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st: Averaging coefficients across datasets


From   Carlos Rodriguez <carlosrodriguez1993@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Averaging coefficients across datasets
Date   Thu, 12 Feb 2009 11:09:55 -0800

Dear all,

I have 10 imputed datasets and need to run regressions on each of them
and then average the coefficients on the explanatory variables across
them. Unformatunately for my purposes, neither Zelig nor miest or
Clarif would work.  I'm doing it by hand: running each of my many
regressions on each of my 10 datasets and then calculating the average
for each of my many expalnatory varaibles.  This is obvioulsy highly
inefficient, so I thought I'd ask you if there's a command that would
do it in Stata automatically or some more efficient way to go about
it?
thanks so much
Carlos
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