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st: Saving slope and y-intercept from "by" regression


From   "Dale Steele" <[email protected]>
To   <[email protected]>
Subject   st: Saving slope and y-intercept from "by" regression
Date   Mon, 22 Jul 2002 12:28:37 -0400

Given the dataset below, for each idnum, I would like to create two new
variables which summarize the least squares relationship between lcresponse
and lresistnc.   Ie. newvar1=slope, newvar2 = y-intercept.

The following command using "by" generates regression output for each idnum:
    by idnum: regress lcresponse lresistnc

However, I'm stuck on how to  save the slope '_b[lresistnc]'
and yint '-b[_cons]' as new variables for each idnum.

    Thanks...


         idnum  lcresponse    lresistnc
  1.       401          .          .
  2.       401   .3579348     .39794
  3.       401   .5587085     .69897
  4.       401   .6627578          1
  5.       401    .888741    1.30103
  6.       401    .923244   1.477121
  7.       402          .          .
  8.       402   .0253059     .39794
  9.       402    .071882     .69897
 10.       402   .5658478          1
 11.       402    .748188    1.30103
 12.       402   .9314579   1.477121
 13.       500          .          .
 14.       500    -.39794     .39794
 15.       500   .2741579     .69897
 16.       500   .4183013          1
 17.       500   .7041505    1.30103
 18.       500   .7512791   1.47712
...

. by idnum: regress lcresponse lresistnc

____________________________________________________________________________
___
-> idnum = 401

      Source |       SS       df       MS              Number of obs =
5
-------------+------------------------------           F(  1,     3) =
180.84
       Model |  .217846518     1  .217846518           Prob > F      =
0.0009
    Residual |  .003613953     3  .001204651           R-squared     =
0.9837
-------------+------------------------------           Adj R-squared =
0.9782
       Total |  .221460472     4  .055365118           Root MSE      =
.03471

----------------------------------------------------------------------------
--
  lcresponse |      Coef.   Std. Err.      t    P>|t|     [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
   lresistnc |   .5325099   .0395989    13.45   0.001     .4064885
.6585312
       _cons |   .1590736   .0416127     3.82   0.032     .0266434
.2915037
----------------------------------------------------------------------------
--
...




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