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From |
stephanie watkins <sewatkins@YAHOO.COM> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: re: error in my loop |

Date |
Sat, 8 Dec 2007 14:54:27 -0800 (PST) |

Hi Kim, Thanks for the response! I am working with an ecomonist who wants to difference out the effect of a variable from all of the covariates...flexibility controlling for a variable...before estimating their parametric effect. He wrote the program and I just can't get it to run. I will give your suggestion a try. I did use plreg but that differences your variables and runs the regression in one step. We want to have access to the variables so we can do loess smoothing and then create three dimensional graphs in R. Thanks again, Stephanie --- Kit Baum <kitbaum@mac.com> wrote: > Not sure why Stephanie wants to do this, but... > always a better idea to use Stata's time series > operators when you can. > > program drop _all > program define mydiff > syntax varlist [, order(real 5) ] > di "Differencing `varlist' at order `order'" > matrix D1 = (0.7071, -0.7071) > matrix D2 = (0.8090, -0.5000, -0.3090) > matrix D3 = (0.1942, 0.2809, 0.3832, -0.8582) > matrix D4 = (0.2708, -0.0142, 0.6909, -0.4858, > -0.4617) > matrix D5 = (0.9064, -0.2600, -0.2167, -0.1774, > -0.1420, -0.1103) > matrix D = D`order' > foreach var of varlist `varlist' { > forv l=1/`order' { > qui gen F`l'`var'=F`l'.`var' > } > mkmat `var' F*`var' , matrix(lags) > drop F*`var' > matrix F`var'=lags*D' > svmat F`var' > } > end > > sysuse auto,clear > g t=_n > tsset t > mydiff price mpg > desc F* > > > > 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 > > > * > * For searches and help try: > * > http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > ____________________________________________________________________________________ Never miss a thing. Make Yahoo your home page. http://www.yahoo.com/r/hs * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: re: error in my loop***From:*Kit Baum <kitbaum@mac.com>

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