Re: st: Accessing regression coefficients for dummy variables created with xi command

[Roger Newson <roger.newson@kcl.ac.uk>]

At 00:33 07/07/2005, Amit wrote:

> Greetings netters!
>
> I am having trouble with what for many of you will be a basic question.  I 
> want to access regression coefficients for dummy variables created using 
> the xi command.  What I am trying to do is as follows:
>
> 1. Run a regression and calculate coefficient for about 400 dummies 
> created using xi
> 2. Capture those coefficients
> 3. Summarize the mean and standard deviation of the coefficients
>
> I looked for help in [U] 16.5 Accessing coefficients and standard 
> errors  - but am at a total loss.
>
> Is there another place in the manuals where I should be turning?  Other 
> thoughts?
This sounds like a job for the -parmest- package, downloadable from SSC. 
This creates a dataset (or resultsset) with 1 observation per model 
parameter and data on the parameter estimates, confidence limits, P-values 
and other parameter attributes.

More about -parmest- (and other packages that can be used with -parmest-) 
can be found by typing, in Stata,

net describe uk2004, from(http://www.kcl-phs.org.uk/rogernewson/usergp)

and/or

net describe enduser, from(http://www.kcl-phs.org.uk/rogernewson/papers)

and downloading the available materials.

Hope this helps.

Roger


--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
Division of Asthma, Allergy and Lung Biology
King's College London

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Tel: 020 7848 6648 International +44 20 7848 6648
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Email: roger.newson@kcl.ac.uk
Website: http://phs.kcl.ac.uk/rogernewson/

Opinions expressed are those of the author, not the institution.

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