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st: RE: new explanatory variable in a loop


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: new explanatory variable in a loop
Date   Tue, 7 Dec 2010 18:47:07 +0000

Yes, you _can_ do that. The central line would become  

quietly regress liq `X' d`i' if isin2==`i'

However, if each dummy is 1 if and only if the identifier is that named, then the dummy is identically 1 and no purpose is served thereby. Thus if -d3- is 1 if and only if -isin2- is 3, then your variable is just a constant. 

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

Rodrigo Briceño

Hello again Stata listers. I am running several regressions (stata
9.2, windows XP) that contains a set of dummies (each dummy is defined
as a "d" plus the identification number of the bond considered. So for
id3, the dummy is d3, and so on. I made the following loop (this is a
shortened version; the original include tests and exporting
coefficients using estimates store and estout):

loc X = "sap liqmk m2-m12 mes pprom"
local isin "3 4 247 1 5 6"
foreach i of local isin	{
quietly regress liq `X' if isin2==`i'
}

My question to the list is: can I include something like d`i'  as a
new explanatory variable? What I need is that each regression include
its corresponding dummy, so I can do the process automatically instead
of typing individual commands:

regress liq sap liqmk m2-m12 mes pprom d3 if isin2==3
regress liq sap liqmk m2-m12 mes pprom d4 if isin2==4


THanks

-- 
Rodrigo Briceño
Economist
rjbriceno@gmail.com
MSN: jbric98@hotmail.com
SKYPE: rbriceno1087

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