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st: How to get mean coefficients and t-statistics from several regressions
From
Nahla Betelmal <[email protected]>
To
[email protected]
Subject
st: How to get mean coefficients and t-statistics from several regressions
Date
Fri, 5 Jul 2013 13:24:15 +0100
Dear Statalist,
My data represents 100 industries across certain time horizon. It
seems from the literature that a regression is run for each industry
(i.e. 100 regressions are run), however, only the mean coefficients,
mean R-square, and t statistic based on the distribution of 100
coefficients for each variable obtained from 100 regressions are
reported.
I can run the 100 regression in a loop, however, I do not know how can
I get the mean coefficients, the mean R-square, and t statistic
based on the distribution of several coefficients for each variable
obtained from several regressions?
I would be grateful if you kindly help me
Many thanks
Nahla Betelmal
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