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From |
Sharon Walsh <Sharon.Walsh@esri.ie> |

To |
"'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |

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

Date |
Mon, 10 Oct 2011 11:08:40 +0000 |

Hi Nick, Many thanks for your help!! I tried this method and it seems to work perfectly except that it only runs for the first 20 or so countries (out of a total of 246) and then I get the following error: no observations r(2000); end of do-file r(2000); Do you have any thoughts? Many thanks again for your help so far, Kind regards, Sharon -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox Sent: 10 October 2011 11:46 To: statalist@hsphsun2.harvard.edu Subject: Re: st: Problem returning the e(V) covariance matrix for looped regression You need to loop over your countries saving the matrix each time. Here is some technique: sysuse auto egen group = group(rep78) su group forval i = 1/`r(max)' { regress mpg weight if group == `i' mat V`i' = e(V) mat li V`i' } Also -search levelsof-. Nick On Mon, Oct 10, 2011 at 11:37 AM, sharoncatherine <sharon.walsh@esri.ie> wrote: > 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!! > > * * 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/ * * 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/

**Follow-Ups**:**Re: st: Problem returning the e(V) covariance matrix for looped regression***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**st: Problem returning the e(V) covariance matrix for looped regression***From:*sharoncatherine <sharon.walsh@esri.ie>

**Re: st: Problem returning the e(V) covariance matrix for looped regression***From:*Nick Cox <njcoxstata@gmail.com>

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