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st: Average coefficient of data sets

From   Sebastian Steffen <>
Subject   st: Average coefficient of data sets
Date   Wed, 05 Dec 2012 22:01:24 -0500


I have 500 different datasets and am running the same (IV)regression (ivregress y (z= x1 x2) on each one. How do I save the coefficients into one dataset (which then includes all the 500 coefficients), so that I can calculate the average (median) coefficient?

Thanks a lot,

Princeton '13
Economics Department

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