How to use coefficients from a previous regression in another regression?

[Julio Poppe]

Hello,

I regressed my 10 dependent variables on 10 different variables (cross-sectional regression) getting 10 betas (one for each regression). Then I used estout to save my coefficients. But now I need to use the coefficients I estimated before as dependent variables for another regression (time series regression). How do I do this?

Thank you for your help.

[Emad Shehata]

Give us your data and code

[William Lisowski]

Welcome to Statalist!

Expanding on Emad Shehata's advice, the more you help others understand your problem, the more likely others are to be able to help you solve your problem.

I suggest you review the Statalist FAQ linked to from the top of the page, as well as from the Advice on Posting link on the page you used to create your post, looking especially at sections 9-12 on how to best pose your question. It would be particularly helpful to post a small hand-made example, perhaps with just a few variables and observations, showing the data before the process and how you expect it to look after the process. Note the advice on using "code blocks" to present your Stata code and data, and on installing and using the dataex command to present sample data in a way that others can easily read it into Stata to use in building a solution.

[Julio Poppe]

Hello,

Do these attachments help? The description can be seen above.
If you have any more questions let me know.

Thanks,

Julio

[Carole J. Wilson]

Please follow William's advice in post in #3. The FAQ explains why attachments are discouraged, how to install dataex, and how to use code delimiters for data and code presentation.