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RE: 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   RE: st: RE: new explanatory variable in a loop
Date   Tue, 7 Dec 2010 19:17:37 +0000

Clearly, that wasn't explicit. 

By the way, the habit of including equals signs when not needed as in 

loc X = "sap liqmk m2-m12 mes pprom"

will bite you sooner or later. See 

SJ-8-4  pr0045  . . . . . . . . Stata tip 70: Beware the evaluating equal sign
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N. J. Cox
        Q4/08   SJ 8(4):586--587                                 (no commands)
        tip explaining the pitfall of losing content in a macro
        because of limits on the length of string expressions

or its references. 

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

Rodrigo Briceño

thanks Nick. No, my dummy has 1s and 0s, based on some previous
analysis of residuals.

2010/12/7 Nick Cox <n.j.cox@durham.ac.uk>:

> 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

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