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From | Ryan Kessler <ryan.kessler.stata@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: create variable from regression coefficients |
Date | Mon, 26 Nov 2012 10:50:50 -0500 |
sysuse auto, clear bysort rep78: gen time = _n xtset rep78 time xtdpdsys mpg price weight, twostep vce(gmm) gen var = _b[L1.mpg] On Mon, Nov 26, 2012 at 5:32 AM, Muhammed Altuntas <ma9545@bdvb.de> wrote: > 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/ * * 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/