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st: create variable from regression coefficients
From
Muhammed Altuntas <[email protected]>
To
<[email protected]>
Subject
st: create variable from regression coefficients
Date
Mon, 26 Nov 2012 11:32:49 +0100
Dear Statalist,
I am having trouble with what for many of you will be a basic question.
I want to access regression coefficients as variables for further
analysis.
What I am trying to do is as follows:
1. Run a system gmm regression and calculate coefficients
2. Capture the coefficient for the lagged dependent variable, which is
one of the independent variables in my model
The lagged dependent variable (which is the independent variable in my
model) automatically gets the operator “L1.”
I tried the following to solve my problem:
qui xi: xtdpdsys wins_lev4, pre(`modelxy2') twostep vce(gmm);
matrix b1 = b["_L1_wins_lev4", 1];
svmat b1;
But this did not work…
Can you help me?
Many thanks
Mehmet Altun
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