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Re: st: Append new row to existing matrix


From   "Sandy Y. Zhu" <sandy.zhu@yale.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Append new row to existing matrix
Date   Sat, 24 Mar 2012 19:40:35 -0400

Hi everyone:

Sorry to email again, but I just adjusted to my own dataset, and it
won't work. My dataset has 917 events, each with 6 observations. I
would like to regress rprf on rmrf, smb, and hml for each event,
that's why i added reg rprf rmrf smb hml if event==`i'. I'm not sure
if this is correct, but it's coming back as no observation. I know
that some of the events in my dataset have no observation--is there
any chance I can program it in the loop to tell stata to output an
empty space for those and carry on?

Thanks!

Current adpated code:

forv i=1(1)917 {
       qui reg rprf rmrf smb hml if event==`i'
       matrix b=e(b)
       if `i'==1 matrix betas=b
       else matrix betas=(betas \ b)
       }
matrix list betas

On Sat, Mar 24, 2012 at 7:31 PM, Sandy Y.  Zhu <sandy.zhu@yale.edu> wrote:
> I guess I just want to know what I should do with this portion of the
> code if my variables are y (dependent), X1, X2, and X3 (independent)
>
> gen y=uniform()
> forv i=1(1)100 {
>  qui gen x`i'=uniform()
>  qui reg y x`i'
>
>
> Thanks!
>
> On Sat, Mar 24, 2012 at 7:28 PM, Sandy Y.  Zhu <sandy.zhu@yale.edu> wrote:
>> Thank you!
>>
>> Would some one mind telling me what this portion of the code means?
>>
>>>        qui gen x`i'=uniform()
>>>        qui reg y x`i'
>>
>> I'm trying to run a multivariate regression, so should I do multiple
>> qui gen x`i'?
>>
>> Thanks!
>>
>> 2012/3/24 Jorge Eduardo Pérez Pérez <perez.jorge@ur.edu.co>:
>>> clear
>>> set obs 100
>>> gen y=uniform()
>>> forv i=1(1)100 {
>>>        qui gen x`i'=uniform()
>>>        qui reg y x`i'
>>>        matrix b=e(b)
>>>        if `i'==1 matrix betas=b
>>>        else matrix betas=(betas \ b)
>>>        drop x`i'
>>> }
>>> matrix list betas
>>>
>>> Also, take a look at -statsby-
>>> _______________________
>>> Jorge Eduardo Pérez Pérez
>>>
>>>
>>>
>>> On Sat, Mar 24, 2012 at 7:11 PM, Sandy Y.  Zhu <sandy.zhu@yale.edu> wrote:
>>>> Hi guys:
>>>>
>>>> How can I append a new row to an existing matrix? Basically, I'm
>>>> trying to update the matrix in a loop,
>>>>
>>>> I have:
>>>>
>>>> for i=1 to 900
>>>> {reg y x1 x2 x3
>>>> mat beta=e(b)
>>>>
>>>> append e(b) to an existing matrix}
>>>>
>>>> Basically, I  have 900 regressions to run, and I  need to save the
>>>> beta values from each regression. I would like to save them all in a
>>>> matrix, so the first row in the matrix saves the betas from the 1st
>>>> regression, the 2nd row would save the coefficients from the 2nd
>>>> regression, etc....
>>>>
>>>>
>>>> Thank you!
>>>>
>>>> --
>>>> Yours sincerely,
>>>>
>>>> Sandy Y. Zhu
>>>> *
>>>> *   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/
>>
>>
>>
>> --
>> Yours sincerely,
>>
>> Sandy Y. Zhu
>
>
>
> --
> Yours sincerely,
>
> Sandy Y. Zhu



-- 
Yours sincerely,

Sandy Y. Zhu

*
*   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/


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