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| From | Fabian Schönenberger <fabian.schoenenberger@gmail.com> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | st: Coefficients resulting from Cross-Sectional Regressions |
| Date | Fri, 6 Apr 2012 17:09:34 +0200 |
Dear Statalist I am an absolute beginner in Stata and face now some challenges with generating regression coefficients as new variable for further computations. I use tsset id t to conduct cross-sectional regressions. ID is gvkey which identifies firm (about 4?000 firms in my sample), t is fyear which identifies the specific year (ranging from 1984 to 2010). What I am looking for is the function to run cross-sectional regressions and generating coefficients as new variable to my list of variables. In other words: I am looking for b, specified for each ID for every t (yi,t = ai + bi,t*xi,t). I have tried the following: statsby _b, by(gvkey) saving(coefsales): regress lnebit lnsales However, two problems arise. First, the major problem, I only get coefficients for gvkey, but not specified for every point in time (fyear). Second, the coefsales are safed in a new file, but I would prefer a new variable in my list of variable. Any suggestions to solve the two problems are highly appreciated. Many thanks in advance. Kind regards, Fabian * * 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/