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Re: st: Storing coefficients from regressions
From
"Darren White" <[email protected]>
To
<[email protected]>
Subject
Re: st: Storing coefficients from regressions
Date
Mon, 08 Jul 2013 13:51:04 +1000
Hi Anup
You have two options either the standard (older) matrix language or MATA ( the newer more powerful matrix language)
For the older version the command: ereturn list typed after the regression will show you what's available for use . You can then easily compile a mtarix of co-effs and SE ( e(V) is the variance matrix), in looped fashion. You can
compile a matrix of 10k lines maximum
Type "help matrix" in the command window to get you started with matrix commands and syntax.
regards
Darren
>>> Anup Nandialath <[email protected]> 7/8/2013 1:40 pm >>>
Dear Statalisters,
My objective is to run regressions conditional on two variables (Year with
a range from 2000 to 2010 and another Categorical Variable which takes
values from 1 to 10). Effectively I want to run 10 regressions for each
year in my sample and collect the coefficient (b) and its associated
standard error.
My question is if there is a way in stata to collect the coefficients in
matrix form where the rows constitude the year and the columns constitute
the values of the categorical variable and each corresponding cell is
filled with the coefficient (b) and its se.
Thanks in advance for your help!!
Kind Regards
Anup
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