sample Selection}} % \sisetup{table-figures-integer =1,table-figures-decimal =3, table-number-alignment=center, % table-align-text-pre=false,table-align-text-post=false,table-space-text-pre={(}, table-space-text-post={)}}%, parse-numbers=false \begin{tabular}{@{}l*{8}{S}@{}} \toprule\toprule% Variables & {\thead{(I)\\\emph{ADA}\\Model (1.43)}} &{\thead{(II)\\\emph{GCONCERN}\\Model}} & {\thead{(III)\\\emph{MEET}\\Model}} & {\thead{(IV)\\\emph{LOGFEES}\\Model}} & {\thead{(V)\\\emph{ADA}\\Model}} & {\thead{(VI)\\\emph{GCONCERN}\\Model}} & {\thead{(VII)\\\emph{MEET}\\Model}} & {\thead{(VIII)\\\emph{LOGFEES}\\Model}}\\ \midrule \addlinespace \emph{NLEAD} & 0.000 & -0.037 & 0.0301 & 0.006 & & & & \\% &{(}0.15{)} & {(}-0.16{)}& {(}0.35{)} & {(}0.36{)} & & & & \\% \addlinespace \emph{CLEAD} & & & & & 0.000 & -0.038 & -0.098 & 0.020 \\ & & & & & {(}0.22{)} & {(}0.21{)} & {(}0.92{)} & {(\kern -0.025em}1.43{)} \\ \addlinespace Observations & {75,188}&{6,077} & {11,165} & {24,279} & {23,306} & {3,856} & {5,632} & {16,388}\\ \addlinespace Adjusted $R²$ & 0.045 & 0.149 & 0.026 & 0.694 & 0.041 & 0.155 & 0.027 & 0.711\\% \addlinespace \bottomrule \end{tabular} % \begin{tablenotes} \small \item This is where authors provide additional information about the data, including whatever notes are needed. \end{tablenotes} \end{threeparttable} \end{table} \end{document} 
\documentclass{article} \usepackage[utf8]{inputenc} \usepackage[lf, mathtabular]{MinionPro} \usepackage[nomarginpar, textwidth = 15cm]{geometry} \usepackage{array, threeparttable, booktabs, caption} \usepackage{makecell}% \usepackage{siunitx}% \usepackage{microtype} \DeclareCaptionFormat{display}{\textls*[250]{\bfseries\MakeUppercase{#1}}\\ #3} \captionsetup{format=display} \begin{document} \setcounter{table}{6} \begin{table}[h] \centering\small%\renewcommand{\tabcolsep}{5pt} \begin{threeparttable} \caption{\textit{Sample Selection}} % \sisetup{table-figures-integer =1,table-figures-decimal =3, table-number-alignment=center, % table-align-text-pre=false,table-align-text-post=false,table-space-text-pre={(}, table-space-text-post={)}}%, parse-numbers=false \begin{tabular}{@{}l*{8}{S}@{}} \toprule\toprule% Variables & {\thead{(I)\\\emph{ADA}\\Model (1.43)}} &{\thead{(II)\\\emph{GCONCERN}\\Model}} & {\thead{(III)\\\emph{MEET}\\Model}} & {\thead{(IV)\\\emph{LOGFEES}\\Model}} & {\thead{(V)\\\emph{ADA}\\Model}} & {\thead{(VI)\\\emph{GCONCERN}\\Model}} & {\thead{(VII)\\\emph{MEET}\\Model}} & {\thead{(VIII)\\\emph{LOGFEES}\\Model}}\\ \midrule \addlinespace \emph{NLEAD} & 0.000 & -0.037 & 0.0301 & 0.006 & & & & \\% &{(}0.15{)} & {(}-0.16{)}& {(}0.35{)} & {(}0.36{)} & & & & \\% \addlinespace \emph{CLEAD} & & & & & 0.000 & -0.038 & -0.098 & 0.020 \\ & & & & & {(}0.22{)} & {(}0.21{)} & {(}0.92{)} & {(\kern -0.025em}1.43{)} \\ \addlinespace Observations & {75,188}&{6,077} & {11,165} & {24,279} & {23,306} & {3,856} & {5,632} & {16,388}\\ \addlinespace Adjusted $R²$ & 0.045 & 0.149 & 0.026 & 0.694 & 0.041 & 0.155 & 0.027 & 0.711\\% \addlinespace \bottomrule \end{tabular} % \begin{tablenotes} \small \item This is where authors provide additional information about the data, including whatever notes are needed. \end{tablenotes} \end{threeparttable} \end{table} \end{document}
