Display coefficients from multiple regressions in one column?

[Michael Pei]

Basically I want to regress one dependent variable A "individually" on several independent variables B,C,D (i.e. A on B, A on C and A on D). But the problem is that I want to use outreg2 to produce a table combining coefficients from these three different regressions into the same column. Like this:

	A
coefficient of B	5.2
coefficient of C	4.8
coefficient of D	2.0

I'm stuck on this because I can only generate table like this:

	A	A	A
Coefficient of B	5.2
Coefficient of C		4.8
Coefficient of D			2.0

Thank you!

[Mathias Pedersen Heinze]

Hi Michael,

You could loop over the models and store the coefficients in a new variable, like this example:

* GENERATE EXAMPLE DATA
clear

set obs 10
foreach new_var in A B C D {
    gen `new_var' = rnormal(0, 1)
}

* CODE TO LOOP OVER MODELS
gen var_name = "."
gen coefficients = .
local i = 1

qui foreach var of varlist B-D {
    qui reg A `var'
    mat E = e(b)
    replace coefficients = E[1,1] in `i'
    replace var_name = "Coefficient of `var'" in `i'
    local `i++'
}

* COEFFICIENT TABLE
table var_name, contents(sum coefficients) cw

The first part of the code is just to generate some example data. The result looks like this:

. table var_name, contents(sum coefficients) cw

--------------------------------
        var_name | sum(coeffi~s)
-----------------+--------------
Coefficient of B |       .274651
Coefficient of C |      .0675308
Coefficient of D |      .2300407
--------------------------------

[Michael Pei]

Thank you so much! The codes are really helpful.

A follow-up question: how can I export the table? I tried to use outreg2 but it didn't give me the table I want. Thanks.

[Mathias Pedersen Heinze]

There are several tools for exporting Stata output out there. One simple way, is to use the user-written command logout. Install it with the following command.

ssc install logout

It supports various export formats, i.e. xlsx, docx, dta, tex. Assuming you want a Word table, use the following code

logout, save("mytable.docx") word : table var_name, contents(sum coefficients) cw

Remember to specify the full path.

[Priyesh VP]

I was searching for a code to run regression based on industry (SIC) and year, and save residuals and coefficients of these regression as variables to be used in next level analysis.
Plus I want the regression to run if at least 20 observations are there per each SIC-year
I found a useful code from the statalist,quoted below

levelsof SIC, local(codes)  
foreach code in `codes' {          
count if SIC == `code'        
if r(N) >= 20 {                  
reg DV IV1 if SIC == `code'        
predict res_`code' if SIC == `code', residuals          
}    }

But it generated residuals for each SIC. But I wanted coefficients and residuals for each SIC-year (2000-2014).
I would be really grateful if someone could help me with that, I have around 50 SICs spanning over 10 years (Each SIC will have many firms), approximately need around 50*10 sic-year regressions and generate residual and coefficients as separate variables.