In Stata, say that I have these data:
sysuse auto2, clear
gen name = substr(make, 1,3)
encode name, gen(name2)
I run this regression, which importantly uses i.:
reg price i.name2 trunk weight turn
The output takes the form of:
------------------------------------------------------------------------------
price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
name2 |
Aud | 4853.048 1254.083 3.87 0.000 2331.545 7374.551
BMW | 5742.124 1560.161 3.68 0.001 2605.211 8879.037
Bui | 1351.065 946.733 1.43 0.160 -552.4696 3254.599
Cad | 7740.865 1168.332 6.63 0.000 5391.776 10089.95
Che | 62.35577 946.1153 0.07 0.948 -1839.937 1964.648
....
I then go to the estimation results:
matrix list e(b)
which produces:
e(b)[1,27]
1b. 2. 3. 4. 5. 6. 7.
name2 name2 name2 name2 name2 name2 name2
y1 0 4853.0482 5742.1237 1351.0647 7740.8653 62.355771 2676.3971
8. 9. 10. 11. 12. 13. 14.
name2 name2 name2 name2 name2 name2 name2
y1 943.4266 1964.8242 1776.4058 2711.4324 6386.7936
....
My question is how can I retrieve the variable labels from the name2 variable after the regression is run? What I want is what is displayed in the initial output: Aud, BMW, Bui, etc. I do not want what is stored in the e(b) matrix: 1b. name2, 2. name2, 3. name2, etc. Is there a way to get what I want stored in e(b) or is is stored elsewhere in other estimation results? Can estout/esttab? I would like to get the results stored in a matrix.
You can store e(b) in a matrix, get the names of your variable with the levelsof command and rename the column names.
sysuse auto2, clear
gen name = substr(make, 1,3)
encode name, gen(name2)
reg price i.name2 trunk weight turn
mat A = e(b)
levelsof name, local(names)
local colnames "`names' trunk weight turn _cons"
matrix colnames A = `colnames'
matrix list A