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st: RE: Saving slope and y-intercept from "by" regression


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Saving slope and y-intercept from "by" regression
Date   Mon, 22 Jul 2002 17:41:41 +0100

Dale Steele
> 
> Given the dataset below, for each idnum, I would like to 
> create two new
> variables which summarize the least squares relationship 
> between lcresponse
> and lresistnc.   Ie. newvar1=slope, newvar2 = y-intercept.
> 
> The following command using "by" generates regression 
> output for each idnum:
>     by idnum: regress lcresponse lresistnc
> 
> However, I'm stuck on how to  save the slope '_b[lresistnc]'
> and yint '-b[_cons]' as new variables for each idnum.
> 
>     Thanks...
> 
> 
>          idnum  lcresponse    lresistnc
>   1.       401          .          .
>   2.       401   .3579348     .39794
>   3.       401   .5587085     .69897
>   4.       401   .6627578          1
>   5.       401    .888741    1.30103
>   6.       401    .923244   1.477121
>   7.       402          .          .
>   8.       402   .0253059     .39794
>   9.       402    .071882     .69897
>  10.       402   .5658478          1
>  11.       402    .748188    1.30103
>  12.       402   .9314579   1.477121
>  13.       500          .          .
>  14.       500    -.39794     .39794
>  15.       500   .2741579     .69897
>  16.       500   .4183013          1
>  17.       500   .7041505    1.30103
>  18.       500   .7512791   1.47712
> ...
> 

I have some doubts on handing you a loaded gun, but 
you can do this with 

statsby "regress lcresponse lresistnc" _b , by(idnum) 

If you want to keep these results in the same 
data set, do something like 

sort idnum 
save main 
statsby "regress lcresponse lresistnc" _b , by(idnum) 
sort idnum 
merge idnum using main 

Nick 
n.j.cox@durham.ac.uk 
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