st: re: odd "repeated time values" error in glm

[Kit Baum <baum@bc.edu>]

Nick points out

I have nothing to add to discussion of Newey-West, but just
want to point out that mass transformation of a bunch of
variables is just a -foreach- loop:

foreach v of var <varlist> {
	gen logit_`v' = logit(`v')
	label var logit_`v' "logit `v'"
}

subject to small problems if variable names are very long.
You mainly need to work out the <varlist>.


Quite so, but automatically transforming variables by ln(x/(1-x))  
assumes that they are in a proper interval (such as inside (0,1)) in  
the first place. I'm not sure how Clive's approach, using the  
unemployment rate (a value always in excess of 2) works very well  
with a logit transformation. Being able to automatically generate a  
large number of variables with all missing values is probably of  
limited utility.



Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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