My grateful thanks to both Kit and Scott for putting me right (again).
C.
> On Jan 13, 2004, at 2:33 AM, Clive wrote:
>
>> I think I encountered a more fundamental problem with -betacoef-: I
>> couldn't get it to work! My current regressions are weighted (which
>> - -betacoef- has the ability to handle according to its description),
>> but
>> when I run a model such as:
>>
>> - -reg beatles john paul george ringo [pw=epstein]-
>> - -betacoef-
>>
>> I get an r(101) error. I've tried running -betacoef- after -reg [aw]-
>> and
>> without any weights at all. All I get is silence. Adding -betacoef- as
>> an
>> option to -reg- isn't allowed.
>>
>> Am I going somewhere wrong or is the package?
>
> Yes and no. I will revise the documentation to make it clear that it
> will not work with pweights, since summarize john [pw=epstein] is not a
> valid command. It works with fw (which I had tested), aw, and iw.
>
> The command itself is silent. Since you can always see the beta
> coefficients by using regress, beta, it does not display them. It does
> place them in r(beta). So if you do
>
> regress
> betacoef
> mat list r(beta)
>
> I wrote betacoef so that those writing programs can make use of the
> beta coefficients in further computations or displays. For instance,
> you might want to generate a matrix showing the beta coefficients for
> various units in a panel:
>
> webuse grunfeld,clear
> drop if company>5
> mat Betas = J(5,3,.)
> local matr
> forval i=1/5 {
> qui reg invest mvalue kstock if company==`i'
> betacoef
> mat Betas[`i',1] = r(beta)
> local matr "`matr' Comp`i'"
> }
> mat BetaC = Betas[1...,1..2]
> mat rownames BetaC = `matr'
> mat colnames BetaC = mvalue kstock
> mat list BetaC
>
> Kit
>
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>
CLIVE NICHOLAS |t: 0(44)191 222 5969
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