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Re: st: How to retrieve coefficient of a model using "by company name:..."
From
Robson Glasscock <[email protected]>
To
[email protected]
Subject
Re: st: How to retrieve coefficient of a model using "by company name:..."
Date
Sat, 29 Oct 2011 18:27:46 -0400
Hi Stephen,
Take a look at -help ereturn- and -help postest-
Regression coefficients are saved in the e(b) matrix subsequent to
estimation. One of Stata's loop commands (-foreach- etc.) may be used
to automate the process.
best,
Robson Glasscock
On Sat, Oct 29, 2011 at 4:29 PM, Owusu-Ansah, Stephen <[email protected]> wrote:
> 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)
> *
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>
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