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| From | Nick Cox <njcoxstata@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Running 1000 regressions comparing the t-statistics |
| Date | Tue, 24 May 2011 11:51:17 +0100 |
. help postfile -append- is not going to help much here. Nick On Tue, May 24, 2011 at 10:30 AM, <Hauptseminar@gmx.de> wrote: > I´ve got a problem concerning a do-file. A short wrap up of the problem: I want to make more than 1000 newey-west regressions each using a different dependent variable and compare afterwards the t-statistics of all of them to distinguish the most significant dependent varibale. > > I tried to do it with th command: > > parmby "newey exret L1.underberg_`x'_`y'_`z', lag(10)", saving(testimates, replace) > > Instead of rplacing everytime the testimates.dta I want to have one .dta which includes the t-statistics of all newey-west regressions. Do you have any ideas to solve this problem? May the command: "append" be useful and is it linkable with the parmby command? * * 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/