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Re: st: RE: re: how to save VIF measure in a file


From   "Ben Jann" <ben.jann@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: re: how to save VIF measure in a file
Date   Sun, 20 Apr 2008 22:57:16 +0200

You could also use -estadd vif- (which is part of the -estout-
package, see -ssc d estout-):

   forv i=1/10 {
         qui reg invest mvalue kstock time if company == `i'
         estadd vif
         est sto company`i'
    }
    estout company* using myvifs.txt, cells(vif)

ben



On Sun, Apr 20, 2008 at 5:40 PM, Nuno <liststata@gmail.com> wrote:
> Just a minor clarification to the previous code:
>
>
>   webuse grunfeld,clear
>   mat vif = J(10,3,.)
>   mat colnames vif = "mvalue kstock time"
>
>
>   forv i=1/10 {
>         qui reg invest mvalue kstock time if company == `i'
>         vif
>         forv j=1/3 {
>                 mat vif[`i', colnumb(vif,r(name_`j'))] = r(vif_`j')
>
>         }
>   }
>   mat list vif
>   // mat2txt from ssc
>   mat2txt, mat(vif) saving(myvifs) format(%9.3f) replace type myvifs.txt
>
>
>  For some reason (at least in my code), the identifier of each variable was
>  changing in some of iteractions. This meant that, I could have started with
>  mvalue vif at the first iteraction and on the next iteraction I could have
>  kstock vif in the same column. This way the code names the columns and
>  searches the correct column to input the corresponding vif.
>
>  Best,
>
>  Nuno
>
>
>
>  -----Original Message-----
>  From: owner-statalist@hsphsun2.harvard.edu
>  [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Kit Baum
>  Sent: 19 April 2008 23:12
>  To: statalist@hsphsun2.harvard.edu
>  Subject: st: re: how to save VIF measure in a file
>
>
>  This should work for you:
>
>  > webuse grunfeld,clear
>  > mat vif = J(10,3,.)
>  > forv i=1/10 {
>  >       qui reg invest mvalue kstock time if company == `i'
>  >       vif
>  >       forv j=1/3 {
>  >               mat vif[`i', `j'] = r(vif_`j')
>  >       }
>  > }
>  > mat list vif
>  > // mat2txt from ssc
>  > mat2txt, mat(vif) saving(myvifs) format(%9.3f) replace type myvifs.txt
>
>
>
>  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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