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


From   =?gb2312?B?1cW48Q==?= <rereach@sohu.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: How Can I Fetch The Estimated Parameters?
Date   Wed, 26 Jul 2006 20:06:58 +0800

Thanks for Roger's instruction and codes. I believe I can handle the problem
with the command "parmest" now.
Another question is, why the command "statsby" does not work with my stata 8
se. ?
The error information shows stata 8 is not supported, why?

. statsby "regress return ireturn" _b
version 8.2 not supported
r(9);

Thanks.
Alex


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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