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 on April 23, and its replacement, statalist.org is already up and running.


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

Re: st: how to index regressions inside a foreach loop in order to avoid writing over the estimates


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: how to index regressions inside a foreach loop in order to avoid writing over the estimates
Date   Thu, 13 Oct 2011 19:38:19 -0500

At 04:54 PM 10/13/2011, hind lazrak wrote:
Hello

I am using Stata Version 10 on Windows Vista.
The analysis I am conducting is exploratory and involves a long list
of independent variables I am testing using simple linear regression.
In order to see which variables are "promising" I'd like to find a way
to store each model estimate and ideally figure out how to tabulate
only those that have a p-value<0.1.

The code I used is as follow

foreach var of varlist [list of 55 vars] {
qui reg y1 `var'   */ first set of regressions looking at Y1
eststo model1`var'

qui reg y2 `var'  */ second set of regressions looking at Y2
eststo model2`var'
}
estimates table model1`var' model`var', beta not

This code is not working because it overwrites all the estimates in
each regression and only keeps the last one. Also I did not figure out
how to only show those with p-val<0.1

The line

estimates table model1`var' model`var', beta not

should probably be

estimates table model1`var' model2`var', beta not

And, it should come before the }, not afterwards.

This is just a bunch of bivariate regressions, right? Why not something like

pwcorr y1 y2 x1-x55, star(.10)

You could probably also fiddle around with the ereturned results and make the estimates table command conditional on one p value or the other being significant.

-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

*
*   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