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From | "rasool.bux" <rasool.bux@aku.edu> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: create variable from regression coefficients |
Date | Mon, 26 Nov 2012 11:20:55 +0000 |
I think you can try -regsave- user written program. "ssc install regsave" Regards Rasool Bux -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Muhammed Altuntas Sent: Monday, November 26, 2012 3:33 PM To: statalist@hsphsun2.harvard.edu Subject: st: create variable from regression coefficients Dear Statalist, I am having trouble with what for many of you will be a basic question. I want to access regression coefficients as variables for further analysis. What I am trying to do is as follows: 1. Run a system gmm regression and calculate coefficients 2. Capture the coefficient for the lagged dependent variable, which is one of the independent variables in my model The lagged dependent variable (which is the independent variable in my model) automatically gets the operator “L1.” I tried the following to solve my problem: qui xi: xtdpdsys wins_lev4, pre(`modelxy2') twostep vce(gmm); matrix b1 = b["_L1_wins_lev4", 1]; svmat b1; But this did not work… Can you help me? Many thanks Mehmet Altun * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/ ----- No virus found in this message. Checked by AVG - www.avg.com Version: 2013.0.2793 / Virus Database: 2629/5912 - Release Date: 11/22/12 ________________________________ This e-mail may contain information that is privileged or confidential. If you are not the intended recipient, please delete the e-mail and any attachments and notify us immediately. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/