re: st: Fwd: Saving results in program/loop

[Christopher Baum <baum@bc.edu>]

I am trying to do a Monte Carlo experiment. Inside the program there is a
loop that performs a given regression 100 times with different
specifications for each of the simulations (5000). At the end, the program
pick up the minimum t statistic from each of the 100 set of simulations to
form a distribution . The problem I have is that I want to know from which
of those 100 regressions the minimum t stat come from. Therefore, I need to
save the intermediate results. I've tried with postfile, however, it only
saves the last set of 100 regressions and I want to have all of them. I've
tried putting the commands inside and outside the loop but I failed. Or at
least, if it is not possible to save the intermediate results, I would like
to know if there is some way of associating those minimum t stats with a
give iteration inside the loop.

ssc type zandrews.ado

for an example of how to do this.

Kit Baum   |   Boston College Economics and DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming   |   http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata   |   http://www.stata-press.com/books/imeus.html


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