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RE: st: Urgent: Saving Coefficient


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Urgent: Saving Coefficient
Date   Thu, 25 Mar 2004 10:36:16 -0000

(Apologies for previous premature post.) 

You could identify the problematic 
observations upstream and ignore 
them systematically. Also the -regress- 
must be on subsets for this to make sense. 

use data
gen coeff = .
egen nmiss = rmiss(gdp year) 
encode countrycode if nmiss == 0, gen(id) 
su id, meanonly 

qui forval i = 1/`r(max)' { 
	reg gdp year if id == `i' 
	replace coeff=_b[year] if id == `i' 
}

Note also -statsby-. 

Nick 
n.j.cox@durham.ac.uk 

Dev Vencappa
> 
> 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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