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Re: st: RE: create variable from regression coefficients


From   Mehmet Altun <ma9545@bdvb.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: create variable from regression coefficients
Date   Mon, 26 Nov 2012 12:36:35 +0100

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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