The short answer is that -by:- cannot
be extended in this way. But there
are several nearly equivalent procedures.
Scott Merryman suggested -statsby-
which is one good answer. You may
or may not want the data reduction
(collapsing of the data) that produces.
You could write a program to be "byable".
That way, an arbitrarily complex operation
can be carried out by your own program.
For this kind of example, however, an approach
based on -forval- or -foreach- is indicated.
You may want something like
gen tintcp = .
gen tslope = .
forval i = 1/12 {
regress returns factor if month == `i'
replace tintcp = _b[_con] if month == `i'
replace tslope = _b[factor] if month == `i'
}
There is a much fuller discussion at
http://www.stata.com/support/faqs/data/foreach.html
Nick
[email protected]
Subhankar Nayak
>
> Is it possible to give multiple commands following a particular
> by varlist command?
>
> Can I give something like:
>
> by month: {
> regress returns factor
> replace tintcp = _b[_con]
> replace tslope = _b[factor]
> }
>
>
> Of course, what I give here is not working, but is there
> anyway to make it functional?
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