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Re: st: Regression by industry and year excluding firm i


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Regression by industry and year excluding firm i
Date   Fri, 13 Dec 2013 19:17:03 +0000

This crossed with my previous reply.

Count braces if you doubt the code. { } should be paired.
Nick
njcoxstata@gmail.com


On 13 December 2013 19:09, Abdalla, Ahmed <ahmed.abdalla@kcl.ac.uk> wrote:
> I forgot to mention that I have a total of 95,000 observations. After 45 minutes, I enforced STATA to stop(break) and I realized that some values have been reported in b0 to b6.. I am not sure if this is normal ? Do you think that the code should be OK ? also do I need to write } } } (three times) at the end. I believe that you closed each loop above, so why do you write this again at the end.
>
> Many thanks
>
>
>
> ________________________________________
> From: owner-statalist@hsphsun2.harvard.edu <owner-statalist@hsphsun2.harvard.edu> on behalf of Scott Merryman <scott.merryman@gmail.com>
> Sent: 13 December 2013 18:00
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: Regression by industry and year excluding firm i
>
> On Fri, Dec 13, 2013 at 11:33 AM, Abdalla, Ahmed
> <ahmed.abdalla@kcl.ac.uk> wrote:
>> Dear Statalist
>> I run a regression to estimate core earnings for each variable in my dataset. The regression is run using all observations in a particular industry year EXCLUDING firm i. Expected core earnings for firm i is estimated using the coefficients multiplied by the actual values of variables in the model for firm i.
>
> <snip>
>
> Do you mean something like this:
>
>
> webuse grunfeld,clear
> gen invest_hat  = .
> levelsof company, local(levels)
> foreach l of local levels {
>    reg invest mvalue kstock if company != `l'
>    predict fitted if company == `l'
>    replace invest_hat = fitted if company == `l'
>    drop fitted
> }
>
> Scott
>
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