Nick Cox wrote:
> I have nothing to add to discussion of Newey-West, but just
> want to point out that mass transformation of a bunch of
> variables is just a -foreach- loop:
>
> foreach v of var <varlist> {
> gen logit_`v' = logit(`v')
> label var logit_`v' "logit `v'"
> }
>
> subject to small problems if variable names are very long.
> You mainly need to work out the <varlist>.
I was half-thinking this even as I was typing my reply to Kit, so thanks
for this. I guess the really neat trick would be to go one step further
and get the regression command of your choice to automate this procedure
-glm-style. Maybe that's just too much of an ask.
CLIVE NICHOLAS |t: 0(044)7903 397793
Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
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