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From |
Joerg Luedicke <joerg.luedicke@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Regression with fixed random data from panel data set |

Date |
Tue, 26 Apr 2011 16:50:27 -0400 |

On Tue, Apr 26, 2011 at 3:26 PM, vikramfinavker <vikramfinavker@gmail.com> wrote: > HI all, > > could someone please tell me how can i run a regression for say 20 firms out > of my 1000 firms selected randomly. i want to do it many times. so, is there > any command which i can use which will automatically selects 20 firms based > on some unique id and run the regression. > > Thanks. > These are two separate steps: First you do the sampling and then you run your analysis. Once you are clear about how to draw your sample (see Scott's hint) and about the kind of analysis you want to run you may want to analyze the results across your random draws. One way of doing that would be to set up a program which runs the desired regression using the desired sample and returning the desired results that you are interested in. Then you you can use Stata's -simulate- feature to run your program as often as you wish to draw your random samples, save the results, and create a new datasets with the results from the regression across your random draws. An example is given below for the auto data set with 100 random draws of 10. //Begin example /*Define a program that runs a regression using the desired sample and returns desired results*/ clear program auto1, rclass version 11.2 drop _all sysuse auto.dta, clear sample 10, count regress price mpg return scalar b1=_b[mpg] qui test mpg return scalar p1=r(p) end /*Put the program in the simulation and create a new data set containing desired results across random draws (100 draws in this case)*/ simulate beta=r(b1) pval=r(p1), reps(100) saving(auto_test1, replace): auto1 //End example looking at the results: . sum beta pval Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- beta | 100 -241.6105 184.0235 -763.7193 237.2975 pval | 100 .2497923 .2647623 .0010754 .998809 we see, for example, that the effect from the OLS regression varies between -764 and 237 the p-value ranges from .001 to .999, and so on. J * * 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/

**References**:**st: Regression with fixed random data from panel data set***From:*vikramfinavker <vikramfinavker@gmail.com>

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