\documentclass{article} \usepackage[utf8]{inputenc} \usepackage[lf, mathtabular]{MinionPro} \usepackage[nomarginpar, textwidth = 15cm]{geometry} \usepackage{array, threeparttable, booktabs, caption} \usepackage{makecell}% \usepackage{siunitx}% \usepackage{microtype} \DeclareCaptionFormat{display}{\textls*[250]{\bfseries\MakeUppercase{#1}}\\[0.8ex]#3} \captionsetup{format=display, skip =-0.2ex} \begin{document} \setcounter{table}{6} \begin{table}[h] \centering\small%\renewcommand{\tabcolsep}{5pt} \begin{threeparttable} \caption{\textit{Sample Selection}} % \sisetup{table-figures-integer =1,table-figures-decimal =3, table-number-alignment=center, % table-align-text-pre=false,table-align-text-post=false,table-space-text-pre={(}, table-space-text-post={)}}%, parse-numbers=false \begin{tabular}{@{}l*{8}{S}@{}} \toprule\toprule% Variables & {\thead{(I)\\\emph{ADA}\\Model (1.43)}} &{\thead{(II)\\\emph{GCONCERN}\\Model}} & {\thead{(III)\\\emph{MEET}\\Model}} & {\thead{(IV)\\\emph{LOGFEES}\\Model}} & {\thead{(V)\\\emph{ADA}\\Model}} & {\thead{(VI)\\\emph{GCONCERN}\\Model}} & {\thead{(VII)\\\emph{MEET}\\Model}} & {\thead{(VIII)\\\emph{LOGFEES}\\Model}}\\ \midrule \addlinespace \emph{NLEAD} & 0.000 & -0.037 & 0.0301 & 0.006 & & & & \\% &{(}0.15{)} & {(}-0.16{)}& {(}0.35{)} & {(}0.36{)} & & & & \\% \addlinespace \emph{CLEAD} & & & & & 0.000 & -0.038 & -0.098 & 0.020 \\ & & & & & {(}0.22{)} & {(}0.21{)} & {(}0.92{)} & {(\kern -0.025em}1.43{)} \\ \addlinespace Observations & {75,188}&{6,077} & {11,165} & {24,279} & {23,306} & {3,856} & {5,632} & {16,388}\\ \addlinespace Adjusted $R²$ & 0.045 & 0.149 & 0.026 & 0.694 & 0.041 & 0.155 & 0.027 & 0.711\\% \addlinespace \bottomrule \end{tabular} % \begin{tablenotes} \small \item This is where authors provide additional information about the data, including whatever notes are needed. \end{tablenotes} \end{threeparttable} \end{table} \end{document}
Here is an (hopefully) almost complete solution, which consists in defining a new display caption style, and loading makecell (allows the use of \\ in cells), siunitxto align vertically the decimal markers thanks to the S column type and, more anecdotically, microtype to have some letter spacing in the caption.
The result is not perfect, though, as the parenthesis are not very well positioned – I had to make a manual correction in one of the cells, but I think it is acceptable.
\documentclass{article} \usepackage[utf8]{inputenc} \usepackage[lf, mathtabular]{MinionPro} \usepackage[nomarginpar, textwidth = 15cm]{geometry} \usepackage{array, threeparttable, booktabs, caption} \usepackage{makecell}% \usepackage{siunitx}% \usepackage{microtype} \DeclareCaptionFormat{display}{\textls*[250]{\bfseries\MakeUppercase{#1}}\\ #3} \captionsetup{format=display} \begin{document} \setcounter{table}{6} \begin{table}[h] \centering\small%\renewcommand{\tabcolsep}{5pt} \begin{threeparttable} \caption{\textit{Sample Selection}} % \sisetup{table-figures-integer =1,table-figures-decimal =3, table-number-alignment=center, % table-align-text-pre=false,table-align-text-post=false,table-space-text-pre={(}, table-space-text-post={)}}%, parse-numbers=false \begin{tabular}{@{}l*{8}{S}@{}} \toprule\toprule% Variables & {\thead{(I)\\\emph{ADA}\\Model (1.43)}} &{\thead{(II)\\\emph{GCONCERN}\\Model}} & {\thead{(III)\\\emph{MEET}\\Model}} & {\thead{(IV)\\\emph{LOGFEES}\\Model}} & {\thead{(V)\\\emph{ADA}\\Model}} & {\thead{(VI)\\\emph{GCONCERN}\\Model}} & {\thead{(VII)\\\emph{MEET}\\Model}} & {\thead{(VIII)\\\emph{LOGFEES}\\Model}}\\ \midrule \addlinespace \emph{NLEAD} & 0.000 & -0.037 & 0.0301 & 0.006 & & & & \\% &{(}0.15{)} & {(}-0.16{)}& {(}0.35{)} & {(}0.36{)} & & & & \\% \addlinespace \emph{CLEAD} & & & & & 0.000 & -0.038 & -0.098 & 0.020 \\ & & & & & {(}0.22{)} & {(}0.21{)} & {(}0.92{)} & {(\kern -0.025em}1.43{)} \\ \addlinespace Observations & {75,188}&{6,077} & {11,165} & {24,279} & {23,306} & {3,856} & {5,632} & {16,388}\\ \addlinespace Adjusted $R²$ & 0.045 & 0.149 & 0.026 & 0.694 & 0.041 & 0.155 & 0.027 & 0.711\\% \addlinespace \bottomrule \end{tabular} % \begin{tablenotes} \small \item This is where authors provide additional information about the data, including whatever notes are needed. \end{tablenotes} \end{threeparttable} \end{table} \end{document}