Hi all,

I would like to save all the t-statistics as output for all of my regression observations using the function statsby (around 2500 unique firms, so 2500 unique regressions). Using the following
code: statsby _b _se e(r2_a), by(Firm_id): reg WD_WC WCFO_m1 WCFO_0 WCFO_p1
gen t_WCFO_m1 = _b_WCFO_m1 / _se_WCFO_m1
gen t_WCFO_0 = _b_WCFO_0 / _se_WCFO_0
gen t_WCFO_p1 = _b_WCFO_p1 / _se_WCFO_p1
gen t_cons = _b_cons / _se_cons
I get the individual t-statistics of all individual coefficients. However, I would like to know the averge t-statistic of all regressions (not of the coefficients).

This is how my current data set looks like:
Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input float(Firm_id _b_WCFO_m1 _b_WCFO_0 _b_WCFO_p1 _b_cons _se_WCFO_m1 _se_WCFO_0 _se_WCFO_p1 _se_cons _eq2_stat_1 t_WCFO_m1 t_WCFO_0 t_WCFO_p1 t_cons)
 1 -.05394566 -.23006923  .04830896   .013562117 .28096798  .3086993 .28177315 .018008897   -.18580456  -.1919993  -.7452859   .1714463   .7530787
 5  .16597177 -.06665981 -.22280903    .01305465  .1722289  .2001009 .17573737 .013335974 -.0000860228   .9636698   -.333131 -1.2678523   .9789049
 6   .7317249 -1.0530536    .343874  .0024817006  .6337522 .57382333  .4283359  .06528033    .13969019  1.1545914  -1.835153   .8028138  .03801605
 8   .4189564   .3812876 .012589534   -.04805117  .3583526  .4248652  .4118763  .05480045   -.06438253  1.1691177    .897432   .0305663   -.876839
 9 -.06351883  1.7101568  -.9943028   -.04134627  .9704586 1.0117265  .9204332  .09216096    .03574167 -.06545239   1.690335 -1.0802553 -.44863105
11  -.5828316  .09071947  .19461107     .0339218  .3893458  .4608819  .3461179  .04519086  -.036145367 -1.4969512  .19683886  .56226814   .7506342
13  -.6215593 .029050253   .9641559 -.0018906823  .9895523 1.1745487 1.2899123  .04951387    -.4225973  -.6281218  .02473312   .7474585  -.0381849
14  1.1789141 -.43658435  .17077123   -.04184853  .3235968 .28679675  .2633575   .0376256    .50850135   3.643158  -1.522278   .6484389 -1.1122355
16  .12857689  -.4277047  .08299367    .02208181  .3363663  .3318901 .26206222  .05952599    .04969158   .3822526 -1.2886935   .3166945   .3709607
17   .8422502   -.827225   .3418428   -.03561217 .25313297 .28855065  .2245888 .027439106     .4230953   3.327304  -2.866828   1.522083 -1.2978618
end
Thanks in advance.