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RE: st: RE: How to get coefficient and R square from time series regression
From
Joe Canner <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: RE: How to get coefficient and R square from time series regression
Date
Fri, 20 Sep 2013 20:26:53 +0000
Do you have observations in your dataset for all values of ID from 1 to 1894?
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Xixi Lin
Sent: Friday, September 20, 2013 3:44 PM
To: statalist
Subject: Re: st: RE: How to get coefficient and R square from time series regression
Hi Joe,
When I changed it into forvalues z=1/1894, it works in the beginning, and then stops, showing the following errors: no variables defined, do you know why?
Thanks,
Xixi Lin
On Fri, Sep 20, 2013 at 3:01 PM, Joe Canner <[email protected]> wrote:
> forvalues z=1/1894
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Xixi Lin
> Sent: Friday, September 20, 2013 2:59 PM
> To: statalist
> Subject: st: How to get coefficient and R square from time series
> regression
>
> Hi,
>
> The following is the code I am using to generate coefficient and R
> square, but it gives errors as:invalid numlist has too many elements
>
> gen EQ1= .
> gen EQ2= .
> tsset Period
> foreach z of numlist 1/1894{
> capture reg NIBE_RS NIBE_RSL if ID==`z'
> replace EQ1=_b[NIBE_RSL] if ID==`z'
> replace EQ2=e(r2) if ID==`z'
> }
>
> Does anyone knows how to fix it? Thanks.
>
> Best,
> Xixi Lin
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