Estimate save in Stata format instead of .txt

[Francois Durant]

Hi,

I would like to save the estimate of the following regression as a Stata file:

webuse grunfeld
xtfmb invest mvalue kstock, verbose
est store FMB

Can someone help? Thanks!

[Stephen Jenkins]

findit parmestor help estimates save ??

[Francois Durant]

Stephen,

i had looked at estimates save but it talks about saving in .txt format (hence title...). How to save in .dta format? Thanks

[Stephen Jenkins]

Have you looked at -parmest-?

[Francois Durant]

Stephen,

I have tried with parmest:

    webuse grunfeld, clear
    xtfmb invest mvalue kstock, verbose
    parmest, saving(FMB_test.dta, replace)

However, I would like to record the coefficients that I get on the screen with the option "verbose". It is a list of regression coefficients that I would like to save. Please let me know how to do that.

[Ariel Karlinsky]

estimates save doesn't save in a txt file, it saves it as a STER file... see more here:
http://www.statalist.org/forums/foru...imates-to-file

[Carole J. Wilson]

If you are interested in saving just the first stage estimates:

webuse grunfeld, clear
statsby _b r2=e(r2) , by(year) saving(c:\temp\stage1.dta, replace): reg invest mvalue kstock

If you want both stage1 and stage2 in the same dataset:

**create stage2 dataset
webuse grunfeld, clear
xtfmb invest mvalue kstock, verbose
mat B=e(b)
clear
svmat B
rename B1 _b_mvalue
rename B2 _b_kstock
rename B3 _b_cons
gen _eq2_r2= e(r2)
gen year=0
save c:\temp\stage2.dta, replace

append using c:\temp\stage1.dta