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st: AW: Saving or generate variables for regression coefficients


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: Saving or generate variables for regression coefficients
Date   Wed, 21 Oct 2009 20:50:17 +0200

<> 

BTW, is there another "level" involved? B/c otherwise, those regression will
have one firm-year observation to determine six coefficients, and that is
not going to end well...





HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Ferdinand
Siagian
Gesendet: Mittwoch, 21. Oktober 2009 20:45
An: statalist@hsphsun2.harvard.edu
Betreff: st: Saving or generate variables for regression coefficients

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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