Re: st: generate regression coefficients as varaibles

[Nahla Betelmal <nahlaib@gmail.com>]

Hi,

Thank you for your kind reply, and the simplification.

I meant by not working is that i only managed to get the coefficients
for every year (y) but in each industry (SIC).
As I have 37 industries, I had to repeat the loop 37 times and hence
got 37 new variables for the constant coefficient instead of have one
constant variable that gathers the constant coefficients  for all
industries in every year.

I was thinking about

gen coefficientCon=.
forvalue y=2001/2012 & i= 1/37 {
reg Wscaled Wone Wscaled_ch WPPE if  sic== `i' & datayearfiscal==`y'
replace coefficientCon = _b[_cons]  if datayearfiscal==`y' & sic==`i'
}

but I got : invalid syntax r(198);

Is there a way to make forvalues accept years `y' and industries `i'
simultaneously! if not, is there another way to do it?

Many thanks

Nahla



On 9 January 2013 18:37, Nick Cox <njcoxstata@gmail.com> wrote:
>
> You don't explain what "is not working" means. This is crucial.
>
> Your code appears more complicated than needed, but I can't see a bug.
>
> gen coefficientCon=.
> forvalue y= 2001/2012{
>                reg Wscaled Wone Wscaled_ch  WPPE if  dind1 & datayearfiscal==`y'
>                replace coefficientCon = _b[_cons]  if datayearfiscal==`y'
> }
>
> See also -statsby-.
>
> On Wed, Jan 9, 2013 at 6:30 PM, Nahla Betelmal <nahlaib@gmail.com> wrote:
> > Dear Statalist helpers,
> >
> > I am applying a cross sectional regression for 37 industries (i.e.
> > dind) over 11 fiscal years. I need to
> > extract the coefficients of each industry/year to substitute in a sub-sample.
> >
> > I tried this loop but it is not working:
> >
> > gen coefficientCon=.
> > forvalue y= 2001/2012{
> > reg Wscaled Wone Wscaled_ch  WPPE if  dind1 & datayearfiscal==`y'
> > scalar bvar=_b[_cons]
> > gen bvar=_b[_cons] if datayearfiscal==`y'
> > replace coefficientCon= bvar if datayearfiscal==`y'
> > drop bvar
> > }
> >
> > the out put I hope to get is silmilar to this in the edit file
> >
> >  year       industry        coefficientCon    coefficientb1       coefficientb2
> > 2001         dind1            0.2324                1,4356             8.98
> > 2002         dind1            0.654                   1.445              3.98
> > .
> > .
> > 2011
> > 2001        dind2              0.343                 .4344               2.3434
> > .
> > .
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