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


From   "Joao Ricardo F. Lima" <jricardofl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Running simple autocorrelation regressions using -forval-
Date   Tue, 9 Dec 2008 10:04:10 -0300

Dear Clive,

I think that you can just do this:

 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' L.r`i'                                     /*change
r`i_[n-1]' to L.r`i'*/
        whitetst, fitted
 }

The result is the same of Rich Ochmann, but I'm not using a new local macro.

HTH,

Joao Lima
2008/12/9 Clive Nicholas <clivelists@googlemail.com>:
> 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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>



-- 
----------------------------------------
Joao Ricardo Lima, D.Sc.
Professor
UFPB-CCA-DCFS
Fone: +553138923914
Skype: joao_ricardo_lima
----------------------------------------
*
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