Re: st: re: error in my loop

 From stephanie watkins To statalist@hsphsun2.harvard.edu Subject Re: st: re: error in my loop Date Sat, 8 Dec 2007 14:54:27 -0800 (PST)

```Hi Kim,

Thanks for the response! I am working with an
ecomonist who wants to difference out the effect of a
variable from all of the covariates...flexibility
controlling for a variable...before estimating their
parametric effect. He wrote the program and I just
can't get it to run. I will give your suggestion a
try.

I did use plreg but that differences your variables
and runs the regression in one step. We want to have
and then create three dimensional graphs in R.

Thanks again,
Stephanie
--- Kit Baum <kitbaum@mac.com> wrote:

> Not sure why Stephanie wants to do this, but...
> always a better idea to use Stata's time series
> operators when you can.
>
> program drop _all
> program define mydiff
> syntax varlist [, order(real 5) ]
> di "Differencing `varlist' at order `order'"
> matrix D1  = (0.7071, -0.7071)
> matrix D2  = (0.8090, -0.5000, -0.3090)
> matrix D3  = (0.1942,  0.2809,  0.3832, -0.8582)
> matrix D4  = (0.2708, -0.0142,  0.6909, -0.4858,
> -0.4617)
> matrix D5  = (0.9064, -0.2600, -0.2167, -0.1774,
> -0.1420, -0.1103)
> matrix D = D`order'
> foreach var of varlist `varlist' {
> 	forv l=1/`order' {
>   		qui gen F`l'`var'=F`l'.`var'
>    	}
> 	mkmat `var' F*`var' , matrix(lags)
> 	drop F*`var'
> 	matrix F`var'=lags*D'
> 	svmat F`var'
> }
> end
>
> sysuse auto,clear
> g t=_n
> tsset t
> mydiff price mpg
> desc F*
>
>
>
> Kit Baum, Boston College Economics and DIW Berlin
> http://ideas.repec.org/e/pba1.html
> An Introduction to Modern Econometrics Using Stata:
> http://www.stata-press.com/books/imeus.html
>
>
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