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RE: st: Problem returning the e(V) covariance matrix for looped regression


From   Sharon Walsh <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   RE: st: Problem returning the e(V) covariance matrix for looped regression
Date   Mon, 10 Oct 2011 11:08:40 +0000

Hi Nick,

Many thanks for your help!! I tried this method and it seems to work perfectly except that it only runs for the first 20 or so countries (out of a total of 246) and then I get the following error:

no observations
r(2000);

end of do-file

r(2000);

Do you have any thoughts?

Many thanks again for your help so far,
Kind regards,
Sharon


-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Nick Cox
Sent: 10 October 2011 11:46
To: [email protected]
Subject: Re: st: Problem returning the e(V) covariance matrix for looped regression

You need to loop over your countries saving the matrix each time. Here
is some technique:

sysuse auto
egen group = group(rep78)
su group

forval i = 1/`r(max)' {
      regress mpg weight if group == `i'
      mat V`i' = e(V)
      mat li V`i'
}

Also -search levelsof-.

Nick


On Mon, Oct 10, 2011 at 11:37 AM, sharoncatherine <[email protected]> wrote:

> I have StataSE 11 for Windows. I have sorted my data by country of origin
> and I ran an OLS regression *by* country. I now need to get the covariance
> matrix for each country, however, when I enter the command matrix list e(V)
> it only returns the most recently run regression which in this instance is
> the last country in the list. I would really appreciate if someone could
> guide me as to how to get the covariance matrix for each country run.
>
> Any help would be greatly appreciated!!
>
>
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