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st: AW: AW: Saving or generate variables for regression coefficients


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: AW: Saving or generate variables for regression coefficients
Date   Wed, 21 Oct 2009 20:57:54 +0200

<> 


Ok, my concern was alleviated by your new info that there are many firms
within an industry. Cheers!



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Martin Weiss
Gesendet: Mittwoch, 21. Oktober 2009 20:50
An: [email protected]
Betreff: st: AW: Saving or generate variables for regression coefficients


<> 

BTW, is there another "level" involved? B/c otherwise, those regression will
have one firm-year observation to determine six coefficients, and that is
not going to end well...





HTH
Martin


-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Ferdinand
Siagian
Gesendet: Mittwoch, 21. Oktober 2009 20:45
An: [email protected]
Betreff: st: Saving or generate variables for regression coefficients

Dear Statalist,

How can I save or generate variables for regression coefficients when I
regress data by company and year?

This is the command that I use:

By company year: regress Y X1 X2 X3 X4 X5

If there are 20 companies with 10 years of data each, I will have 200 sets
of coefficients. How do I save those data or generate variables for those
coefficients?

Thanks,
Ferdinand


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