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RE: st: RE: RE: Standard Errors

From   "Maarten Buis" <[email protected]>
To   <[email protected]>
Subject   RE: st: RE: RE: Standard Errors
Date   Tue, 28 Nov 2006 14:41:26 +0100

---Yuksel wrote:
> However, what i need to do in my current work is to take the
> three year average of OLS coefficients of the same regressor
> and find some standard error for that. My command of
> statistics is not great, so the answer might be simpler than
> you think.

Averaging the regression coefficients is a lot more complicated
then you think, and certainly more complicated then the approach
I suggested. All you need to do is type:

reg yeardummie1 yeardummie2 explanatoryvariable

(where yeardummie1, yeardummie2, explanatoryvariable are replaced
by the appropriate variable names) and you'll get the effect you
want and the standard error.

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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