# Re: st: How can I filter the results with FE regression?

 From Ulrich Kohler To statalist@hsphsun2.harvard.edu Subject Re: st: How can I filter the results with FE regression? Date Tue, 25 Apr 2006 08:50:00 +0200

```Ilker Kaya asked:
> > I am currently running thousands of fixed effect regressions with panel
> > data time series but the independent variable I am interested in is same
> > across all regressions. Right now I am manually reviewing all results
> > and trying to get the significant ones at alpha= 0.05 level. This
> > process is taking a lot of time so is there any way to report only the
> > results that satisfy this significance level only for that variable? For
> > example I have 20 independent variables (1 to 20) and I am running all
> > possible combinations but I only care about variable 4. How can I only
> > see the results that variable 4 are significant in?  I would really
> > appreciate any help on this problem. Thanks in advance....
> >
> > Ilker Kaya

I would propose to display or collect the coefficients in a loop.

Here is a starter for the display approach:

---------------------
forvalues i=1/1000 {
quietly xtreg depvar indep1 indep2 indep3 indep4 if xyz == `i'
display _b[indep4] " " _se[indep4]  " " _b[indep4]/_se[indep4] <= 1.96
}
-----------------------

This displays the coefficient of independent variable 4, along with its
standard error and a 0 or 1 depending on whether the coefficient is
significant or not.

Here is a starter for the collect approach:

-----------------
postfile coefs i b se t using results
forvalues i=1/1000 {
quietly xtreg depvar indep1 indep2 indep3 indep4 if xyz == `i'
post coefs (`i') (_b[indep4]) (_se[indep]) (_b[indep4]/_se[indep4])
}
postclose coefs
-----------------

This saves the coefficients in questions, their standard errors and their
t-value in the Stata file "results.dta". You can open this file with -use
results, clear- and do what ever you like.

The major problem will be to set up the loop for the 1000 regressions. We need
N.J. Speaking Stata: How to face lists with fortitude. The Stata Journal ,
2002, 2, 202-222 ". There is also a section on -foreach- and -forvalues- in
the book  "Data Analysis Using Stata", written by Frauke Kreuter and myself,
which is available at the Stata bookstore.

Uli

--
kohler@wz-berlin.de
+49 (030) 25491-361
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```