Re: st: Looping through a variable list

[Richard Williams <Richard.A.Williams.5@ND.Edu>]

At 11:30 PM 2/24/2006, craig@pharmacy.arizona.edu wrote:
> I would like to loop my estimations through an increasing number of
> variables, but I am having difficulty undating my varlist.
>
> For example, suppose there were four variable (A B C D) and I wish to
> estimate x on y where x is one of the four sets: "A", "A B", "A B C", and
> "A B C D".
>
> tokenize "A B C D"
> local i = 1
> local x = ""
> while i<=4 {
> local x = `x'+``i''
> regress y `x'
> local i=`i'+1
> }
Try this:

tokenize "A B C D"
local i = 1
local x = ""
while `i'<=4 {
local x  `x' ``i''
regress y `x'
local i=`i'+1
}

If using Stata 9, you could also use nestreg, e.g.

nestreg: regress y A B C D

This would have the advantage of analyzing the same cases throughout 
in case some vars have missing data.  And, you would get tests 
comparing the models.


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