Just a minor clarification to the previous code:
webuse grunfeld,clear
mat vif = J(10,3,.)
mat colnames vif = "mvalue kstock time"
forv i=1/10 {
qui reg invest mvalue kstock time if company == `i'
vif
forv j=1/3 {
mat vif[`i', colnumb(vif,r(name_`j'))] = r(vif_`j')
}
}
mat list vif
// mat2txt from ssc
mat2txt, mat(vif) saving(myvifs) format(%9.3f) replace type myvifs.txt
For some reason (at least in my code), the identifier of each variable was
changing in some of iteractions. This meant that, I could have started with
mvalue vif at the first iteraction and on the next iteraction I could have
kstock vif in the same column. This way the code names the columns and
searches the correct column to input the corresponding vif.
Best,
Nuno
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Kit Baum
Sent: 19 April 2008 23:12
To: [email protected]
Subject: st: re: how to save VIF measure in a file
This should work for you:
> webuse grunfeld,clear
> mat vif = J(10,3,.)
> forv i=1/10 {
> qui reg invest mvalue kstock time if company == `i'
> vif
> forv j=1/3 {
> mat vif[`i', `j'] = r(vif_`j')
> }
> }
> mat list vif
> // mat2txt from ssc
> mat2txt, mat(vif) saving(myvifs) format(%9.3f) replace type myvifs.txt
Kit Baum, Boston College Economics and DIW Berlin
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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