Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Running 1000 regressions comparing the t-statistics


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Running 1000 regressions comparing the t-statistics
Date   Tue, 24 May 2011 11:51:17 +0100

. help postfile

-append- is not going to help much here.

Nick

On Tue, May 24, 2011 at 10:30 AM,  <Hauptseminar@gmx.de> wrote:

> I´ve got a problem concerning a do-file. A short wrap up of the problem: I want to make more than 1000 newey-west regressions each using a different dependent variable and compare afterwards the t-statistics of all of them to distinguish the most significant dependent varibale.
>
> I tried to do it with th command:
>
> parmby "newey exret L1.underberg_`x'_`y'_`z', lag(10)", saving(testimates, replace)
>
> Instead of rplacing everytime the testimates.dta I want to have one .dta which includes the t-statistics of all newey-west regressions. Do you have any ideas to solve this problem? May the command: "append" be useful and is it linkable with the parmby command?

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index