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st: create variable from regression coefficients


From   Muhammed Altuntas <ma9545@bdvb.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: create variable from regression coefficients
Date   Mon, 26 Nov 2012 11:32:49 +0100

Dear Statalist,

I am having trouble with what for many of you will be a basic question.
I want to access regression coefficients as variables for further analysis.
What I am trying to do is as follows:

1. Run a system gmm regression and calculate coefficients
2. Capture the coefficient for the lagged dependent variable, which is one of the independent variables in my model

The lagged dependent variable (which is the independent variable in my model) automatically gets the operator “L1.”

I tried the following to solve my problem:

qui xi: xtdpdsys wins_lev4, pre(`modelxy2') twostep vce(gmm);
matrix b1 = b["_L1_wins_lev4", 1];
svmat b1;

But this did not work…
Can you help me?

Many thanks
Mehmet Altun

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