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st: Extracting coefficients from a linear regression
From
Dawood Ashraf <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Extracting coefficients from a linear regression
Date
Thu, 7 Jul 2011 23:01:07 -0700 (PDT)
I am running more than 200 simple linear regression models (bys id: reg var1 var2) with Newey-West hetroscedasticity and autocorrelation robust standard errors and looking for a command in Stata that will store the coefficients (a and b), and SEs as separate variables for further analysis? There are a number of ways available in Stata that can store both coefficients and SEs. I've looked at "parmest" but parmest store the results of the last regression only. Is there a simpler procedure or a single command that can store coefficients and SE for all models as variables?
Thanks
Dawood
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