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Re: st: Extracting coefficients from a linear regression
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Extracting coefficients from a linear regression
Date
Fri, 8 Jul 2011 09:51:06 -0400
<>
On Jul 8, 2011, at 2:33 AM, Dawood wrote:
> I am running more than 200 simple linear regression models (bys id: reg var1 var2) with Newey-West hetroscedasticity and autocorrelation robust standard errors and looking for a command in Stata that will store the coefficients (a and b), and SEs as separate variables for further analysis? There are a number of ways available in Stata that can store both coefficients and SEs. I've looked at "parmest" but parmest store the results of the last regression only. Is there a simpler procedure or a single command that can store coefficients and SE for all models as variables?
No need for user-written routines here. Check out the second example on -statsby-.
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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