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From |
"Martin Weiss" <[email protected]> |

To |
<[email protected]> |

Subject |
st: AW: Cannot initialize matrix to store summed coefficient estimates |

Date |
Thu, 24 Sep 2009 16:28:26 +0200 |

```
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*************
help simulate
*************
does all this automatically, and is easy to understand with the example in
the help file.
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Diederik van
Liere
Gesendet: Donnerstag, 24. September 2009 16:23
An: [email protected]
Betreff: st: Cannot initialize matrix to store summed coefficient estimates
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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```

**Follow-Ups**:

**References**:**st: Cannot initialize matrix to store summed coefficient estimates***From:*Diederik van Liere <[email protected]>

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