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Re: st: Re: Basic question on "estimates"


From   Philipp Rehm <Philipp.Rehm@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: Basic question on "estimates"
Date   Tue, 26 Sep 2006 21:57:40 +0200

You also may want to check out a user-written program called parmest ("search parmby", "search parmby").

Ph

Pancho Villa wrote:

The problem with "statsby" is that if the regression is weighted, it
doesn't work.  And my regressions are weighted.  It seems that
"statsby" works with plain vanilla OLS regressions, but not for other
procedures I'm using.

Thanks for the replies.

Doroteo

On 9/26/06, Michael Blasnik <michael.blasnik@verizon.net> wrote:
...

In addition to the other reply, you may want to check out -statsby- to
create a dataset of results.

Michael Blasnik

----- Original Message -----
From: "Pancho Villa" <panchovillainnyc@gmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, September 26, 2006 3:26 PM
Subject: st: Basic question on "estimates"


>I browsed the list archives for an answer to this.  Unfortunately, the
> related material I found was too advanced for my limited Stata skills
> and my little problem:
>
> I'm using the "by" command to sub-sample my data and run a bunch of
> regressions (hundreds) and I'm interested in listing (as columns
> indexed by my "by" variable) the estimated coefficients, the t values
> of some of the regressors, and the adj-R2s in a text format so that I
> can open them with Excel, etc.  That's it.
>
> I cannot use "estimate store" because it only saves the estimates of
> the last regression.  I don't want to run each regression separately
> to be able to store each set of estimates and then tabulate them all.

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