--- Simo Hansen <[email protected]> wrote:
> I want to run a OLS regression with dummy variabler for 100 firms.
> After doing that, I want to obtain the coefficients of dummy
> variables and use them in the other regression model as a dependent
> variable. How can I retrieve these dummy varaible coefficients after
> running OLS?
Have a look at Roger Newson's -parmest-, type -findit parmest- to find
it. It is described in (Newson 2003), a pre-publication draft is
available from Roger's website:
http://www.imperial.ac.uk/nhli/r.newson/
Newson R. Confidence intervals and p-values for delivery to the end
user. The Stata Journal 2003; 3(3): 245-269.
Hope this helps,
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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