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st: re: problem with outreg2 in a do file

From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: re: problem with outreg2 in a do file
Date   Sun, 10 Aug 2008 07:44:52 -0400

< >

Davide said

cap program drop testlreff

program testlreff
nlcom _b[L1.x]/(1-_b[L1.y])
mat b1=r(b)
mat v1=r(V)
local b=b1[1,1]
local se=sqrt(v1[1,1])

xtabond2 y L.(y x) yr* , gmm(L.(y)) iv(yr*) iv(L2.x, passthru) noleveleq robust
outreg2 L1.y L1.x using whatever, bdec(3) br addstat(long-run effect,
`b', se, `se') replace

*** code ends here***

The problem that appears when I run this do file is that right after
the outreg-line Stata stops and tells me:

. outreg2 L1.y L1.x using whatever.xls, bdec(3) br addstat(lon
> g-run effect, `b', se, `se')
invalid syntax

Your program testlreff does not return anything to the calling program. Items b and se are local to testlreff. This may work in interactive mode as you are defining locals that are then visible to the next command, but it will not when this routine is in a do-file. If you modify the last two lines to read

return local b = b[1,1]
return local se = sqrt(v1[1,1])

you then should have access to those objects, which will be known as r(b) and r(se). Also modify the program line to read

program testlreff, rclass

Kit Baum, Boston College Economics and DIW Berlin
An Introduction to Modern Econometrics Using Stata:

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