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Re: st: how to store all estimates of a regression by group


From   Roberto Ferrer <refp16@gmail.com>
To   Stata Help <statalist@hsphsun2.harvard.edu>
Subject   Re: st: how to store all estimates of a regression by group
Date   Sun, 23 Feb 2014 12:42:59 -0430

Riccardo,

Another way:

*-------------------- begin code ----------------
clear all
set more off

sysuse auto

levelsof foreign, local(lev)

foreach i of local lev {
    regress mpg weight displacement if foreign == `i'
    estimates store perf`i'
}

estimates dir

*------------------- end code --------------------


-foreign- would be your -group- variable.

On Sun, Feb 23, 2014 at 10:32 AM, Riccardo Valboni <rvalboni@rsm.nl> wrote:
> Dear Maarten,
>
> It did help, thank you very much. Using statsby I managed to run the regressions the way I wanted. The only drawback of statsby is that it gives back the results in a very strange format. I wanted to supply the coefficients and CI of the regressions to coefplot and estout but I am finding it very hard. Do you know if there is a way I can get these two packages recognize coefficients stored in a statsby table as regression coefficients?
>
> Thank you for your help.
> Riccardo
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten Buis
> Sent: domenica 23 febbraio 2014 15:44
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: how to store all estimates of a regression by group
>
> On Sun, Feb 23, 2014 at 11:24 AM, Riccardo Valboni wrote:
>> I am running a simple panel data regression with fixed effects. I am running it by group using the following command
>>
>> by group: xtreg performance i.year i.type age size, fe
>>
>> estimates store perf1
>>
>> However, when I retrieve the estimates with estimates replay the stata gives back those for the last estimated group only. How can I get stata store and retrieve the coefficients for all groups? How can I then combine them in a unique table? Is estout suitable for this?
>
> See: -help statsby-.
>
> Hope this helps,
> Maarten
>
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
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