---Yuksel wrote:
> However, what i need to do in my current work is to take the
> three year average of OLS coefficients of the same regressor
> and find some standard error for that. My command of
> statistics is not great, so the answer might be simpler than
> you think.
Yuksel:
Averaging the regression coefficients is a lot more complicated
then you think, and certainly more complicated then the approach
I suggested. All you need to do is type:
reg yeardummie1 yeardummie2 explanatoryvariable
(where yeardummie1, yeardummie2, explanatoryvariable are replaced
by the appropriate variable names) and you'll get the effect you
want and the standard error.
HTH,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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