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


From   Maria Ana Vitorino <vitorino@wharton.upenn.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: using a loop to run multiple regression models
Date   Sat, 5 Nov 2011 16:53:51 -0400

Thanks!!
Ana

On Nov 5, 2011, at 4:47 PM, Tirthankar Chakravarty wrote:

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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*   http://www.ats.ucla.edu/stat/stata/


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