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  • capture intercept and use it as a variable in another regression and holding explanatory variables constant

    Hello everyone,
    Please, I need help with the following.
    I am trying to estimate a hedonic price function of the form Yij=a+Pij+b1X1j+b2X2j (1). where i=1,....6 represent different sites and j=1.....7 different markets. The first regression must be made separately on the 6 sites. variations across sites are supposed to be caused by the differences in j and captured by the site-specific intercepts.
    So, In the next step, I would like to extract the intercept of each of the previous 6 regressions and use them to construct an adjusted price such that Pij*= Pij^+b1^X1^+b2^+X2^ where Pij^, b1^, b2^ (2), are estimated parameters in equation (1) and X1^, X2^ are the sample means of the attributes for market j.
    How can I do it with Stata?

    Thank you in advance for your help.

    Nabila

  • #2
    reg y x
    local a1 = _b[_cons]

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    • #3
      Originally posted by George Ford View Post
      reg y x
      local a1 = _b[_cons]
      Thanks George

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