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Re: st: how to create a loop for all the feasible regressions in a varlist


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: how to create a loop for all the feasible regressions in a varlist
Date   Wed, 23 Mar 2011 22:17:59 +0000

This came up only a few days ago.

See http://www.stata.com/statalist/archive/2011-03/msg00770.html

local varlist var1 var2 var3 var4
tokenize "`varlist'"

forval i = 1/4 {
       local x : list varlist - `i'
       regress ``i'' `x'
}

On Wed, Mar 23, 2011 at 9:42 PM, Stefano Lombardi <[email protected]> wrote:

> Starting from a list of 4 variables, I need to:
>    - regress var1 on var2, var3, var 4
>    - regress var2 on var1, var3, var4
> and so on..
> Basically I need to create a loop where every time the dependent variable is
> regressed on all the three others.
>
> I have been trying to use the "foreach" command, but I cannot find the right
> way to solve the issue. In fact if I type:
>
>  foreach x in Gasp PNC PUC PPT {
>    reg `x' Gasp PNC PUC PPT
>    }
>
> the software, obviusly, every time returns an erroneous model (R^2 = 1),
> because in each model the dependent variable is explained by itself..
> The point is that I have no idea on how to remove the `x' variable from the
> regressors list.

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