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st: RE: Compute means of coefficients

From   "Newson, Roger B" <[email protected]>
To   <[email protected]>
Subject   st: RE: Compute means of coefficients
Date   Fri, 8 Aug 2008 09:54:22 +0100

A possibility would be to use parmby and metaparm, both of which are
modules of the parmest package, downloadable from SSC using the ssc
command in Stata. In Stata, type

ssc desc parmest

to find the latest version of the parmest package, and

ssc install parmest, replace

to install the package.

The parmby module can be used to create an output dataset (or
resultsset) with one observation per parameter per year, and data on the
parameter estimates, standard errors, degrees of freedpm, confidence
intervals, P-values, and other parameter attributes. If you drop the
intercepts, then the slopes will remain. The metaparm module can then
input this dataset of regression slopes, and output a new dataset (or
resultset), containing the mean regression slope with its confidence
limits and P-values. The on-line help for the parmest package contains
web-accessible references for further information.

I hope this helps.

Best wishes


Roger B Newson
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: [email protected] 
Web page:
Departmental Web page:

Opinions expressed are those of the author, not of the institution.

-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Christoph
Sent: 07 August 2008 23:05
To: [email protected]
Subject: st: Compute means of coefficients


I'm using the code below for year-by-year regressions in a panel. Is  
there some possibility to calculate the means of the regression  
coefficients conveniently in STATA? And also the t-statistics for the  
(Would that mean to create a variable from the coefficients first or  
is there a direct approach?)

forvalues year = 1964/1996 {
       reg Y_A V_A DD D_BE if year == `year'


Christoph Merkle
PhD Student
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