On Monday, June 23, 2003, at 02:33 AM, Ash wrote:
I am trying to run a SUR reg that has many equations.
i.e.
sureg (xret1 xmkt1) (xret2 xmkt2) (xret3 xmkt3) ...
(xretN xmktN),
corr
Is there a way to form a variable, like "rhs", which
can be easily
set to equal (xret1 xmkt1) (xret2 xmkt2) (xret3 xmkt3)
... (xretN
xmktN) through like a "for loop"?
* sureg (xret1 xmkt1) (xret2 xmkt2) (xret3 xmkt3) ...(xretN xmktN), corr
local rhs
* replace with number of firms
local nfirm 5
forv i=1/`nfirm' {
local rhs "`rhs' (xret`i' xmkt`i')"
}
di "`rhs'"
sureg `rhs',corr
Note well the lack of an equal sign in the definition of local rhs.
Kit
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