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st: Re: Averaging coefficients across datasets

From   "Newson, Roger B" <>
To   <>
Subject   st: Re: Averaging coefficients across datasets
Date   Thu, 12 Feb 2009 19:42:18 -0000

One possibility might be to use the parmby and metaparm commands, which
are part of the parmest package, downloadable from SSC. The parmby
command creates an output dataset (or resultsset) with 1 observation per
model parameter, and data on estimates, standard errors, confidence
intervals and P-values. The metaparm command can input this resultsset,
and output a new output dataset (or resultsset), containing weighted
averages of the input parameters, with their confidence limits and
P-values. The parmest package can be downloaded from SSC using the -ssc-
command in Stata.

I hope this helps.

Best wishes


Roger B Newson BSc MSc DPhil
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
Web page:
Departmental Web page:

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

-----Original Message-----
[] On Behalf Of Martin Weiss
Sent: 12 February 2009 19:19
Subject: st: Re: Averaging coefficients across datasets

Start with -postfile- which will hold onto your coefficients and then
you use them.

BTW, not everybody knows what Zelig, miest or Clarif stand for or 

----- Original Message ----- 
From: "Carlos Rodriguez" <>
To: <>
Sent: Thursday, February 12, 2009 8:09 PM
Subject: st: Averaging coefficients across datasets

> Dear all,
> I have 10 imputed datasets and need to run regressions on each of them
> and then average the coefficients on the explanatory variables across
> them. Unformatunately for my purposes, neither Zelig nor miest or
> Clarif would work.  I'm doing it by hand: running each of my many
> regressions on each of my 10 datasets and then calculating the average
> for each of my many expalnatory varaibles.  This is obvioulsy highly
> inefficient, so I thought I'd ask you if there's a command that would
> do it in Stata automatically or some more efficient way to go about
> it?
> thanks so much
> Carlos
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