I have a question as to how to do the following:
I have written a procedure that does a restricted regression on the
variables I supply. Say I regress income on wages and capital expenditure.
Say this is done 15 times, each time for one industry.
The program reads like this:
------------------------------------------------------
capture program drop reg1
program define reg1
syntax varlist(numeric min=1) [if]
marksample tin
* tin is a temporary variable that returns value 1 if the if condition is
satisfied
regress score `1' if `tin'
gen a=_b[`1']
display "a" a
drop a
end
reg1 w k if cid=="C1"
reg1 w k if cid=="C2"
*C1 stands for Industry 1 etc.
-------------------------------------------------------------------------
What I want is one single column that would have the coefficients of wages
across all industries and another column that would have the coefficients
for capital expenditure across all industries.
I have done it in a longer way, but was wondering how to do it within a
procedure.
Thank you.
SS
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