RE: st: RE: How to get coefficient and R square from time series regression

[Joe Canner <jcanner1@jhmi.edu>]

Xixi,

Since you are using -capture-, how about taking advantage of the return code that it generates:

forvalues z=1/1894 {
capture reg NIBE_RS NIBE_RSL if ID==`z' 
if (_rc==0) {
  replace EQ1=_b[NIBE_RSL] if ID==`z' 
  replace EQ2=e(r2) if ID==`z' 
}
}

Using this method you don't even have to delete IDs with <=2 observations, because this will work for any error, whether it be "no observations" or "insufficient observations".

Regards,
Joe


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Xixi Lin
Sent: Monday, September 23, 2013 10:03 AM
To: statalist
Subject: Re: st: RE: How to get coefficient and R square from time series regression

Hi Joe,

You are right, some ID only has 1 or 2 observations, which render the error. However, if I delete them, there would be incomplete number list of IDs, then I can not use forvalues z=1/1894 since there are some gaps in between them. Do you happen to have a solution to solve this? Thanks.

Best,
Xixi Lin

On Sat, Sep 21, 2013 at 4:55 PM, Joe Canner <jcanner1@jhmi.edu> wrote:
> Xixi,
>
> One more question: Are there at least two observations for each ID 
> from 1 to 1894?  Linear regression with one independent variable 
> cannot be done with only one observation.  (I'm not sure what effect 
> tsset has in this case; I don't do much with time series.)
>
> In any case, I would recommend, for debugging purpses, removing the 
> -capture- before the -reg-, so that you can see what happens right 
> before you get the "no variables defined error".  My guess is that 
> there is an error in the -reg- statement, which you are not seeing 
> because of -capture- and then when you try to use the _b[] and r[] 
> vectors they do not exist and you get "no variables defined".  (I was 
> able to reproduce this behavior for several kinds of regression 
> errors, including "insufficient" observations.)
>
> Regards,
> Joe
>
> ________________________________________
> From: owner-statalist@hsphsun2.harvard.edu 
> [owner-statalist@hsphsun2.harvard.edu] on behalf of Xixi Lin 
> [winnielxx@gmail.com]
> 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 <jcanner1@jhmi.edu> wrote:
>> forvalues z=1/1894
>>
>> -----Original Message-----
>> From: owner-statalist@hsphsun2.harvard.edu 
>> [mailto:owner-statalist@hsphsun2.harvard.edu] 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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