not perfectly clear to me if this is what you want, but the following code
runs for me until the year 1974 where there are no observations:
***********
webuse nlswork
reg ln_wage age race grade if year==68
predict r68, r
whitetst, fitted
forval i=69(1)88 {
local j = `i'-1
reg ln_wage age race grade if year==`i'
predict r`i', r
reg r`i' r`j'
whitetst, fitted
}
***********
best,
rich
"Clive Nicholas" <[email protected]>
Gesendet von: [email protected]
09.12.2008 09:01
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Thema
st: Running simple autocorrelation regressions using -forval-
Stata 9.2, Windows XP
I'm having trouble executing this -forval- code:
webuse nlswork
reg ln_wage age race grade if year==68
predict r1, r
whitetst, fitted
forval i=69(1)88 {
reg ln_wage age race grade if year==`i'
predict r`i', r
reg r`i' r`i_[n-1]'
whitetst, fitted
}
The problem, of course, is with -reg r`i' r`i_[n-1]'-, which chokes
with the error code:
r ambiguous abbreviation
r(111);
Even after checking -h forval-, I can't find a satisfactory way of
getting Stata to automate the second residual term, which should be
the one estimated for the year before the first one in each
-regress-ion.
All solutions gratefully received.
--
Clive Nicholas
[Please DO NOT mail me personally here, but at
<[email protected]>. Please respond to contributions I make in
a list thread here. Thanks!]
"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson.
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