help parmby_only_opts                                            (Roger Newson)

Options for parmby only


options Description ------------------------------------------------------------------------- by(varlist) Specify variables defining by-groups command Add a variable containing the command called -------------------------------------------------------------------------


These options may not be specified for parmest. They allow the user to call an estimation command once for each of a set of by-groups, and to create an the output dataset (or resultsset) with one observation per parameter per by-group.


by(varlist) specifies a list of existing variables which would normally appear in the by varlist: section of the Stata estimation command called by parmby. parmby creates an output dataset with one observation for each parameter in each by-group in which the command executed successfully. The output dataset contains values of the by-variables in each by-group (if by() is specified), in addition to the variables created by parmest. However, the by() option is optional, and parmby will still work without it, creating an output dataset with one observation per parameter of a single set of estimation results.

command is a variable-adding option. If specified, it creates a string variable named command in the output dataset, containing the text of the estimation command called by parmby. The text of the command is truncated, if necessary, to the maximum length of a string variable under the edition of Stata currently in use, which is 244 characters in Stata Version 9. (See help for limits.) The variable command has the same value in all observations in the output dataset, and is useful as an identifier if the user creates multiple parmby output datasets, using different commands, and concatenates them using append, or using dsconcat if installed.


Note that the variable command can be renamed by the rename() option, but the variables specified in by(varlist) cannot. See help for parmest_varmod_opts for details on the rename() option, and help for parmest_resultssets for details of other variables in the output datasets (or resultssets} produced by parmest and parmby.


Roger Newson, Imperial College London, UK. Email: r.newson@imperial.ac.uk

Also see

Manual: [D] append, [D] by, [U] 11.4 varlists, [U] 20 Estimation and postestimation commands On-line: help for append, by, varlist, estimation commands help for parmest, parmby, parmest_outdest_opts, parmest_ci_opts, parmest_varadd_opts, parmest_varmod_opts, parmest_resultssets help for dsconcat if installed