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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 19:35:28 +0000

For version 9 the equivalent (and terser) manual reference is [U] 18.3.4. 

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

Rodrigo Briceño

Thanks again. I need to wait to read your article since I have to pay
to read it.

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

> 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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