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RE: 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   RE: st: How to retrieve coefficient of a model using "by company name:..."
Date   Sun, 30 Oct 2011 03:32:17 +0000

Dear Robson:

Thanks for your suggestion. I will try it on Monday when I am in the office. Bye!

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)
________________________________________
From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of Robson Glasscock [glasscockrc@vcu.edu]
Sent: Saturday, October 29, 2011 5:27 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: How to retrieve coefficient of a model using "by company name:..."

Hi Stephen,
Take a look at -help ereturn- and -help postest-
Regression coefficients are saved in the e(b) matrix subsequent to
estimation. One of Stata's loop commands (-foreach- etc.) may be used
to automate the process.

best,
Robson Glasscock

On Sat, Oct 29, 2011 at 4:29 PM, Owusu-Ansah, Stephen <sowus2@uis.edu> wrote:
> 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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>

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