The example of my data is provided below. My goal is to run a series of simple regressions for each of the individual asin codes (see examples below) and for each of the runs store the beta coefficient, standard error, and p-value in separate columns. What would be the appropriate way to do so?
Thanks!
Code:
reg overall month if asin == "373250460" reg overall month if asin == "446697192" ///etc.
Code:
* Example generated by -dataex-. For more info, type help dataex clear input str10 asin int month double overall "373250460" 528 4 "373250460" 530 5 "373250460" 531 5 "373250460" 534 3 "373250460" 535 1 "373250460" 536 2 "373250460" 540 3 "373250460" 541 4 "373250460" 543 4 "373250460" 544 1 "373250460" 545 1 "373250460" 547 1 "373250460" 548 1 "373250460" 551 4 "373250460" 553 1.5 "373250460" 555 1 "373250460" 564 3 "373250460" 567 4 "373250460" 568 4 "373250460" 569 2 "373250460" 579 2 "373250460" 587 3 "373250460" 591 4 "373250460" 629 3 "373250460" 634 4.5 "373250460" 677 4 "446697192" 594 3.9000001 "446697192" 595 4.3333335 "446697192" 596 3 "446697192" 598 5 "446697192" 601 4 "446697192" 605 3 "446697192" 611 3 "446697192" 614 4 "446697192" 624 2 "446697192" 626 4 "446697192" 628 4 "446697192" 672 4 "575074205" 567 3.6666667 "575074205" 574 4 "575074205" 583 4 "575074205" 656 4 "575074205" 670 2 "575074205" 687 3 "812566564" 478 5 "812566564" 479 4 "812566564" 483 4 "812566564" 494 1 "812566564" 504 4 "812566564" 537 2 "812566564" 630 2 "812566564" 631 4 "812566564" 650 5 "812566564" 653 5 "812566564" 666 5 "812566564" 681 5 "979526191" 610 4 "979526191" 611 5 "979526191" 612 3.25 "979526191" 615 5 "979526191" 616 5 "979526191" 619 4 "979526191" 633 1 "979526191" 642 1 "979526191" 643 1 "979526191" 645 3 "1039869017" 638 5 "1039869017" 644 5 "1059983354" 654 2 "1059983354" 657 1 "1059983354" 667 4 "1059983354" 669 5 "1060078031" 643 4.8000002 "1060078031" 644 4 "1060078031" 645 4.0833335 "1060078031" 646 2.8666666 "1060078031" 647 4 "1060078031" 648 4.1333332 "1060078031" 649 4.5384617 "1060078031" 650 4.2142859 "1060078031" 651 3.3636363 "1060078031" 652 4.2222223 "1060078031" 653 3.3333333 "1060078031" 654 3.8888888 "1060078031" 655 2.5 "1060078031" 656 3.4000001 "1060078031" 657 3 "1060078031" 658 5 "1060078031" 661 3 "1060078031" 677 5 "1060240718" 659 1 "1060240718" 678 1 "1061790827" 659 5 "1061790827" 660 5 "1061790827" 662 3 "1061790827" 663 1 "1061790827" 665 5 "1400532620" 606 5 "1400532620" 607 3 "1400532620" 608 4.8333335 end
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