Dear Stata Community members,

I would like to ask how I can save one particular beta coefficient after running an xtreg with fixed effects (I need to save the coefficient, its standard error, P|z|, and 95% CI interval). Please note that my model has many variables but I only need to save one of the betas (the coefficient, its standard error, P|z|, and 95% CI interval).

My objective is to use that coefficient in different postestimations (done using nlcom) after running other xtreg’s in the meantime (my post-estimation involves using coefficients from different xtregs (1 from each xtreg).

I would also like to ask how I can extract that saved coefficient and “refer to it” in my postestimations (so that STATA understands which coefficient I am referring to). Is there any command similar to “global” which does such deed? I’ve tried several options. One member of our community kindly suggested the use of regress and suest: such command does achieve the goal but I have too many fixed effects (1500+ units, each of which having between 2-16 observations), which makes each post-estimation (nlcom) take about 1.5 hours. I need to do many estimations at this stage so this solution is not very efficient.

I’m struggling a lot with this so your vice would be much appreciated 😊

Kind regards,
Joao