Alternatively, if you seek debugging advice, show us the exact code
please.
Nick
[email protected]
Martin Weiss
help simulate
does all this automatically, and is easy to understand with the example
in
the help file.
Diederik van Liere
I am trying to write a simple macro that takes a random sub sample of my
dataset, run my regression and aggregates the e(B) matrices in a new
matrix
so I can calculate the average coefficient estimate and the average
standard
error. However, I am a bit stuck with initializing the matrix that will
contain the summed coefficients and summed standard errors. What I have
been
trying to do looks like this:
local define matrix X
foreach v of varlist 'varlist' {
//create 1 x k matrix with initial values 0.0
matrix X[1, "`v'"]= 0.0
}
forvalues i =1/n {
preserve
generate x =runiform()
//some more code to create random sample
regress varlist
matrix y = e(b)
foreach b of e(b) {
matrix X[1,`b'] = matrix X[1,`b'] + _b["`b'"]
}
matrix list X
restore
}
Unfortunately, I don't know how to fix the error that is thrown on row 3
(matrix X[1, "`v'"] = 0.0
Stata exits with a type mismatch error and I have tried a whole range of
alternatives but so far nothing works....
I would appreciate any suggestions to get this macro working and I am
sure
it's quite simple but I have been staring at this for too long :(
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