回归系数的提取

gen bb1=_b[x1]
gen bb2=_b[x2]
用forvalues做循环

假设20个行业 4年  year 表示年份 ind表示行业  hangye和nian是新建的两个宏

gen bb1=.
gen bb2=.
forvalues hangye=1/20 {
  forvalues nian=1/4{
.        reg      y x1 x2 if ind==`hangye' & year==`nian'
        replace bb1 = _b[x1] if ind==`hangye' & year==`nian'
       replace bb2 = _b[x2] if ind==`hangye' & year==`nian'

  }
  }

不知道楼主想要什么样的？ 10楼的是将系数另存到一张新表中了
我的这种是将系数作为一个新变量，对应于每一个样本，还放在原来的数据里面

https://bbs.pinggu.org/thread-226401-1-1.html
https://bbs.pinggu.org/thread-239891-1-1.html
https://bbs.pinggu.org/thread-270396-1-1.html
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https://bbs.pinggu.org/thread-582073-1-1.html
https://bbs.pinggu.org/thread-769323-1-1.html
https://bbs.pinggu.org/thread-770013-1-1.html
https://bbs.pinggu.org/thread-808428-1-1.html
https://bbs.pinggu.org/thread-1018129-1-1.html
https://bbs.pinggu.org/thread-1090113-1-1.html
https://bbs.pinggu.org/thread-1135366-1-1.html
https://bbs.pinggu.org/thread-1229316-1-1.html
https://bbs.pinggu.org/thread-1402320-1-1.html
https://bbs.pinggu.org/thread-1409699-1-1.html
https://bbs.pinggu.org/thread-1422107-1-1.html
https://bbs.pinggu.org/thread-1426256-1-1.html
https://bbs.pinggu.org/thread-1428016-1-1.html

真的很感谢大家的热情帮助，恩，继续学习中，谢谢楼上的诸位！

smile_nana 发表于 2012-4-26 19:36
gen bb1=_b[x1]
gen bb2=_b[x2]
用forvalues做循环

受教了