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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 * * 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/

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