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st: Fwd: Saving results in program/loop


From   Maximiliano Méndez Parra <mm273@sussex.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Fwd: Saving results in program/loop
Date   Mon, 1 Mar 2010 17:37:02 +0000

Dear all,

I am trying to do a Monte Carlo experiment. Inside the program there is a
loop that performs a given regression 100 times with different
specifications for each of the simulations (5000). At the end, the program
pick up the minimum t statistic from each of the 100 set of simulations to
form a distribution . The problem I have is that I want to know from which
of those 100 regressions the minimum t stat come from. Therefore, I need to
save the intermediate results. I've tried with postfile, however, it only
saves the last set of 100 regressions and I want to have all of them. I've
tried putting the commands inside and outside the loop but I failed. Or at
least, if it is not possible to save the intermediate results, I would like
to know if there is some way of associating those minimum t stats with a
give iteration inside the loop.

Can you help me?

My program looks like this

program seascrit1, rclass

version 10.0

drop _all

set obs 300

*More commands...*

forvalues i=1/100{

*More commands...*

reg XXX YYY ZZZ SSS....

test l.z3t l.z4t

scalar Fa`i'=r(F)

test l.z5t l.z6t

scalar Fb`i'=r(F)

test l.z7t l.z8t

scalar Fc`i'=r(F)

test l.z9t l.z10t

scalar Fd`i'=r(F)

test l.z11t l.z12t

scalar Fe`i'=r(F)

scalar ba`i' = (_coef[l.z1t])/_se[l.z1t]

scalar bb`i' = (_coef[l.z2t])/_se[l.z2t]

}

*end of loop

return scalar b1...

return scalar b2...

....

scalar drop _all

end

simulate tbr=r(tbr) b1=r(b1) b2=r(b2) b3=r(b3) b4=r(b4) b5=r(b5) b6=r(b6)
b7=r(b7), reps(5000) : seascrit1


-- 
Maximiliano Méndez Parra
mm273@sussex.ac.uk




-- 
Maximiliano Méndez Parra
maximilianomp@gmail.com

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