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st: How to modify the contents of the [if] qualifier in ado files?


From   [email protected]
To   <[email protected]>
Subject   st: How to modify the contents of the [if] qualifier in ado files?
Date   Wed, 7 Dec 2011 14:32:39 +0000

Hi,
I would like to write a short program that would reestimate a given regression with a smaller number of observations, where
the number of observations to be removed can be determined by a `frc' option.

For now it looks like this:

program test, nclass
	version 9.2
	syntax anything [if] [in], frc(string)

	reg `anything' `if' `in' 
	
	*mark the sample from previous regression
	tempname sample
	g `sample'=1 if e(sample)
	
	*mark observations from the end of the e(sample) that I want to exclude from the next estimation
	replace `sample'=0 if `sample'[_n+1]==. & `sample'[_n-1]==1 & "`frc'"!=""
	local i=2
	while `i'<=`frc' {
		replace `sample'=0 if `sample'[_n+1]==0
		local i=`i'+1
		}
	
	*NOW HERE IS THE ACTUAL PROBLEM, I would like to have the `sample' selection criteria compatible with other possible [if] constraints,
	*that is, I would like the program to run also cases like
	
	if "`if'"!="" {
	local `if' "`if' & `sample'==0"
	}
	
	reg `anything' `if' `in' 
		
end

For example ->

reg pd unempl if time>tq(1994q1), frc(2)

The if "`if'"!="" {.... part onwards, however, does not work.

Thank you very much for any advice,

Tomas
Czech National Bank
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