Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Running 1000 regressions comparing the t-statistics
From
[email protected]
To
[email protected]
Subject
st: Running 1000 regressions comparing the t-statistics
Date
Tue, 24 May 2011 11:30:21 +0200
Dear STATA experts,
I´ve got a problem concerning a do-file. A short wrap up of the problem: I want to make more than 1000 newey-west regressions each using a different dependent variable and compare afterwards the t-statistics of all of them to distinguish the most significant dependent varibale.
I tried to do it with th command:
parmby "newey exret L1.underberg_`x'_`y'_`z', lag(10)", saving(testimates, replace)
Instead of rplacing everytime the testimates.dta I want to have one .dta which includes the t-statistics of all newey-west regressions. Do you have any ideas to solve this problem? May the command: "append" be useful and is it linkable with the parmby command?
Thank you in advance,
Betty
--
NEU: FreePhone - kostenlos mobil telefonieren!
Jetzt informieren: http://www.gmx.net/de/go/freephone
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/