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Re: st: rename estimate coefficients: ereturn repost


From   William Buchanan <william@williambuchanan.net>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: rename estimate coefficients: ereturn repost
Date   Wed, 23 Jan 2013 10:27:21 -0800

Why not use -estout- (from ssc) and skip writing the weird "eclass" program that isn't storing any actual results? Or, use  -outreg- after fitting your models?  Either way writing this extra program which doesn't estimate anything and only contains coefficients from somewhere else is extraneous. 

HTH,
Billy

Sent from my iPhone

On Jan 23, 2013, at 10:04, Johannes Breckenfelder <Johannes.Breckenfelder@hhs.se> wrote:

> Thank you very much, Aljar, for the comments below. Unfortunately it doesn't solve my problem, it would be awesome if you could have another look:
> 
> I'm starting off with these stored estimates:
> ****************************************************************************
> .         eret list
> 
> scalars:
>                  e(N) =  534
> 
> macros:
>                e(cmd) : "regress"
>             e(depvar) : "Excess Return"
>         e(properties) : "b V"
> 
> matrices:
>                  e(b) :  1 x 5
>                  e(V) :  5 x 5
> 
> functions:
>             e(sample)   
> ***************************************************************************
> 
> Next, I'm running this procedure to change column names:
> ****************************************************************************
> program drop disp2
> program disp2, eclass
>    matrix betass=e(b)
>    matrix colnames betass = "aa" "bb" "cc" "DD" "ee" "ff"
>    mat list betass 
>    ereturn repost b = betass, rename
> end
> ****************************************************************************
> 
> Then, I check whether it actually did change -and it didn't....
> ****************************************************************************
> 
>    matrix betass=e(b)
>    mat list betass
> 
> betass[1,6]
>           r1         r2         r3         r4         r5         r6
> y1  1.0086253  .76111561  .00520306  .26619872  .02242498          0
> ****************************************************************************
> 
> ... even though the individual step does work:
> ****************************************************************************
> 
>          matrix colnames betass = "aa" "bb" "cc" "DD" "ee" "ff"
>          mat list betass 
> 
> betass[1,6]
>           aa         bb         cc         DD         ee         ff
> y1  1.0086253  .76111561  .00520306  .26619872  .02242498          0
> ****************************************************************************
> 
> Somehow it doesn't go through... Any ideas?
> 
> Thanks again,
> 
> Jay
> 
> 
> 
> 
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Aljar Meesters
> Sent: den 23 januari 2013 18:23
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: rename estimate coefficients: ereturn repost
> 
> I do not know what you exactly want to do, but in order to get your program running you should:
> 1) rename disp
> disp is already a Stata build-in command.
> 
> 2) Not use ereturn post b V
> You do not have a matrix b so you can not ereturn it.
> 
> This should do what I think that you have in mind:
> 
> program disp2, eclass
>    matrix betass=e(b)
>    matrix colnames betass = "aa" "bb" "cc" "DD" "ee" "ff"
>    mat list betass
>    ereturn repost b= betass, rename
> end
> 
> Best,
> 
> Aljar
> 
> 
> 2013/1/23 Johannes Breckenfelder <Johannes.Breckenfelder@hhs.se>:
>> 
>> 
>> Dear Statalist,
>> 
>> 
>> 
>> I'm in urgent need of help. I've got stuck with this for days now and 
>> can't figure out what goes wrong...
>> 
>> 
>> 
>> I would like to create a multi-column table with outreg2 from stored 
>> estimates. There are no labels stored with the estimates, just the b 
>> V. For each stored set of estimates, I run:
>> 
>> 
>> 
>> program disp, eclass
>> 
>>                             ereturn post b V
>> 
>>                             matrix betass=e(b)
>> 
>>                             matrix colnames betass = "aa" "bb" "cc" "DD"
>> "ee" "ff"
>> 
>>                             mat list betass
>> 
>>                             ereturn repost b = betass, rename
>> 
>> end
>> 
>> 
>> 
>> Every step seems to produce the desired outcome, except the last one:
>> ereturn repost b = betass, rename.
>> 
>> 
>> 
>> Where is my coding/conceptual error?
>> 
>> 
>> 
>> Thank you very much in advance!
>> 
>> 
>> 
>> Jay
> 
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