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st: Looping through a variable list


From   [email protected]
To   [email protected]
Subject   st: Looping through a variable list
Date   Fri, 24 Feb 2006 21:30:23 -0700 (MST)

I would like to loop my estimations through an increasing number of
variables, but I am having difficulty undating my varlist.

For example, suppose there were four variable (A B C D) and I wish to
estimate x on y where x is one of the four sets: "A", "A B", "A B C", and
"A B C D".

tokenize "A B C D"
local i = 1
local x = ""
while i<=4 {
local x = `x'+``i''
regress y `x'
local i=`i'+1
}

This program does not work because I can not get x to update. Any ideas?

Ben

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