Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: AW: Cannot initialize matrix to store summed coefficient estimates


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: AW: Cannot initialize matrix to store summed coefficient estimates
Date   Thu, 24 Sep 2009 15:45:20 +0100

Alternatively, if you seek debugging advice, show us the exact code
please. 

Nick 
n.j.cox@durham.ac.uk 

Martin Weiss

help simulate 

does all this automatically, and is easy to understand with the example
in
the help file. 

Diederik van Liere

I am trying to write a simple macro that takes a random sub sample of my
dataset, run my regression and aggregates the e(B) matrices in a new
matrix
so I can calculate the average coefficient estimate and the average
standard
error. However, I am a bit stuck with initializing the matrix that will
contain the summed coefficients and summed standard errors. What I have
been
trying to do looks like this:

local define matrix X
foreach v of varlist  'varlist'  {
    //create 1 x k matrix with initial values 0.0
    matrix X[1, "`v'"]= 0.0
}

forvalues i =1/n {
    preserve
    generate x =runiform()
    //some more code to create random sample
    regress varlist
    matrix y = e(b)
    foreach b of e(b)  {
            matrix X[1,`b'] = matrix X[1,`b'] + _b["`b'"]
    }
    matrix list X
    restore
}

Unfortunately, I don't know how to fix the error that is thrown on row 3
(matrix X[1, "`v'"] = 0.0
Stata exits with a type mismatch error and I have tried a whole range of
alternatives but so far nothing works....

I would appreciate any suggestions to get this macro working and I am
sure
it's quite simple but I have been staring at this for too long :(


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index