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Re: st: series of regs over adjacent periods


From   Ulrich Kohler <kohler@wz-berlin.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: series of regs over adjacent periods
Date   Tue, 30 Sep 2003 09:34:26 +0200

John D. Levendis wrote:
> I'm trying to perform a series of regressions pooled over adjacent years.
> For example, I'd like to do:
>
> regress y x1 x2 if (year == 1980 | year == 1981)
> regress y x1 x2 if (year == 1981 | year == 1982)
> regress y x1 x2 if (year == 1982 | year == 1983)
>
> I realize I could just do a whole bunch of statements like I have done
> above, but I've got a LOT of periods, and I figure there has to be a more
> economical way to do this.
>
> Any suggestions would be appreciated. Thanks in advance.

Use a loop. If your periods ranges from---say--1980 to 2003 you could go on 
like this

---------------------------------------------
forvalues i =1984/2003 {
	local j = `i' + 1
	regress y x1 x2 if inlist(year,`i',`j')   
}
---------------------------------------------

If there are any missing periods you are better off by coding

------------------------------------------------
levels year, local(K)
foreach i of local K {
	local j = `i' + 1
	regress y x1 x2 if inlist(year,`i',`j')   
}
------------------------------------------------

However, you will end up with a lot of output by this approach. A further 
refinement gives you a dataset with the results of your regression:

-----------------------------------------------------
post b year1 year2 bx1 bx2 using myresults
levels year, local(K)
foreach i of local K {
	local j = `i' + 1
	regress y x1 x2 if inlist(year,`i',`j')   
	post b (`i') (`j') (_b[x1]) (_b[x2])
}

use myresults, clear
list
-----------------------------------------------------

Hope this helps

uli

-- 
kohler@wz-berlin.de


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