Re: st: AW: Loop over regression estimates

[itchiftc@rumms.uni-mannheim.de]

Hello Martin,

thanks for your help. How could I just forget local... Probably  
because I was thinking it's not going to work anyway...
But it works now! Great :)
Thank you once again!

Ida

Zitat von Martin Weiss <martin.weiss1@gmx.de>:

> <>
>
> Forgot the word "local"
>
> *************
> sysuse auto, clear
>
> 	reg pr weight turn
> 	estimates store h1m4s
> 	reg pr headroom weight turn
> 	estimates store h1m4a
> 	reg pr headroom weight length turn
> 	estimates store h1m4z
> 	reg pr headroom weight length mpg turn
> 	estimates store h1m4t
>
> local hyp1 "h1m4s h1m4a h1m4t h1m4z"
> foreach est of local hyp1 {
> 	estimates restore `est'
> 	test turn=weight
> 	local F_`est'=r(F)
> 	local P_`est'=r(p)
> }
> *************
>
>
>
> HTH
> Martin
>
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von
> itchiftc@rumms.uni-mannheim.de
> Gesendet: Sonntag, 27. September 2009 00:06
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: Loop over regression estimates
>
> Dear all,
>
> I have to conduct a simple Wald test (-test x1=x2=x3=x4=0-) for
> several different regression specifications. I have done the
> regressions and stored the estimates under a name that identifies the
> hypothesis, the model and the dependent variable (e.g. h1m1a). Now I
> would like to write a loop over all stored estimates, conduct the
> tests and store the F-stat and the p-value in order to export them
> later by means of -outreg2-. I have tried the loop, listed below, but
> unfortunately Stata says that the syntax is wrong. The problem lies
> probably in the foreach-command but I don't know which other loop to
> take for regression estimates and whether it is possible at all.
>
> Here is what I tried:
>
> local hyp1 "h1m4s h1m4a h1m4t h1m4z"
> foreach est of hyp1 {
> 	estimates restore `est'
> 	test x1=x2=x3=x4=0
> 	local F_`est'=r(F)
> 	local P_`est'=r(p)
> }
>
> I would appreciate any help or references where I can read how to make it.
>
> Best regards,
> Ida
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/



*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/