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st: Re: how to use command to obtain the coefficient in a regression?


From   "Joseph Coveney" <jcoveney@bigplanet.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: how to use command to obtain the coefficient in a regression?
Date   Wed, 25 Apr 2012 10:27:25 +0900

Poro Zhang wrote:

I am using "Program Define" to do Monte Carlo Simulation for regression. I want
to repeat the simulation for 10000 times and test whether the mean of the
coefficient_hat equals the true value. However, I just cannot find the e(class)
for the coefficient to complete the command " return scalar XXX=XXX"

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

The easiest way is to use the underscore variable. For example, after a 
single-equation regression command, it would be:

	return scalar XXX = _b[XXX]

where XXX is the name of your regression coefficient.

See your Stata user's manual Volume [U]. Section 13.5 (and Section 13.4) for 
more details.

It's also described in the Stata online help for underscore variables.  Type

	help _variables

at the command line.

Joseph Coveney


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