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st: RE: How Can I Fetch The Estimated Parameters?


From   "Newson, Roger B" <r.newson@imperial.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: How Can I Fetch The Estimated Parameters?
Date   Wed, 26 Jul 2006 11:09:48 +0100

You might like to use either the official Stata program -statsby- or the -parmest- package, downloadable from SSC. -statsby- creates an output dataset (or resultsset) with one observation per by-group and data on statistics chosen by the user. -parmby- (part of the -parmest- package) creates a resultsset with 1 observation per parameter per by-group and data on estimates, confidence limits, P-values and other statistics. In Stata, type

ssc desc parmest

to find more about -parmest-.

I hope this helps.

Roger


Roger Newson
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London 
Royal Brompton campus 
Room 33, Emmanuel Kaye Building 
1B Manresa Road
London SW3 6LR
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk 
www.imperial.ac.uk/nhli/r.newson/

Opinions expressed are those of the author, not of the institution.

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of ??
Sent: 26 July 2006 07:18
To: statalist@hsphsun2.harvard.edu
Subject: st: How Can I Fetch The Estimated Parameters? 

Hi, friends:
  I regressed many equations (i.e. the CAPM), and I have difficulties in collecting the parameters (i.e. the Betas). Is there any batch command for that?  Or can we program with a loop to collect them?
  
  I used the Stata 8 and wrote the following command to process a panel data as follows:

 by fundcode: regress fundreturn index

Then it reported the outcome for each fund (there are about 200 funds). Now how can we collect the estimated parameters from them?

Thanks a lot.



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