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Re: st: Rolling regression without "clear"


From   "G. Anderson" <ga274@cam.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Rolling regression without "clear"
Date   13 Jun 2013 14:54:05 +0100

Works well. Thank you!

On Jun 13 2013, Nick Cox wrote:

There is no difference in principle. Even if you have a stored scalar, say

scalar foo = 42

you can supply its value like this

...  , window(`=foo')

so that what happens is

1. Stata sees the expression to be evaluated `=foo'   -- goes then
into a corner -- and comes back with the result of that evaluation,
here 42

2. -rolling- itself sees -window(42)- and moves on.

If your name could be confused with a variable name, then

..., window(`=scalar(foo)')

disambiguates.  Documentation starts at -help macro-, but you have to
dig a bit deep to see it from documentation.

For a local macro,

..., window(`foo')

would work, but for a scalar, a beast of a different kind, syntax is
slightly different.


Nick
njcoxstata@gmail.com


On 13 June 2013 11:33, G. Anderson <ga274@cam.ac.uk> wrote:
Great. Thanks Nick.

Do you know whether it's possible to set the window size based on a stored scalar, rather than typing in the number?

Thanks,

Gareth



On Jun 13 2013, G. Anderson wrote:

Hi,

I am using the "rolling" command in Stata 12 to do rolling
regressions.However when I use

rolling , window(150):regress depvar indvar

I get the error message "no; data in memory would be lost"

The only way I can get around this is by adding in the "clear" command,
but this deletes all of my dataset, which is not ideal. Is there a way
around this?


Thanks,

Gareth
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