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Re: st: Extracting coefficients from a linear regression


From   Dawood Ashraf <dawood_ashraf@yahoo.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Extracting coefficients from a linear regression
Date   Fri, 8 Jul 2011 20:32:05 -0700 (PDT)

Thanks Martin. It worked out very well. I used findit to install "parmest" and it did not install the whole package. Now I have installed it from SSC and have the full package.


----- Original Message -----
From: Maarten Buis <maartenlbuis@gmail.com>
To: statalist@hsphsun2.harvard.edu
Cc: 
Sent: Friday, July 8, 2011 10:45:22 AM
Subject: Re: st: Extracting coefficients from a linear regression

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
--------------------------

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