I have a loop (e.g., forvalues i=1/4 {...) that will run a regression (using
areg) across different subsets of data and then estimate a linear
combination of the regression coefficients from that subset.
I would like to take the results stored in r() [specifically r(estimate) and
r(se) from lincom] and a value calculated from those two [e.g., local tstat
= r(estimate)/ r(se)] and store those three values in a table for each
subset. Once the loop has run through all subsets I would like to display
the table.
I imagine the table looking like this:
group est se tstat
1 0.06 0.023 2.61
2 0.11 0.09 1.22
3 0.02 0.06 0.33
4 0.05 0.04 1.25
Any advice would be very appreciated.
Thanks, in advance,
Ben
Ben Hoen
Principal Research Associate
Lawrence Berkeley National Laboratory
Office: 845-758-1896
Cell: 718-812-7589
bhoen@lbl.gov
http://emp.lbl.gov/staff/ben-hoen
Visit our publications at:
http://emp.lbl.gov/publications
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