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RE: st: RE: RE: Standard Errors


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: RE: Standard Errors
Date   Tue, 28 Nov 2006 14:41:26 +0100

---Yuksel wrote:
> However, what i need to do in my current work is to take the
> three year average of OLS coefficients of the same regressor
> and find some standard error for that. My command of
> statistics is not great, so the answer might be simpler than
> you think.

Yuksel:
Averaging the regression coefficients is a lot more complicated
then you think, and certainly more complicated then the approach
I suggested. All you need to do is type:

reg yeardummie1 yeardummie2 explanatoryvariable

(where yeardummie1, yeardummie2, explanatoryvariable are replaced
by the appropriate variable names) and you'll get the effect you
want and the standard error.
HTH,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------



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