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st: RE: AW: Cannot initialize matrix to store summed coefficient estimates

From   "Nick Cox" <>
To   <>
Subject   st: RE: AW: Cannot initialize matrix to store summed coefficient estimates
Date   Thu, 24 Sep 2009 15:45:20 +0100

Alternatively, if you seek debugging advice, show us the exact code


Martin Weiss

help simulate 

does all this automatically, and is easy to understand with the example
the help file. 

Diederik van Liere

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
so I can calculate the average coefficient estimate and the average
error. However, I am a bit stuck with initializing the matrix that will
contain the summed coefficients and summed standard errors. What I have
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 {
    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

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
it's quite simple but I have been staring at this for too long :(

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