<>
Ok, my concern was alleviated by your new info that there are many firms
within an industry. Cheers!
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Martin Weiss
Gesendet: Mittwoch, 21. Oktober 2009 20:50
An: [email protected]
Betreff: st: AW: Saving or generate variables for regression coefficients
<>
BTW, is there another "level" involved? B/c otherwise, those regression will
have one firm-year observation to determine six coefficients, and that is
not going to end well...
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Ferdinand
Siagian
Gesendet: Mittwoch, 21. Oktober 2009 20:45
An: [email protected]
Betreff: st: Saving or generate variables for regression coefficients
Dear Statalist,
How can I save or generate variables for regression coefficients when I
regress data by company and year?
This is the command that I use:
By company year: regress Y X1 X2 X3 X4 X5
If there are 20 companies with 10 years of data each, I will have 200 sets
of coefficients. How do I save those data or generate variables for those
coefficients?
Thanks,
Ferdinand
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