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Re: st: save coefficients from a fixed effect regression


From   <[email protected]>
To   [email protected]
Subject   Re: st: save coefficients from a fixed effect regression
Date   Mon, 20 Sep 2010 17:42:28 -0500 (CDT)

Hi Roger

I am using Stata 10, so I will follow your suggestion as well (download the parmest) to 
see what works best for me.

Thank you very much for your tips
Best,
Priscila

---- Original message ----
>Date: Fri, 17 Sep 2010 13:57:29 +0100
>From: Roger Newson <[email protected]>  
>Subject: Re: st: save coefficients from a fixed effect regression  
>To: "[email protected]" <[email protected]>
>
>Priscila did not specify the version of Stata being used. If Priscila is 
>using Stata Version 11, then the best strategy would be to download the 
>packages -parmest-, -descsave- and -fvregen- from SSC (as recommended by 
>Martin), and to reconstruct the factor in the output dataset (or 
>resultsset) using these 3 packages, as demonstrated in Newson (2010). 
>However, if Priscila is using an earlier version of Stata, then it would 
>be a better idea to download the packages -parmest-, -decsave- and 
>-factext- from my website by typing, in Stata,
>
>net from http://www.imperial.ac.uk/nhli/r.newson/
>
>and installing versions of these 3 packages compatible with Priscila's 
>Stata version. Priscila could then use -parmest-, -descsave- and 
>-factext- together as demonstrated in Newson (2002).
>
>I hope this helps.
>
>Best wishes
>
>Roger
>
>
>References
>
>Newson RB. Post-parmest peripherals: fvregen, invcise, and qqvalue. 
>Presented at the 16th UK Stata User Meeting, 9-10 September, 2010. 
>Download from
>http://www.imperial.ac.uk/nhli/r.newson/usergp.htm#uk2010
>
>Newson R. Creating plots and tables of estimation results using parmest 
>and friends. Presented at the 8th UK Stata User Meeting, 20-21 May, 
>2002. Download from
>http://www.imperial.ac.uk/nhli/r.newson/usergp.htm#uk2002
>
>
>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
>UNITED KINGDOM
>Tel: +44 (0)20 7352 8121 ext 3381
>Fax: +44 (0)20 7351 8322
>Email: [email protected]
>Web page: http://www.imperial.ac.uk/nhli/r.newson/
>Departmental Web page:
>http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/rep
h/
>
>Opinions expressed are those of the author, not of the institution.
>
>On 17/09/2010 08:32, Martin Weiss wrote:
>> <>
>> Try -ssc d parmest- with the dummy strategy.
>>
>> HTH
>> Martin
>>
>> -original message-
>> Subject: st: save coefficients from a fixed effect regression
>> From:<[email protected]>
>> Date: 17-09-2010 02:56
>>
>> Dear all
>>
>> I need to run a fixed effect regression and I would like to know how to save
>> the estimated coefficients from all the "fixed effects".
>>
>> I can either run xtreg with the "fe" option or I can run the
>> regression including all dummies for each fixed effect (using the xi
>> command).
>>
>> Thanks a lot
>> Priscila
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