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

From   Nick Cox <>
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.


On Tue, May 24, 2011 at 10:30 AM,  <> 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?

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