Dear All,
How can I iterate a regression by feeding back back some
parameter estimates at each step back into one of the regressors in
the regression? Should I use foreach forval commands?
To be specific: I have an equation y=a+b1*x1+b2*x2+c1*z+error
but z=b1*w1+b2*w2 (for some variables w1, w2)
I start with some initial z and estimate the above equation then
compute the new z with the b1 b2 estimates from the regression
output and run the regression again with this new z. I want to
iterate this until convergence is obtained. Does anyone know how to
carry out this procedure? Thank you in advance for any comments and
help.
Tumer Kapan
PhD Student
Economics Department
Columbia University
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