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Re: st: generate regression coefficients as varaibles
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: generate regression coefficients as varaibles
Date
Wed, 9 Jan 2013 18:37:54 +0000
You don't explain what "is not working" means. This is crucial.
Your code appears more complicated than needed, but I can't see a bug.
gen coefficientCon=.
forvalue y= 2001/2012{
reg Wscaled Wone Wscaled_ch WPPE if dind1 & datayearfiscal==`y'
replace coefficientCon = _b[_cons] if datayearfiscal==`y'
}
See also -statsby-.
On Wed, Jan 9, 2013 at 6:30 PM, Nahla Betelmal <[email protected]> wrote:
> Dear Statalist helpers,
>
> I am applying a cross sectional regression for 37 industries (i.e.
> dind) over 11 fiscal years. I need to
> extract the coefficients of each industry/year to substitute in a sub-sample.
>
> I tried this loop but it is not working:
>
> gen coefficientCon=.
> forvalue y= 2001/2012{
> reg Wscaled Wone Wscaled_ch WPPE if dind1 & datayearfiscal==`y'
> scalar bvar=_b[_cons]
> gen bvar=_b[_cons] if datayearfiscal==`y'
> replace coefficientCon= bvar if datayearfiscal==`y'
> drop bvar
> }
>
> the out put I hope to get is silmilar to this in the edit file
>
> year industry coefficientCon coefficientb1 coefficientb2
> 2001 dind1 0.2324 1,4356 8.98
> 2002 dind1 0.654 1.445 3.98
> .
> .
> 2011
> 2001 dind2 0.343 .4344 2.3434
> .
> .
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