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From |
Joerg Luedicke <joerg.luedicke@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: st: Re: st: Re: st: Re: st: Re: st: From: Rodrigo Briceño <rjbriceno@gmail.com> |

Date |
Wed, 26 Sep 2012 18:15:45 -0400 |

If I understand this correctly you need to place the call to estout (and the -drop- command) inside the foreach loop. So instead of: <snip> drop ehat estimates store m`i'_`j', title (m`i'_`j') } } estout * using mod`i'_`j'.txt, cells(b(star fmt(%9.3f)) p(fmt(%9.3f))) starlevels(* .10 ** .05 *** .01) stats(r2 N hettest hetp bgchi2s bgchi2p jb jbp, fmt(%9.3f %9.0g %9.3f %9.3f %9.3f %9.3f %9.3f %9.3f) labels(R-squared)) legend label collabels(none) varlabels(_cons Constant) drop _est* try: drop ehat estimates store m`i'_`j', title (m`i'_`j') } estout * using mod`i'_`j'.txt, cells(b(star fmt(%9.3f)) p(fmt(%9.3f))) starlevels(* .10 ** .05 *** .01) stats(r2 N hettest hetp bgchi2s bgchi2p jb jbp, fmt(%9.3f %9.0g %9.3f %9.3f %9.3f %9.3f %9.3f %9.3f) labels(R-squared)) legend label collabels(none) varlabels(_cons Constant) drop _est* } J. On Wed, Sep 26, 2012 at 4:42 PM, Rodrigo Briceño <rjbriceno@gmail.com> wrote: > Following Nick recommendations the final code I got was the presented > below. The suggested code for Breusch-Godfrey test didn't work, so I > stayed with the use of a matrix to hold constants (it was suggested > "estadd scalar bgchi2s =r(chi2)" but it didn't work since > Breusch-Godfrey test produces the results on a matrix format). > > However I have an additional doubt. I think that I'm making a mistake > when collecting the results of my regressions. My desired result is to > have 11 txt files, each one with 24 regressions. Using the code pasted > at the end of my mail I get only 1 txt file with all the regressions. > I tried moving the site where the estout call is placed but no > favorable results. > > Please notice that I'm using ivhettest (Mark E Schafferm) for testing > heteroskedasticity, estout and estadd (Ben Jann) for presenting > regression results in the form of a table. > > thanks. > > local X "sfid liqmk dv pprom" > foreach j in 8 225 29 220 18 251 222 221 224 24 276{ > > forvalues i=1(1)24 { > regress liq `X' l`i'.liq if isin==`j' > predict ehat if e(sample), res > > ivhettest, ivsq > estadd scalar hettest = r(nr2) > estadd scalar hetp = r(nr2p) > > estat bgodfrey, lags(1) > matrix bgchi2s = r(chi2) > matrix bgchi2p = r(p) > estadd scalar bgchi2s = bgchi2s[1,1] > estadd scalar bgchi2p = bgchi2p[1,1] > > su ehat, detail > estadd scalar jb = (r(N)/6)*((r(skewness)^2 + (r(kurtosis) - 3)^2)/4) > scalar work = (r(N)/6)*((r(skewness)^2 + (r(kurtosis) - 3)^2)/4) > estadd scalar jbp = chiprob(2, work) > > drop ehat > estimates store m`i'_`j', title (m`i'_`j') > } > } > estout * using mod`i'_`j'.txt, cells(b(star fmt(%9.3f)) p(fmt(%9.3f))) > starlevels(* .10 ** .05 *** .01) stats(r2 N hettest hetp bgchi2s > bgchi2p jb jbp, fmt(%9.3f %9.0g %9.3f %9.3f %9.3f %9.3f %9.3f %9.3f) > labels(R-squared)) legend label collabels(none) varlabels(_cons > Constant) > drop _est* > > > 2012/9/25 Nick Cox <njcoxstata@gmail.com>: >> I commented on this in my earlier post, but it's a prominent request >> in the Statalist FAQ: >> >> http://www.stata.com/support/faqs/resources/statalist-faq/#stata >> >> "Say what command(s) you are using. If they are not part of official >> Stata, say where they came from: the STB/SJ, SSC, or other archives. >> For more explanation, see 8. Ado-files FAQ below." >> >> You should give enough information for anyone else to be able to >> download the program easily. >> >> Note that giving the program's author alone is not informative, as >> readers still need to know _where_ the program files are to be found. >> >> Nick >> >> On Tue, Sep 25, 2012 at 6:25 PM, Rodrigo Briceño <rjbriceno@gmail.com> wrote: >>> Thanks, when you say: "you are asked to explain where they come from" >>> you mean to introduce a note in the syntax in order to locate or >>> understand what they do? >>> >>> 2012/9/25 Nick Cox <njcoxstata@gmail.com>: >>>> -ivhettest- is also user-written. >>>> >>>> On Tue, Sep 25, 2012 at 6:06 PM, Nick Cox <njcoxstata@gmail.com> wrote: >>>>> >>>>> 0. You use -estout- and -estadd-, which are user-written programs, so >>>>> you are asked to explain where they come from. >>>> * >> >> * >> * 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/ > > > > -- > Rodrigo Briceño > Economist > rjbriceno@gmail.com > MSN: jbric98@hotmail.com > SKYPE: rbriceno1087 > > * > * 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/

**References**:**st: From: Rodrigo Briceño <rjbriceno@gmail.com>***From:*owner-statalist@hsphsun2.harvard.edu

**st: Re: st: From: Rodrigo Briceño <rjbriceno@gmail.com>***From:*Nick Cox <njcoxstata@gmail.com>

**st: Re: st: From: Rodrigo Briceño <rjbriceno@gmail.com>***From:*Nick Cox <njcoxstata@gmail.com>

**st: Re: st: Re: st: From: Rodrigo Briceño <rjbriceno@gmail.com>***From:*Rodrigo Briceño <rjbriceno@gmail.com>

**st: Re: st: Re: st: Re: st: From: Rodrigo Briceño <rjbriceno@gmail.com>***From:*Nick Cox <njcoxstata@gmail.com>

**st: Re: st: Re: st: Re: st: Re: st: From: Rodrigo Briceño <rjbriceno@gmail.com>***From:*Rodrigo Briceño <rjbriceno@gmail.com>

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