I am running -qreg- for 9 deciles separately, and I want to create 3 variables containing the coefficients and confidence intervals of only the educ variable from the nine separate regressions.
The reason I am running them separately is because -sqreg- does not allow pweights.
I am aware of e(b), but that contains coefficients from all variables and I am only interested in one.
Code:
use http://fmwww.bc.edu/RePEc/bocode/o/oaxaca.dta, clear global reg lnwage educ exper tenure age agesq qreg $reg [pweight=wt], quantile(0.10) vce(robust,) qreg $reg [pweight=wt], quantile(0.20) vce(robust,) qreg $reg [pweight=wt], quantile(0.30) vce(robust,) qreg $reg [pweight=wt], quantile(0.40) vce(robust,) qreg $reg [pweight=wt], quantile(0.50) vce(robust,) qreg $reg [pweight=wt], quantile(0.60) vce(robust,) qreg $reg [pweight=wt], quantile(0.70) vce(robust,) qreg $reg [pweight=wt], quantile(0.80) vce(robust,) qreg $reg [pweight=wt], quantile(0.90) vce(robust,)
quantile | educoeff | edulow | eduup |
0.1 | .0844962 | .0605507 | .1084416 |
0.2 | .0842375 | .0718671 | .096608 |
0.3 | .0753538 | .0619078 | .0887999 |
I saw this thread here, but I am still not very clear about what to do (never did loops before):
https://www.econjobrumors.com/topic/...iable-in-stata
I can copy and paste from the output, but was wondering if there is a more efficient way to do this.
Thanks in advance!
0 Response to Help with saving the coefficients and confidence intervals of only one variable in multiple regressions
Post a Comment