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RE: st: saving coefficients and P-value of individual regressions as new variables


From   Dechuan Li <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: st: saving coefficients and P-value of individual regressions as new variables
Date   Tue, 9 Apr 2013 22:18:33 +0100

I was looking for a smart way to extract those information from the regression results and have the coefficients/p-value list in columns. -parmby- is exactly what I need. 

Thanks!
Dechuan
________________________________________
From: [email protected] [[email protected]] On Behalf Of Nick Cox [[email protected]]
Sent: 09 April 2013 17:45
To: [email protected]
Subject: Re: st: saving coefficients and P-value of individual regressions as new variables

No; you see the results, but they are not saved in variables. What
makes you think they would be?

You may well need something like -parmest- and -parmby- (SSC).

Nick
[email protected]


On 9 April 2013 17:15, Dechuan Li <[email protected]> wrote:

> I wanted to run individual regressions by company for a panel data. so I did:
>
> by company name: reg y x
>
> Is that a way on Stata to extract/save the coefficients, t-statistic and the p-value of each regression in columns as new variables?
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