Re: st: RE: create variable from regression coefficients

[Mehmet Altun <ma9545@bdvb.de>]

Thank you Rasool,
The command regsave saves the "aggregated" output of the regression.
However, I have over 18000 observations. I need the coefficient value 
for each observation.
Is regsave still the correct way to generate the "new" variable?
Best
Mehmet Altun


Am 26.11.2012 12:20, schrieb rasool.bux:
> I think you can try -regsave- user written program.
> "ssc install regsave"
>
> Regards
> Rasool Bux
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Muhammed
> Altuntas
> Sent: Monday, November 26, 2012 3:33 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: create variable from regression coefficients
>
> 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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