st: re: problem with outreg2 in a do file

[Kit Baum <baum@bc.edu>]

< >

Davide said

cap program drop testlreff

program testlreff
	nlcom _b[L1.x]/(1-_b[L1.y])
	mat b1=r(b)
	mat v1=r(V)
	local b=b1[1,1]
 	local se=sqrt(v1[1,1])
end

xtabond2 y L.(y x) yr* , gmm(L.(y)) iv(yr*) iv(L2.x, passthru)  
noleveleq robust
testlreff
outreg2 L1.y L1.x using whatever, bdec(3) br addstat(long-run effect,
`b', se, `se') replace

*** code ends here***

The problem that appears when I run this do file is that right after
the outreg-line Stata stops and tells me:

. outreg2 L1.y L1.x using whatever.xls, bdec(3) br addstat(lon
> g-run effect, `b', se, `se')
invalid syntax
r(198);




Your program testlreff does not return anything to the calling  
program. Items b and se are local to testlreff. This may work in  
interactive mode as you are defining locals that are then visible to  
the next command, but it will not when this routine is in a do-file.  
If you modify the last two lines to read

return local b = b[1,1]
return local se = sqrt(v1[1,1])

you then should have access to those objects, which will be known as  
r(b) and r(se). Also modify the program line to read

program testlreff, rclass


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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