Thank a lot Dev. But I ran into a rather weird problem while applying it to real data. It seems that the loop abruptly stops whenever their are missing values for variables used in the regression. In my case, the data starts with e.g. BAN and gdp for BAN is all missing like this:
Country Code Year GDP
BAN 1960 .
BAN 1965 .
BAN 1970 .
The loop does not produce any result and gives "no observation" and just stops.
Any suggestions?
Kakatua
I tired with some fake data where I had missing values for a variable and could not replicate this problem . But try to add an extra condition in the loop, which is to ignore observations that have missing values for GDP. Therefore, your new loop would be:
use data
sort countrycode year
encode countrycode,gen(id)
tsset id year
gen coeff=.
forv id=1/2 {
reg gdp year
replace coeff=_b[year] if id==`id' & gdp!=.
}
Give that a try.
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