hi, Nick
Thanks for pointing this out, so that I will avoid making this mistake
in the future!
Qing
2009/8/4 Nick Cox <[email protected]>:
> In addition, the most obvious error in your code are the extra spaces in
> macro references such as ` i '. Local macro i is referred to as `i' --
> without extra spaces.
>
> Nick
>
> Martin Weiss wrote:
>>
>> <>
>> Quite possibly, -statsby- does exactly what you want:
>
> qing ye
>
>> hi, I want to run a fama -macbeth regression every month and store the
>> coefficients and number of observations, adjusted R2 in a matrix.
>>
>> each row of the matrix corrspond to the result from each month.
>>
>> I typed the following code, but it always gives the invalid syntax
>> message. Can you tell me what's wrong with the code?
>>
>>
>> forvalues monthlydate = -1609+ ‘ i ’ {
>> reg monthlytr lnmc
>> matrix coefficient =e(b)
>> matrix regression_result [ ‘ i ’, 1] =coefficient [1 ,1]
>> matrix regression_result [ ‘ i ’, 2] =coefficient [1 ,2]
>> matrix regression_result [ ‘ i ’, 3] = e(N)
>> matrix regression_result [ ‘ i ’, 4] = e(r2_a)
>> i = ‘ i ’ +1
>> }
>> matrix list regression_result
>>
>> here is a sample of the dataset
>>
>> companyid monthlydate monthlyca monthlydy monthlytr lnmc
>> 54 -1608 0.000 0.000 0.000 9.210
>> 54 -1607 0.000 0.000 0.000 9.210
>> 54 -1608 0.000 0.000 0.000 9.210
>> 54 -1597 0.625 0.000 0.625 9.210
>> 54 -1605 0.000 0.000 0.000 9.210
>> 54 -1604 0.500 0.000 0.500 9.210
>> 54 -1601 -0.429 0.000 -0.429 9.210
>> 54 -1600 0.000 0.000 0.000 9.210
>> 54 -1603 0.625 0.000 0.625 9.210
>> 54 -1602 0.000 0.000 0.000 9.210
>> 54 -1606 0.000 0.000 0.000 9.210
>> 54 -1598 0.000 0.000 0.000 9.210
>> 54 -1599 0.000 0.000 0.000 9.210
>> 120 -1608 0.133 0.000 0.133 11.884
>> 120 -1607 -0.100 0.000 -0.100 11.884
>> 120 -1608 -0.065 0.000 -0.065 11.884
>> 120 -1597 -0.250 0.000 -0.250 11.884
>> 120 -1605 -0.389 0.000 -0.389 11.884
>> 120 -1604 0.000 0.000 0.000 11.884
>> 120 -1601 0.034 0.000 0.034 11.884
>> 120 -1600 -0.172 0.000 -0.172 11.884
>> 120 -1603 0.000 0.000 0.000 11.884
>> 120 -1602 0.227 0.000 0.227 11.884
>> 120 -1606 -0.118 0.000 -0.118 11.884
>> 120 -1598 0.000 0.000 0.000 11.884
>> 141 -1608 0.000 0.000 0.000 10.779
>> 141 -1607 0.000 0.000 0.000 10.779
>> 141 -1608 0.000 0.000 0.000 10.779
>> 141 -1597 0.000 0.000 0.000 10.779
>> 141 -1605 -0.043 0.000 -0.043 10.779
>> 141 -1604 0.000 0.000 0.000 10.779
>> 141 -1601 0.000 0.000 0.000 10.779
>> 141 -1600 0.000 0.000 0.000 10.779
>> 141 -1603 -0.233 0.000 -0.233 10.779
>> 141 -1602 0.000 0.000 0.000 10.779
>> 141 -1606 0.000 0.000 0.000 10.779
>> 141 -1598 0.000 0.000 0.000 10.779
>> 144 -1599 0.000 0.000 0.000 10.714
>> 145 -1608 -0.111 0.003 -0.108 12.075
>> 145 -1607 0.020 0.005 0.026 12.075
>> 145 -1608 -0.020 0.005 -0.015 12.075
>> 145 -1597 0.000 0.004 0.004 12.075
>> 145 -1605 0.000 0.005 0.005 12.075
>> 145 -1604 -0.083 0.005 -0.078 12.075
>> 145 -1601 -0.027 0.004 -0.022 12.075
>> 145 -1600 -0.058 0.004 -0.054 12.075
>> 145 -1603 0.000 0.005 0.005 12.075
>> 145 -1602 -0.020 0.005 -0.015 12.075
>> 145 -1606 -0.009 0.004 -0.004 12.075
>> 145 -1598 -0.082 0.003 -0.078 12.075
>> 147 -1599 -0.167 0.000 -0.167 10.897
>> 165 -1602 0.000 0.000 0.000 9.433
>> 165 -1597 0.000 0.000 0.000 9.433
>> 165 -1604 0.000 0.000 0.000 9.433
>> 165 -1608 -0.429 0.000 -0.429 9.433
>> 165 -1601 0.000 0.000 0.000 9.433
>> 165 -1606 0.000 0.000 0.000 9.433
>> 165 -1605 0.000 0.000 0.000 9.433
>> 165 -1600 0.000 0.000 0.000 9.433
>> 165 -1607 -0.429 0.000 -0.429 9.433
>> 165 -1603 0.000 0.000 0.000 9.433
>> 165 -1599 0.000 0.000 0.000 9.433
>> 165 -1598 0.000 0.000 0.000 9.433
>
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