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st: How to retrieve coefficient of a model using "by company name:..."


From   "Owusu-Ansah, Stephen" <sowus2@uis.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: How to retrieve coefficient of a model using "by company name:..."
Date   Sat, 29 Oct 2011 20:29:30 +0000

I have just run a regression "by company_name:", which gives me regression statistics for each company
in my dataset as shown below, for example:

by company_name: reg return spci_rm
_________________________________________________________________
-> company_name = AGL RESOURCES INC

      Source |       SS       df       MS                             Number of obs =  60
-------------+--------------------------------------           F(  1,    58)      =  6.07
       Model |  .013284831     1  .013284831             Prob > F          =  0.0168
    Residual |  .127033783    58  .002190238           R-squared       =  0.0947
-------------+-------------------------------------            Adj R-squared =  0.0791
       Total |  .140318614    59  .002378282             Root MSE         =  .0468

----------------------------------------------------------------------------------------------
      return |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+-------------------------------------------------------------------------------
     spci_rm |   .4204443   .1707167     2.46   0.017     .0787176    .7621709
       _cons |  -.0011355   .0061018    -0.19   0.853    -.0133496    .0110786
----------------------------------------------------------------------------------------------

_______________________________________________________________
-> company_name = ALLEGHENY ENERGY INC

      Source |       SS       df       MS                             Number of obs =  60
-------------+--------------------------------------           F(  1,    58)      =  8.18
       Model |  .010267679     1  .010267679             Prob > F          =  0.0059
    Residual |  .072769554    58  .001254647           R-squared       =  0.1237
-------------+-------------------------------------            Adj R-squared =  0.1085
       Total |  .083037232    59  .001407411             Root MSE         = .03542

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


Now, I want to make use of the estimated coefficient for each company on the only variable in the
above model, spci_rm, to run another regression. How can I get these coefficients automatically 
transferred or summarized by company to be transferred to another dataset without manually
inputing the coefficients in the dataset for the second regression that I want to run.

I look forward to hearing from somebody soon. Thanks.

Regards,

Stephen

Stephen Owusu-Ansah, PhD, CIA, CBM
Associate Professor of Accountancy
Associate Editor, Journal of Accounting in Emerging Economies (JAEE)
Associate Editor, Research in Accounting in Emerging Economies (RAEE)
Department of Accountancy, UHB 4077
College of Business and Management
University of Illinois Springfield
One University Plaza, MS UHB 4093
Springfield, IL 62703-5407
U.S.A.

Tel: +1-217-206-8254
Fax: +1-217-206-7543
E-Mail: sowus2@uis.edu (Official)
            stoansah@yahoo.com (Private)
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