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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 * * 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/

**Follow-Ups**:**Re: st: RE: new explanatory variable in a loop***From:*Rodrigo Briceño <rjbriceno@gmail.com>

**References**:**st: new explanatory variable in a loop***From:*Rodrigo Briceño <rjbriceno@gmail.com>

**st: RE: new explanatory variable in a loop***From:*Nick Cox <n.j.cox@durham.ac.uk>

**Re: st: RE: new explanatory variable in a loop***From:*Rodrigo Briceño <rjbriceno@gmail.com>

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