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Re: st: Extracting coefficients from a linear regression

From   Christopher Baum <>
To   "" <>
Subject   Re: st: Extracting coefficients from a linear regression
Date   Fri, 8 Jul 2011 09:51:06 -0400

On Jul 8, 2011, at 2:33 AM, Dawood 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. Is there a simpler procedure or a single command that can store coefficients and SE for all models as variables?

No need for user-written routines here. Check out the second example on -statsby-.

Kit Baum   |   Boston College Economics & DIW Berlin   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

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