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


From   Richard Ochmann <rochmann@diw.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Running simple autocorrelation regressions using -forval-
Date   Tue, 9 Dec 2008 10:57:46 +0100

not perfectly clear to me if this is what you want, but the following code 
runs for me until the year 1974 where there are no observations:

***********
webuse nlswork
reg ln_wage age race grade if year==68
predict r68, r
whitetst, fitted
forval i=69(1)88 {
local j = `i'-1
        reg ln_wage age race grade if year==`i'
        predict r`i', r
        reg r`i' r`j'
        whitetst, fitted
}
***********
best,
rich




"Clive Nicholas" <clivelists@googlemail.com> 
Gesendet von: owner-statalist@hsphsun2.harvard.edu
09.12.2008 09:01
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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
<clivenicholas@hotmail.com>. 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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