Dear Statalisters;
I need to run the same regression for 5000 different samples.
I have a separate file for each sample, for example, sample1.dta, sample2.dta... sample5000.dta
then I do the loop for the regression using
forvalues i=1/5000{
use sample1.dta,clear
reg y x1 x2
}
Now I need to store the coefficient of x1 in each of the 5000 regressions in a single file (either stata or excel ) to plot a graph on that.
Could you please suggest a sufficient way to do that?
Thanks very much in advanced
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