You have three options:
Here all coefficients are different for different values of d:
forvalues i = 1/100 {
reg y a b c if d ==`i'
}
Here only the coefficient of c changes with values of d (and the coefficient of c is the coefficient when d is that specific value of d):
forvalues i = 1/100 {
gen dum = d~=`i'
gen dumXc =dum*c
di "d = " `i'
reg y a b c dum dumXc
capture drop dum dumXc
}
A more parsimonious model is obtained if you are willing to assume that the parameter of c changes linearly with d. In this case you can just use an interaction term. Here the coefficient of c is the effect of c when d = 0 and the coefficient of dXc is how much the effect of c changes when d increases with one unit:
gen dXc = d*c
reg y a b c d dXc
HTH,
Maarten
-----Original Message-----
From: [email protected] [mailto:[email protected]]On Behalf Of FUKUGAWA, N.
Sent: dinsdag 13 september 2005 15:02
To: [email protected]
Subject: st: Listing coefficient of one variable
Dear all,
Suppose we run a regression model as follows
reg y a b c
and want to know how coefficient of "c" varies according to "d",
how can I write a program?
Note: "d" is integer between 1 and 100 and does not appear in the model and we
do not want to write 100 programs such as
reg y a b c if d==1.
Thanks in advance.
--
FUKUGAWA Nobuya, Ph.D.
[email protected]
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