Note added 2004: this package was written for Stata 6 and is now superseded for most purposes by use of foreach or statsby in Stata 7 or 8. The module is made available under terms of the GPL v3 … I use a manual constant because _cons is not a valid name for a variable when using svmat. Furthermore, I would like to use the coefficients to compute deltas between the event windows; however, I don't know how to include saving/generating new variables in the estimation process. I want to access regression coefficients as variables for further analysis. bcoeff saves in a new variable regression coefficients (more generally, the b coefficient from a regression-like model) for each of several groups of observations. Hejun Liu, 2015. Therefore I run N Time-Series regressions, but how can in save the coefficients for my N regressions as a new variable? If for example you regress y on x then _b[x] has the x cofficient value, and you can save it in some spot and continue with your regressions. The row names for those two rows are the dependent variable name, followed by _b for coeffs and _v for variances. I am trying to store the coefficients from a simulated regression in a variable b1 and b2 in the code below, but I'm not quite sure how to go about this. Run a system gmm regression and calculate coefficients 2. I want to access regression coefficients for dummy variables created using the xi … bcoeff saves in a new variable regression coefficients (more generally, the b coefficient from a regression-like model) for each of several groups of observations. save elemapi. Now the data file is ... To create predicted values you just type predict and the name of a new variable Stata will give you the fitted values. I've tried using return scalar b1 = _b[x1] and return scalar b2 = _b[x2], from the rclass() function, but that didn't work. (bcoeff supersedes deltaco by Zhiqiang Wang.) Capture the coefficient for the lagged dependent variable, which is one of the independent variables in my model "BCOEFFS: Stata module to save regression coefficients to new variable," Statistical Software Components S458018, Boston College Department of Economics, revised 29 Apr 2016.Handle: RePEc:boc:bocode:s458018 Note: This module should be installed from within Stata by typing "ssc install bcoeffs". Downloadable! My regression is follow: bysort cusip: reg ret MrkRF HML SMB RMW CMA VAR252 Since I have 1.200 different companys (cusips) it is hard to save all data manually. In a regression context the estimated coefficient vector is available as the matrix e(b), and individual coefficients can be referenced as elements of the vector_b. This creates for each regression: one row that stores the coefficients, one row that stores their variance using vecdiag(e(V)). What I am trying to do is as follows: 1. I would also like to save the t-values and adjusted R-squares as new variables. In fact, the residuals need to be normal only for the t-tests to be valid. I am having trouble with what for many of you will be a basic question. Stata: Visualizing Regression Models Using coefplot Partiallybased on Ben Jann’s June 2014 presentation at the 12thGerman Stata Users Group meeting in Hamburg, Germany: “A new command for plotting regression coefficients and other estimates” I am using below command to run the multiple regressions: quietly levelsof type I am running 800 multiple regressions, one for each bond, and would like to save the 6 beta coefficients from those regressions as 6 new variables, is there a command that can do this? I'm quite new to STATA and I'm trying to figure out how to use the output of my regression: by gsector: regress acc cashsales ppegt From this regression I get a couple of tables with the regression output sorted by gsectors (which are different two digit numbers). 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