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st: using subgroup regression coefficients in further regressions


From   Peter Hofmann <maxl@sunrise.ch>
To   statalist@hsphsun2.harvard.edu
Subject   st: using subgroup regression coefficients in further regressions
Date   Thu, 19 Jul 2012 14:12:32 +0200

Dear all,

Currently I use one regression for each subgroup of my control sample
and save the subgroup-betas.
Now I want to use the respective betas for a regression on the
treatment observations that correspond to the respective subgroup (to
extract the residuals from these regressions with the treatment
values).

Currently I use:
. sum subgroupvar
. scalar min1=r(min)
. local j=min1
. scalar max1=r(max)
. local k=max1
. forvalues i=`j'(1)`k' {
. reg y x1 x2 if subgroupvar==`i'
. mat bhat = e(b) 					 		
. svmat bhat, names(bhat_`i'_)
. }

But now I do not know how to proceed:
I want to use the respective subgroup betas in a regression on the
treatment observations (treatments are indicated by a dummy).

I supposed it should look similar to:
. forvalues i=`j'(1)`k' {
. g yhat = `bhat_*_1' * var1 + `bhat_*_2' * var2    if subgroupvar==`i'
. }
But that results in:
. + invalid name
. r(198);

I appreciate any help...
Peter
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