Plot coefficient over years

[Henry Strawforrd]

I would like to run the same regression each year and then plot the coefficients with years on the x-axis and beta on the y-axis.

Here is an MWE. Any suggestions

clear all
input year y x
2001 1 1
2001 2 0
2001 2 0
2002 1 1
2002 3 0
2002 2 1
2003 1 1
2003 3 0
2003 5 1
2004 6 0
2004 2 1
2004 1 1
2004 4 0
2004 1 0
2005 1 1
2005 2 1
2005 3 0
2005 1 0
end

levelsof year, local(levels)
foreach y in `levels' {
    reg y x if year == `y'
}

[William Lisowski]

See

help statsby

With your example data:

. use ~/Downloads/example

. statsby _b, by(year) : regress y x
(running regress on estimation sample)

      Command: regress y x
           By: year

Statsby groups
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 
.....

. list

     +-----------------------------+
     | year        _b_x    _b_cons |
     |-----------------------------|
  1. | 2001          -1          2 |
  2. | 2002        -1.5          3 |
  3. | 2003           0          3 |
  4. | 2004   -2.166667   3.666667 |
  5. | 2005         -.5          2 |
     +-----------------------------+

.

[Henry Strawforrd]

Thank you