Re: st: how to store all estimates of a regression by group

[Carlos Avellaneda Suárez <carlos.avellaneda8@gmail.com>]

Roberto's suggestion can be easily applied to -estout- (from SSC) if needed:

forvalues i=1(1)3 {
qui xtreg ln_w age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure
c.tenure#c.tenure if race == `i', fe
estout using coefficients.xls, append cells(b(star fmt(4)))
}

Hope this helps.
Carlos

2014-02-26 14:04 GMT-05:00 Roberto Liebscher <roberto.liebscher@ku.de>:
> You can simply loop over all your groups and restrict each estimation to
> observations of the particular group. For instance:
>
> webuse nlswork
> xtset idcode
> forvalues i=1(1)3 {
> xtreg ln_w age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure
> c.tenure#c.tenure if race == `i', fe
> estimates store reg`i'
> }
> estimates table reg1 reg2 reg3
>
> In my example race works as the group variable.
>
> HTH,
> Roberto
>
> --
> Roberto Liebscher
> Catholic University of Eichstaett-Ingolstadt
> Department of Business Administration
> Chair of Banking and Finance
> Auf der Schanz 49
> D-85049 Ingolstadt
> Germany
> Phone:  (+49)-841-937-1929
> FAX:    (+49)-841-937-2883
> E-mail:   roberto.liebscher@ku-eichstaett.de
> Internet: http://www.ku.de/wwf/lfb/
>
>
>
> Am 23.02.2014 11:24, schrieb Riccardo Valboni:
>>
>> Dear statalist,
>>
>> I am running a simple panel data regression with fixed effects. I am
>> running it by group using the following command
>>
>> by group: xtreg performance i.year i.type age size, fe
>>
>> estimates store perf1
>>
>> However, when I retrieve the estimates with estimates replay the stata
>> gives back those for the last estimated group only. How can I get stata
>> store and retrieve the coefficients for all groups? How can I then combine
>> them in a unique table? Is estout suitable for this?
>>
>> Many thanks for your help!
>>
>> Riccardo
>>
>>
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