<>
" I would appreciate any help or references where I can read how to make
it."
The canonical reference is Nick`s
http://www.stata-journal.com/sjpdf.html?articlenum=pr0009, see p. 199 in
particular for your specific case.
HTH
Martin
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Von: [email protected]
[mailto:[email protected]] Im Auftrag von
[email protected]
Gesendet: Sonntag, 27. September 2009 00:06
An: [email protected]
Betreff: st: Loop over regression estimates
Dear all,
I have to conduct a simple Wald test (-test x1=x2=x3=x4=0-) for
several different regression specifications. I have done the
regressions and stored the estimates under a name that identifies the
hypothesis, the model and the dependent variable (e.g. h1m1a). Now I
would like to write a loop over all stored estimates, conduct the
tests and store the F-stat and the p-value in order to export them
later by means of -outreg2-. I have tried the loop, listed below, but
unfortunately Stata says that the syntax is wrong. The problem lies
probably in the foreach-command but I don't know which other loop to
take for regression estimates and whether it is possible at all.
Here is what I tried:
local hyp1 "h1m4s h1m4a h1m4t h1m4z"
foreach est of hyp1 {
estimates restore `est'
test x1=x2=x3=x4=0
local F_`est'=r(F)
local P_`est'=r(p)
}
I would appreciate any help or references where I can read how to make it.
Best regards,
Ida
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