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Re: st: using a loop to run multiple regression models


From   Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: using a loop to run multiple regression models
Date   Sat, 5 Nov 2011 13:47:45 -0700

Something like this:

**********************************************
clear*
set obs 1000

g y = rnormal()
drawnorm a b c d e f

local rhssets ""a b" "c d" "e f""
local counter = 1

foreach x of local rhssets {
	reg y `x'
	predict yhat`counter'
	local counter = `counter' +1
}
**********************************************

T

On Sat, Nov 5, 2011 at 10:47 AM, Maria Ana Vitorino
<vitorino@wharton.upenn.edu> wrote:
> Dear statalist users,
> Can something similar to this be done in stata? The code I'm providing is
> *clearly incorrect* but I think it gives the idea of what I'm looking for.
>  I'm basically trying to create sets of right-hand sets variables that can
> be used to generate several model specifications.
> And can I also include a counter in the loop that keeps track of how many
> different model specifications were estimated so that I can generate fitted
> values using the counter value as an index?
>
> counter=1
> local rhssets ` "x1 x2" "x2 x3 "'
> foreach rhs of loc rhssets{
> corr `rhs'
> reg Y `rhs'
> counter=counter+1
> predict yhat`counter'
> }
>
> Any help is appreciated.
> Thanks!
> Ana
> *
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>



-- 
Tirthankar Chakravarty
tchakravarty@ucsd.edu
tirthankar.chakravarty@gmail.com

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