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Fwd: st: Looping and saving regression outputs


From   Ada Ma <heu034@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Fwd: st: Looping and saving regression outputs
Date   Thu, 17 May 2012 16:15:14 +0100

First you can create one matrix for each regression by stacking the r2
on to the coefficients.  So say you have Q explanatory variable your
row matrix would be 1 x (Q+1+1) (one for the constant one for the r2).
 You might also consider adding the SEs to your matrix too.  You might
want to add an extra item at the top end of your matrix to label your
regressions too to save your effort.

Then you can stack all the regression results into one big matrix.

Then after you have done all the loopings use -svmat- to turn your big
matrix into variables.

Then finally you -outsheet- those variables into a CSV or save the new
variables as a separate Stata dataset.

Hope this helps.

Ada



On Wed, May 16, 2012 at 6:22 PM, Sebastian Galarza
<sebastian@theicct.org> wrote:
> Hi,
>
> I want to run the following code and save the beta values and r2 for three different regressions in a matrix such as this:
>
> Variable B0a B1a B2a R2a B1b B2b B3b R2b B1c B2c B3c R2c
> 1
> 2
> 3
>
> I have a total of 51000 variables (sizef) so that the code I would like to run is:
>
>
> *for each variable sizef
>
> nl (P_WOR = {b0=0.1}*(1 * exp({b1=0.05}* (ageyear))))
> predict a
> matrix list e(b)
> display e(r2)
>
> * save beta values and r2
>
> nl log3: P_WOR ageyear
> predict b
> matrix list e(b)
> display e(r2)
>
> * save beta values and r2
>
> nl gom3: P_WOR ageyear
> predict c
> matrix list e(b)
> display e(r2)
>
> * save beta values and r2
>
> Any help would be greatly appreciated.
>
>
>
> *
> *   For searches and help try:
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> *   http://www.ats.ucla.edu/stat/stata/

*
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