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st: re: error in my loop
An easier way to do what Stephanie is trying to do avoids having to
store and unstore variables in matrices by storing the weighting
coefficients as local macros rather than vectors:
local d3 0.1942 0.2809 0.3832 -0.8582
egen FpriceAlt = filter(price), lags(0/-3) coef(`d3')
su F*
This uses -filter()- from the egenmore package (findit egenmore). It
could be easily 'motorized' per my last example to operate
over a number of variables and filter lengths.
Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
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