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From |
"Braunfels, Philipp (Stud. SBE / Alumni)" <[email protected]> |

To |
"[email protected]" <[email protected]> |

Subject |
st: storing/retrieving regression coefficient estimates (xtreg) |

Date |
Mon, 2 Jul 2012 21:28:56 +0200 |

Dear statlisters, I would like to ask if it is possible to store/retrieve the values of separate regression coefficient estimates (xtreg, fe) and to store them in a new variable. More precisely, I would like to store the beta 1 coefficient estimate of the following regression: xtreg y x1 x2 x3, fe vce(cluster ID), where beta 1 refers to the estimated coefficient of x1. The reason why I would like to do that is as follows: I am investigating the effect of macroeconomic variables on country-index returns and would like to plot the market beta against certain macro-variables using -twoway scatter-. Therefore, I need to estimate the beta for each country with the world market, store it in a new variable and plot this variable against the average value of a some macro-variables. I already found out that the coefficient estimates are stored as a vector and can be retrieved using -e(b)-, which I cannot use to store as value of a new variable. Therefore, I am only interested in the value of ONE coefficient estimate. the code I thus would like to implement looks as follows: xtreg y x1 x2 x3 if country=="DE", fe vce(cluster ID) <save coefficient estimate of x1, say b1> gen beta_var=0 replace beta_var = b1 if country=="DE" gen macro_var_average=0 sum macro_var if country=="DE" replace macro_var_average = r(mean) if country=="DE" [do this for all countries in my file and then plot the twoway scatter as described above] I am very thankful for any support! regards, p. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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