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]
Re: st: RE: regression coefficient by group
From
Rui Zeng <[email protected]>
To
[email protected]
Subject
Re: st: RE: regression coefficient by group
Date
Wed, 07 Dec 2011 23:18:47 -0600
Nick's suggestion of statsby works really well. However, I still have an issue: the speed. I have to run 4000 regressions/month over a period of 300 months, with statsby I think that will takes me about 10+days to get the result. That is something that should never happen if I use STATA, so dear statalisters, any good suggestions? thanks!
On 12/05/11, Nick Cox wrote:
> . help statsby
>
> Nick
> [email protected]
>
> Rui Zeng
>
> I want to collapse my dataset by a group variable and retain the regression coefficient of the independent variables. In other words, I'd like to be able to do something like:
>
> by group: egen regression coefficients =regress(var1 var2 var3 var4)
> collapse corr12, by(group)
>
>
> I know I can do:
> by group: regress var1 var2 var3 var4
> but I want to save the results and do further analysis on them rather than just displaying them.
>
>
> *
> * 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/
--
Rui Zeng, CFA
Doctoral Student in Finance
Wisconsin School of Business
University of Wisconsin Madison
email:[email protected]
*
* 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/