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


From   "Clive Nicholas" <clivelists@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Running simple autocorrelation regressions using -forval-
Date   Tue, 9 Dec 2008 23:33:06 +0000

Richard Ochmann replied:

> 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
> }
> ***********

This code worked perfectly for _all_ of my data, so thanks very much.
I should have said in my original post that -whitetst- is, of course,
a user-written routine available from SSC. Indeed, my use of it should
appear _before_ -reg r`i' r`j'- and not after. I really should learn
more about locals and globals...

-- 
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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