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st: Saving or generate variables for regression coefficients


From   Ferdinand Siagian <fsiagian@maine.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Saving or generate variables for regression coefficients
Date   Wed, 21 Oct 2009 14:50:40 -0400

I mean industry not company. There are many companies in each industry.

So, I regress:

By industry year: Y X1 X2 X3 X4 X5

My question: if there are 20 industries with 10 years of data in each
industry, I will have 200 sets of coefficients. How do I save those data or
generate variables for those coefficients?

Thanks,
Ferdinand

______________________________________________________________________
Dear Statalist,

How can I save or generate variables for regression coefficients when I
regress data by company and year?

This is the command that I use:

By company year: regress Y X1 X2 X3 X4 X5

If there are 20 companies with 10 years of data each, I will have 200 sets
of coefficients. How do I save those data or generate variables for those
coefficients?

Thanks,
Ferdinand


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