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


From   Amit Nigam <[email protected]>
To   [email protected]
Subject   Re: st: RE: Accessing regression coefficients for dummy variables created with xi command
Date   Thu, 07 Jul 2005 11:00:14 -0500

It works like a charm.

Thanks David!

Amit

At 03:21 AM 7/7/2005, you wrote:
The coefficients from your regression are returned in the matrix e(b), you can get them into a variable by using -svmat-, e.g.

sysuse auto
xi: reg price i.rep78
matrix b = e(b)' /* note the transpose... e(b) is a row vector */
svmat b
summ b1

This has included all the coefficients in the model, to include only the ones created by -xi- would need a little more work. If you know the names of the first and last variables you want to include, then one additional statement (before the -svmat- command) would do, e.g.

matrix bxi = b["_Irep78_2".."_Irep78_5", 1]
svmat bxi
summ bxi1

Hope this helps

David

-----Original Message-----
From: Amit Nigam [mailto:[email protected]]
Sent: 07 July 2005 00:34
To: [email protected]
Subject: st: Accessing regression coefficients for dummy variables
created with xi command



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?

Many thanks

Amit





____________________________________________________________
Amit Nigam
Doctoral Student, Management & Organizations and Sociology
Kellogg School of Management, Northwestern University

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____________________________________________________________
Amit Nigam
Doctoral Student, Management & Organizations and Sociology
Kellogg School of Management, Northwestern University

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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