Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Extracting coefficients from a linear regression


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Extracting coefficients from a linear regression
Date   Fri, 8 Jul 2011 09:45:22 +0200

On Fri, Jul 8, 2011 at 8:01 AM, Dawood Ashraf <dawood_ashraf@yahoo.com> wrote:
> I am running more than 200 simple linear regression models (bys id: reg var1 var2) with Newey-West hetroscedasticity and autocorrelation robust standard errors and looking for a command in Stata that will store the coefficients (a and b), and SEs as separate variables for further analysis? There are a number of ways available in Stata that can store both coefficients and SEs. I've looked at "parmest"  but parmest store the results of the last regression only.

-parmest- is user written. The Statalist FAQ asks you to specify where
you got your version of user written software from.

In my version of -parmest- (installed from SSC) the helpfile says that
there is a second command in the package called -parmby-. Did you take
a look at that?

-- Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index