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st: RE: Problem returning the e(V) covariance matrix for looped regression


From   "Jesper Lindhardsen" <JESLIN01@geh.regionh.dk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Problem returning the e(V) covariance matrix for looped regression
Date   Mon, 10 Oct 2011 12:51:45 +0200

Hi Sharon

I would use a loop and regress with an if statement (eg. reg x y if
country=='Norway') and copy e(V) into a matrix within the loop.

Something like

local name: "Norway Denmark"
foreach nation of local name {
	reg x y if country==`nation'
	matrix m_`nation'=e(V)
}


HTH,
Jesper

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of
sharoncatherine
Sent: 10 October 2011 12:38
To: statalist@hsphsun2.harvard.edu
Subject: st: Problem returning the e(V) covariance matrix for looped
regression

Dear Stata users,

I have StataSE 11 for Windows. I have sorted my data by country of
origin
and I ran an OLS regression *by* country. I now need to get the
covariance
matrix for each country, however, when I enter the command matrix list
e(V)
it only returns the most recently run regression which in this instance
is
the last country in the list. I would really appreciate if someone could
guide me as to how to get the covariance matrix for each country run.

Any help would be greatly appreciated!!

Sharon

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