regression to estimate beta per company

[Sunny Bhatia]

Hi,

I'm quite new to stata and face a problem.
I want to use a for loop to run through my variables and calculate beta's of stocks. For this I intend on using a for loop and a regression to calculate the beta's. I want to generate a variable with these betas. I do not however know how to merge the for and if statement with a regression to generate a variable

[William Lisowski]

Welcome to Statalist.

You may find the user-writte Stata package asreg contributed by Attaullah Shah - a frequent contributor to Statalist - useful for this purpose. Read the output of ssc describe asreg for more detail and instructions for installing it.

[Nick Cox]

William Lisowski raises a good point which can be generalised. This area of work is extremely popular and there have been hundreds -- even thousands -- of posts on it on Statalist. So, the way to use Statalist is first to try searching the archives and then to ask a new question if and only if you have some genuinely new enquiry.