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st: Compute means of coefficients


From   Christoph Merkle <[email protected]>
To   [email protected]
Subject   st: Compute means of coefficients
Date   Fri, 08 Aug 2008 00:05:15 +0200

Hi,

I'm using the code below for year-by-year regressions in a panel. Is there some possibility to calculate the means of the regression coefficients conveniently in STATA? And also the t-statistics for the means?
(Would that mean to create a variable from the coefficients first or is there a direct approach?)

forvalues year = 1964/1996 {
reg Y_A V_A DD D_BE if year == `year'
}

Thanks

Christoph Merkle
PhD Student
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