Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: create variable from regression coefficients


From   Ryan Kessler <ryan.kessler.stata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: create variable from regression coefficients
Date   Mon, 26 Nov 2012 10:50:50 -0500

sysuse auto, clear
bysort rep78: gen time = _n
xtset rep78 time
xtdpdsys mpg price weight, twostep vce(gmm)
gen var = _b[L1.mpg]

On Mon, Nov 26, 2012 at 5:32 AM, Muhammed Altuntas <ma9545@bdvb.de> wrote:
> 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
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index