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From |
Fernando Rios Avila <f.rios.a@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Looping and saving regression outputs |

Date |
Thu, 17 May 2012 14:34:12 -0400 |

oops You are totally right. The code should be like this: > foreach i in 1 2 3 4 5 6 7 8 9 10 { > reg y x if sizef==`i' > matrix betas=nullmat(beta) \ e(b) > matrix r2=nullmat(r2), e(r2) > matrix s2=nullmat(s2), e(V) > } And the Size of firm...I guess too much work on my own data. Fernando On Thu, May 17, 2012 at 2:27 PM, Nick Cox <n.j.cox@durham.ac.uk> wrote: > This sounds more likely to be what Sebastian wants, but note that this loop repeats exactly the same code each time round the loop. Something like an -if- condition is presumably needed inside. > > (How you do know that -sizef- is "size of firm"? Immaterial, but it's nowhere stated.) > > Nick > n.j.cox@durham.ac.uk > > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Fernando Rios Avila > Sent: 17 May 2012 19:20 > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: Looping and saving regression outputs > > Ok Sebastian, > So i believe what you want do is use different samples identified by > the size of the firm which is given in the variable sizef. > My answer, then, is more "manual". The first thing you need to have is > a list of all the possible groups you can obtain by sizef. A simple - > tab sizef -, or a recode of sizef should work here. > Lets say now that you have 10 groups. Your loop then should look something like: > > foreach i in 1 2 3 4 5 6 7 8 9 10 { > reg y x > matrix betas=nullmat(beta) \ e(b) > matrix r2=nullmat(r2), e(r2) > matrix s2=nullmat(s2), e(V) > } > > that should save your betas, the R2 and the variance-covariance > matrix. You might need to modify it specifically for your purposes in > the case of the var_covar matrix, since you only want the standard > errors. > > Hope this helps > F >> Sent: 17 May 2012 19:01 >> To: statalist@hsphsun2.harvard.edu >> Subject: Re: st: Looping and saving regression outputs >> >> Nick et al, >> >> Sorry for the lack of clarity. I will try to be more clear now and in future posts. >> >> Here goes: >> >> I have a panel dataset with several variables, including (sizef) with around 50,000 observations. >> The code that I am running does not contain the cycling/loop because I am unsure how to write it. >> >> So the first question/problem is that: >> I would like to cycle through each observation of sizef and run each of three regressions. >> >> The second question/problem regards: >> Recovering the coefficient vector, r2 and standard errors in a matrix. >> >> After recovering these values for each observation, I want to create a histogram by regression for each of these values (coefficients, r2 and standard errors) to get a visual representation of how they are distributed. >> >> I hope this helps clarify my issue. >> >> On May 17, 2012, at 10:37 AM, Nick Cox wrote: >> >>> I think it's the other way round. What you are doing precisely is unclear and more detailed advice is difficult for that reason. >>> >>> For example: >>> >>> You refer to cycling over variables -sizef- but it is not clear where -sizef- appears in your code. >>> >>> You say you have 51,000 variables, but no Stata allows more than 32,767 variables. Do you mean observations? >>> >>> Ada's very helpful reply is about as detailed as you can expect until you clarify such details. >>> >>> For "STATA" read "Stata". >>> >>> Nick >>> n.j.cox@durham.ac.uk >>> >>> Sebastian Galarza >>> >>> Ada Ma et al, >>> >>> Thank you for your response. Can you be a little bit more explicit in the coding of this? I am still far from being a STATA power user and some examples might be helpful. Im looking into the svmat command and its a good starting point. Thanks for your input, >>> >>> On May 17, 2012, at 8:15 AM, Ada Ma wrote: >>> >>>> 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. >>> >>> >>> On Wed, May 16, 2012 at 6:22 PM, Sebastian Galarza >>> >>>>> 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: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * 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/

**Follow-Ups**:**Re: st: Looping and saving regression outputs***From:*Steve Samuels <sjsamuels@gmail.com>

**Re: st: Looping and saving regression outputs***From:*Sebastian Galarza <sebastian@theicct.org>

**References**:**st: Looping and saving regression outputs***From:*Sebastian Galarza <sebastian@theicct.org>

**Fwd: st: Looping and saving regression outputs***From:*Ada Ma <heu034@gmail.com>

**Re: st: Looping and saving regression outputs***From:*Sebastian Galarza <sebastian@theicct.org>

**RE: st: Looping and saving regression outputs***From:*Nick Cox <n.j.cox@durham.ac.uk>

**Re: st: Looping and saving regression outputs***From:*Sebastian Galarza <sebastian@theicct.org>

**RE: st: Looping and saving regression outputs***From:*Nick Cox <n.j.cox@durham.ac.uk>

**Re: st: Looping and saving regression outputs***From:*Fernando Rios Avila <f.rios.a@gmail.com>

**RE: st: Looping and saving regression outputs***From:*Nick Cox <n.j.cox@durham.ac.uk>

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