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st: RE: regression coefficient by group


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: regression coefficient by group
Date   Mon, 5 Dec 2011 18:35:25 +0000

. help statsby 

Nick 
n.j.cox@durham.ac.uk 

Rui Zeng

 I want to collapse my dataset by a group variable and retain the regression coefficient of the independent variables. In other  words, I'd like to be able to do something like:

by group: egen regression coefficients =regress(var1 var2 var3 var4)
collapse corr12, by(group)
 

I know I can do:
by group: regress var1 var2 var3 var4
but I want to save the results and do further analysis on them rather than just displaying them.
 

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