Hi Austin,
I tried your suggested code and I am getting an error r(2000) which means no
observations.
Could it be because the line: loc j=`j'-14 starts without indicating what
the starting value of j is? 
I tried loc j=`i'-14 but that also returned the same error with no
observations.
Thanks for your help
Ariel
Date: Mon, 5 Oct 2009 15:27:37 -0400
From: Austin Nichols <[email protected]>
Subject: Re: st: RE: nested forvalues loop
Ariel Linden <[email protected]>:
Probably you are not running any logits. Maybe you want:
g double ps=.
forv i=14/24 {
 loc j=`j'-14
 logit Y l(0/`j').X1 l(0/`j').X2 l(0/`j').X3 if month==`i'
 tempvar w
 predict double `w'
 replace ps=`w' if e(sample)
 drop `w'
}
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