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st: RE: Running simple autocorrelation regressions using -forval-


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: RE: Running simple autocorrelation regressions using -forval-
Date   Tue, 9 Dec 2008 09:35:50 +0100

Line for the server...

What is that -fitted- option to -whitetst-?  I have

. which whitetst
c:\ado\plus\w\whitetst.ado
*! whitetst 1.2.0 CFB/NJC 11 Oct 1999 rev for _rmcoll  (STB-55: sg137)

and Stata says it does not know this option. 

Anyway, why do you not use the lag opertors in - help tsvarlist- for your
-reg-?

HTH
Martin


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Clive Nicholas
Sent: Tuesday, December 09, 2008 9:00 AM
To: [email protected]
Subject: st: Running simple autocorrelation regressions using -forval-

Stata 9.2, Windows XP

I'm having trouble executing this -forval- code:

webuse nlswork
reg ln_wage age race grade if year==68
predict r1, r
whitetst, fitted
forval i=69(1)88 {
        reg ln_wage age race grade if year==`i'
        predict r`i', r
        reg r`i' r`i_[n-1]'
        whitetst, fitted
}

The problem, of course, is with -reg r`i' r`i_[n-1]'-, which chokes
with the error code:

r ambiguous abbreviation
r(111);

Even after checking -h forval-, I can't find a satisfactory way of
getting Stata to automate the second residual term, which should be
the one estimated for the year before the first one in each
-regress-ion.

All solutions gratefully received.

-- 
Clive Nicholas

[Please DO NOT mail me personally here, but at
<[email protected]>. Please respond to contributions I make in
a list thread here. Thanks!]

"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson.
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