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Re: st: AW: AW: Saving or generate variables for regression coefficients


From   Ferdinand Siagian <fsiagian@maine.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: AW: AW: Saving or generate variables for regression coefficients
Date   Wed, 21 Oct 2009 15:08:17 -0400

Thank you very much Martin.

Best,
Ferdinand


On 10/21/09 2:57 PM, "Martin Weiss" <martin.weiss1@gmx.de> wrote:

> 
> <> 
> 
> 
> Ok, my concern was alleviated by your new info that there are many firms
> within an industry. Cheers!
> 
> 
> 
> HTH
> Martin
> 
> 
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Martin Weiss
> Gesendet: Mittwoch, 21. Oktober 2009 20:50
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: AW: Saving or generate variables for regression coefficients
> 
> 
> <> 
> 
> 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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