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st: Re: Editing Commands in Review Window

From   W R Goe <>
Subject   st: Re: Editing Commands in Review Window
Date   Mon, 4 Apr 2011 17:11:53 -0400 (EDT)


I have a simple question about the operational functionality of Stata. Any programming commands submitted in the Stata Command window automatically appear in the Review window. Output from a particular session can be recreated again at a later date by saving the commands in the Review window as a do-file. My question is, "Is there a way of editing the commands listed in the Review window in order to eliminate unwanted commands or error messages before saving it as a do-file?"


Richard Goe

Professor of Sociology
Dept. of Sociology, Anthropology & Social Work
204 Waters Hall
Kansas State University
Manhattan, KS 66506
Telephone:(785) 532-4973
Fax: (785) 532-6970

----- Original Message -----
From: "Nick Cox" <>
To: "" <>
Sent: Monday, April 4, 2011 1:10:51 PM
Subject: st: RE: rolling regression and hypothesis testing

There is no contradiction here, as you can write a program that does your regression and testing and then that can be the single command that -rolling- calls. 

However, a big, big, big caveat is that these tests are manifestly not independent, so goodness know how you interpret them. 


Nat Tharnpanich

    I would like to run rolling OLS regression of, say, overlapping 20-year 
periods and test a hypothesis whether the coefficient is statistically 
different from 1. As far as I know, the rolling command in Stata allows you 
to execute only one command at a time. But in my case, I want to run a 
regression of each subperiod and then test the hypothesis for that 
subperiod before Stata goes on to subsequent subperiods and this involves 
two commands, reg and test.

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