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st: storing coefficients of reg3 command


From   "Armelini, Guillermo" <DOCGArmelini@iese.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: storing coefficients of reg3 command
Date   Tue, 19 Feb 2008 13:01:22 +0100

Dear Statalisters,
 
 
Sorry for posting a rather silly question, but after an in-depth search, I couldn't find in both, the stata list archive and other sources, what I wanted to do.
 
I need a stata code that allows me to store in a matrix the beta coefficients and the t statistic of B1. I have a database of 184 observation, and my approach consist in doing a kind of moving window analysis by which first I run the model with the 90 first observations, store the coefficient, then run it again with the observation between 5 and 95,store the coefficents in the second row, then with those between 10 and 100 and so on after achieving the end of the database (185 observation).
 
My model is very simple, and it will be run using reg3 command.
 
Y1=B1*Y2+B2*Z+E
 
Y2=B1*Y1+B2*H+E
 
Could you please give me some hints about how to write the code?
 
thank you
 
Guillermo


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