RE: st: saving coefficients and P-value of individual regressions as new variables
Date
Tue, 9 Apr 2013 22:18:33 +0100
I was looking for a smart way to extract those information from the regression results and have the coefficients/p-value list in columns. -parmby- is exactly what I need.
Thanks!
Dechuan
________________________________________
From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox [njcoxstata@gmail.com]
Sent: 09 April 2013 17:45
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: saving coefficients and P-value of individual regressions as new variables
No; you see the results, but they are not saved in variables. What
makes you think they would be?
You may well need something like -parmest- and -parmby- (SSC).
Nick
njcoxstata@gmail.com
On 9 April 2013 17:15, Dechuan Li <dl276@management.bath.ac.uk> wrote:
> I wanted to run individual regressions by company for a panel data. so I did:
>
> by company name: reg y x
>
> Is that a way on Stata to extract/save the coefficients, t-statistic and the p-value of each regression in columns as new variables?
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