Dear Statalisters,
I am estimating a model in two steps. The first step estimates a panel
data specification, and then I use part of the estimated coefficients
to estimate them against another set of variables.
Does anyone know how could I convert the e(b) (estimated matrix of
coefficients) into a variable, selecting SOME of the elements of that
matrix?
To convert e(b) to a variable, you can use either the official Stata svmat
package, or the -parmest- package, downloadable from SSC in its latest
version, or from my website in Stata 7, 6 or 5 versions. If in Stata you type