Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: How to retrieve coefficient of a model using "by company name:..."
From
"Owusu-Ansah, Stephen" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: How to retrieve coefficient of a model using "by company name:..."
Date
Sat, 29 Oct 2011 20:29:30 +0000
I have just run a regression "by company_name:", which gives me regression statistics for each company
in my dataset as shown below, for example:
by company_name: reg return spci_rm
_________________________________________________________________
-> company_name = AGL RESOURCES INC
Source | SS df MS Number of obs = 60
-------------+-------------------------------------- F( 1, 58) = 6.07
Model | .013284831 1 .013284831 Prob > F = 0.0168
Residual | .127033783 58 .002190238 R-squared = 0.0947
-------------+------------------------------------- Adj R-squared = 0.0791
Total | .140318614 59 .002378282 Root MSE = .0468
----------------------------------------------------------------------------------------------
return | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+-------------------------------------------------------------------------------
spci_rm | .4204443 .1707167 2.46 0.017 .0787176 .7621709
_cons | -.0011355 .0061018 -0.19 0.853 -.0133496 .0110786
----------------------------------------------------------------------------------------------
_______________________________________________________________
-> company_name = ALLEGHENY ENERGY INC
Source | SS df MS Number of obs = 60
-------------+-------------------------------------- F( 1, 58) = 8.18
Model | .010267679 1 .010267679 Prob > F = 0.0059
Residual | .072769554 58 .001254647 R-squared = 0.1237
-------------+------------------------------------- Adj R-squared = 0.1085
Total | .083037232 59 .001407411 Root MSE = .03542
---------------------------------------------------------------------------------------------
Now, I want to make use of the estimated coefficient for each company on the only variable in the
above model, spci_rm, to run another regression. How can I get these coefficients automatically
transferred or summarized by company to be transferred to another dataset without manually
inputing the coefficients in the dataset for the second regression that I want to run.
I look forward to hearing from somebody soon. Thanks.
Regards,
Stephen
Stephen Owusu-Ansah, PhD, CIA, CBM
Associate Professor of Accountancy
Associate Editor, Journal of Accounting in Emerging Economies (JAEE)
Associate Editor, Research in Accounting in Emerging Economies (RAEE)
Department of Accountancy, UHB 4077
College of Business and Management
University of Illinois Springfield
One University Plaza, MS UHB 4093
Springfield, IL 62703-5407
U.S.A.
Tel: +1-217-206-8254
Fax: +1-217-206-7543
E-Mail: [email protected] (Official)
[email protected] (Private)
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/