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st: Iterative regression runs


From   "Hamilton, David" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: Iterative regression runs
Date   Tue, 21 Dec 2004 15:31:37 -0500

I'm a relatively new Stata user with a simple question. I want to iteratively run a regression that allows a dummy variable to change value (compared to the value of a reference variable called "spread") and append some of the results of each run to a table/matrix.

This is a simplified version of what I'm trying to do (never mind what it's supposed to mean):

Forvalues i=1(0.5)5 {
	gen dummy = (spread>`i')
	reg y x dummy
	here I want to append the value of i and the AIC to a (i,2) matrix so I can look at the results later and pick out the value of i that is min(AIC)
}

This would seem to be a simple thing, but the loop stops after the first iteration with the message "dummy already defined."

Any tips?


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