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st: Matrix

Subject   st: Matrix
Date   Mon, 21 Jul 2003 11:51:43 -0700

Dear All,

I have a two level data set: students nested within school. Assume a
simple case where there are only 4 variables:

Y: math achievement, the dependent variable
X: family background meausred in SEI, individual level covariate
Z: school - average SEI, school level covariate
S: school ID.

I want to estimate a series of simple regression of Y on X within each
context (each school), extract the coefficient vectors, and stack them 
(coefficient vector for each school) to form a coefficient matrix to
include coeffcient vectors for all schools. What is the best way to do
this? Thanks!

Shige Song
Department of Sociology, UCLA
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