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st: Cannot initialize matrix to store summed coefficient estimates


From   Diederik van Liere <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Cannot initialize matrix to store summed coefficient estimates
Date   Thu, 24 Sep 2009 10:22:54 -0400

Dear Statalist members,

I am trying to write a simple macro that takes a random sub sample of my dataset, run my regression and aggregates the e(B) matrices in a new matrix so I can calculate the average coefficient estimate and the average standard error. However, I am a bit stuck with initializing the matrix that will contain the summed coefficients and summed standard errors. What I have been trying to do looks like this:

local define matrix X
foreach v of varlist  'varlist'  {
    //create 1 x k matrix with initial values 0.0
    matrix X[1, "`v'"]= 0.0
}

forvalues i =1/n {
    preserve
    generate x =runiform()
    //some more code to create random sample
    regress varlist
    matrix y = e(b)
    foreach b of e(b)  {
            matrix X[1,`b'] = matrix X[1,`b'] + _b["`b'"]
    }
    matrix list X
    restore
}

Unfortunately, I don't know how to fix the error that is thrown on row 3 (matrix X[1, "`v'"] = 0.0
Stata exits with a type mismatch error and I have tried a whole range of alternatives but so far nothing works....

I would appreciate any suggestions to get this macro working and I am sure it's quite simple but I have been staring at this for too long :(

Best regards,
Diederik van Liere

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