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st: AW: Loop over regression estimates


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: Loop over regression estimates
Date   Sun, 27 Sep 2009 00:27:35 +0200

<> 

" I would appreciate any help or references where I can read how to make
it."

The canonical reference is Nick`s
http://www.stata-journal.com/sjpdf.html?articlenum=pr0009, see p. 199 in
particular for your specific case.



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von
itchiftc@rumms.uni-mannheim.de
Gesendet: Sonntag, 27. September 2009 00:06
An: statalist@hsphsun2.harvard.edu
Betreff: st: Loop over regression estimates

Dear all,

I have to conduct a simple Wald test (-test x1=x2=x3=x4=0-) for  
several different regression specifications. I have done the  
regressions and stored the estimates under a name that identifies the  
hypothesis, the model and the dependent variable (e.g. h1m1a). Now I  
would like to write a loop over all stored estimates, conduct the  
tests and store the F-stat and the p-value in order to export them  
later by means of -outreg2-. I have tried the loop, listed below, but  
unfortunately Stata says that the syntax is wrong. The problem lies   
probably in the foreach-command but I don't know which other loop to  
take for regression estimates and whether it is possible at all.

Here is what I tried:

local hyp1 "h1m4s h1m4a h1m4t h1m4z"
foreach est of hyp1 {
	estimates restore `est'
	test x1=x2=x3=x4=0
	local F_`est'=r(F)
	local P_`est'=r(p)
}

I would appreciate any help or references where I can read how to make it.

Best regards,
Ida
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