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Re: st: save coefficients from a fixed effect regression


From   Roger Newson <r.newson@imperial.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: save coefficients from a fixed effect regression
Date   Fri, 17 Sep 2010 13:57:29 +0100

Priscila did not specify the version of Stata being used. If Priscila is using Stata Version 11, then the best strategy would be to download the packages -parmest-, -descsave- and -fvregen- from SSC (as recommended by Martin), and to reconstruct the factor in the output dataset (or resultsset) using these 3 packages, as demonstrated in Newson (2010). However, if Priscila is using an earlier version of Stata, then it would be a better idea to download the packages -parmest-, -decsave- and -factext- from my website by typing, in Stata,

net from http://www.imperial.ac.uk/nhli/r.newson/

and installing versions of these 3 packages compatible with Priscila's Stata version. Priscila could then use -parmest-, -descsave- and -factext- together as demonstrated in Newson (2002).

I hope this helps.

Best wishes

Roger


References

Newson RB. Post-parmest peripherals: fvregen, invcise, and qqvalue. Presented at the 16th UK Stata User Meeting, 9-10 September, 2010. Download from
http://www.imperial.ac.uk/nhli/r.newson/usergp.htm#uk2010

Newson R. Creating plots and tables of estimation results using parmest and friends. Presented at the 8th UK Stata User Meeting, 20-21 May, 2002. Download from
http://www.imperial.ac.uk/nhli/r.newson/usergp.htm#uk2002


Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

Opinions expressed are those of the author, not of the institution.

On 17/09/2010 08:32, Martin Weiss wrote:
<>
Try -ssc d parmest- with the dummy strategy.

HTH
Martin

-original message-
Subject: st: save coefficients from a fixed effect regression
From:<delibera@illinois.edu>
Date: 17-09-2010 02:56

Dear all

I need to run a fixed effect regression and I would like to know how to save
the estimated coefficients from all the "fixed effects".

I can either run xtreg with the "fe" option or I can run the
regression including all dummies for each fixed effect (using the xi
command).

Thanks a lot
Priscila
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