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

From   "Martin Weiss" <>
To   <>
Subject   st: AW: Cannot initialize matrix to store summed coefficient estimates
Date   Thu, 24 Sep 2009 16:37:35 +0200


Here is a way to make this work for a 70% random sample...

//drop it beforehand
capt prog drop sim

		drop _all
		set obs 10000
		gen x1=  rnormal()
		gen x2=  rnormal()
		gen y= 1+2*x1+4*x2+rnormal()

//define the program
program define sim
    version 10.1
		//70% sample
		gen byte sample=runiform()<0.7
		reg y x* if sample

//simulate it!
simulate _b _se, /* 
 */ reps(100): sim 

renpfix _b_ pointest_
renpfix _se_ standerror_

list, noobs h(40)


-----Ursprüngliche Nachricht-----
[] Im Auftrag von Diederik van
Gesendet: Donnerstag, 24. September 2009 16:23
Betreff: st: Cannot initialize matrix to store summed coefficient estimates

Dear Statalist members,

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 {
    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

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 :(

Best regards,
Diederik van Liere

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