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Re: st: storing estimates from nestreg


From   Richard Williams <[email protected]>
To   [email protected], [email protected]
Subject   Re: st: storing estimates from nestreg
Date   Thu, 21 Jul 2011 10:42:33 -0500

At 09:17 AM 7/21/2011, Doug Hess wrote:
Thanks! That worked.

Can the nestreg function store the various e-class estimates for each
model? When I issue -est restore- for one of the earlier models that
ran in the nestreg routine and then issue -ereturn list- the scalars
and macros returned are all from the last model in the nestreg blocks,
not the model I restored. My final goal was to run nestreg and then
run outreg to put the results into excel using the -addstat- option to
include more info for each model in the output. Or do I just have to
run each model and use scalars to get those stored one by one.

Thanks, again.

It works fine for me. Are you sure you don't have a mistake? Try this:

clear all
webuse auto
nestreg, store(m): reg price mpg weight foreign
est restore m1
ereturn list
estimates table m1 m2 m3



-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL:  [email protected]
WWW:    http://www.nd.edu/~rwilliam

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