I browsed the list archives for an answer to this. Unfortunately, the
related material I found was too advanced for my limited Stata skills
and my little problem:
I'm using the "by" command to sub-sample my data and run a bunch of
regressions (hundreds) and I'm interested in listing (as columns
indexed by my "by" variable) the estimated coefficients, the t values
of some of the regressors, and the adj-R2s in a text format so that I
can open them with Excel, etc. That's it.
I cannot use "estimate store" because it only saves the estimates of
the last regression. I don't want to run each regression separately
to be able to store each set of estimates and then tabulate them all.
What would you do?
Thanks in advance,
Doroteo
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