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st: Re: how to use command to obtain the coefficient in a regression?
From
"Joseph Coveney" <[email protected]>
To
<[email protected]>
Subject
st: Re: how to use command to obtain the coefficient in a regression?
Date
Wed, 25 Apr 2012 10:27:25 +0900
Poro Zhang wrote:
I am using "Program Define" to do Monte Carlo Simulation for regression. I want
to repeat the simulation for 10000 times and test whether the mean of the
coefficient_hat equals the true value. However, I just cannot find the e(class)
for the coefficient to complete the command " return scalar XXX=XXX"
--------------------------------------------------------------------------------
The easiest way is to use the underscore variable. For example, after a
single-equation regression command, it would be:
return scalar XXX = _b[XXX]
where XXX is the name of your regression coefficient.
See your Stata user's manual Volume [U]. Section 13.5 (and Section 13.4) for
more details.
It's also described in the Stata online help for underscore variables. Type
help _variables
at the command line.
Joseph Coveney
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