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From |
Nick Cox <[email protected]> |

To |
"'[email protected]'" <[email protected]> |

Subject |
st: RE: loop over regressions per year and calculate variables |

Date |
Fri, 3 Dec 2010 17:42:24 +0000 |

You don't want to loop over the varlist -year-. That is one just variable, so one iteration of the loop. You want to loop over the distinct (some say unique) values of year. One approach starts with egen order = group(year), label su order, meanonly forval y = 1/`r(max)' { <regressions> } But set that aside, as there's no need to reinvent the wheel. Check out -statsby-. You can do most of the work in -statsby-. Nick [email protected] P.S. Also, the following are usually bad practices: 1. Storing single constants in variables. 2. Using -egen- to calculate standard deviation. That's the job of -summarize-. Léon Bueckins I'm having some trouble in calculating variables that are based on the coefficients from my regression, since I use the -by:- option. So my goal is to generate new variables that store the calculation of each regression. My basic setup is as follow: * get the year information from my date variable gen year=year(date) * regression should be ran for each year sort year by year: xtscc ln_csad return_ma absreturn_ma return2_ma * Calculate Standardized Betas (for each year), since this option is not available for -xtscc- regression gen b_return_ma = _b[return_ma] gen b_absreturn_ma = _b[absreturn_ma] gen b_return2_ma = _b[return2_ma] egen sd_return_ma = sd(return_ma) egen sd_absreturn_ma = sd(absreturn_ma) egen sd_return2_ma = sd(return2_ma) egen sd_ln_csad = sd(ln_csad) gen Z_return = b_return_ma * (sd_return_ma/sd_ln_csad) gen Z_absreturn = b_absreturn_ma * (sd_absreturn_ma/sd_ln_csad) gen Z_return2 = b_return2_ma * (sd_return2_ma/sd_ln_csad) * Calculate the variable that I actually need (should have one value per year) gen phi = abs(Z_return2/Z_absreturn) *************** I tried to change this setup into a foreach loop but could not get it to work properly, can somebody help me out? *************** foreach x of varlist year { display `x' * How can I now run the regression per year? xtscc ln_csad return_ma absreturn_ma return2_ma * And how to calculate the former variables and store them? } * * 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/

**References**:**st: loop over regressions per year and calculate variables***From:*Léon Bueckins <[email protected]>

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