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


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   Tue, 11 Oct 2011 15:39:09 +0000

Hi Nick and Jesper,

Thank you so much for your help! I really appreciate it!!

Kind regards,
Sharon

______________________________
Sharon Walsh
Research Assistant

The Economic and Social Research Institute, 
Whitaker Square, 
Sir John Rogerson's Quay, 
Dublin 2, Ireland
Tel: (+353) 1-863-2045


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: 10 October 2011 12:16
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Problem returning the e(V) covariance matrix for looped regression

You evidently have missing values for at least one country that make
your regression impossible in that case.

You can solve this in various ways, e.g. by putting -noisily capture
regress- not -regress-.

Nick

On Mon, Oct 10, 2011 at 12:08 PM, Sharon Walsh <Sharon.Walsh@esri.ie> wrote:
> 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!!
>>
>>
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