Re: st: Problem returning the e(V) covariance matrix for looped regression

[Nick Cox <njcoxstata@gmail.com>]

You evidently have missing values for at least one country that make
your regression impossible in that case.

You can solve this in various ways, e.g. by putting -noisily capture
regress- not -regress-.

Nick

On Mon, Oct 10, 2011 at 12:08 PM, Sharon Walsh <Sharon.Walsh@esri.ie> wrote:
> Hi Nick,
>
> Many thanks for your help!! I tried this method and it seems to work perfectly except that it only runs for the first 20 or so countries (out of a total of 246) and then I get the following error:
>
> no observations
> r(2000);
>
> end of do-file
>
> r(2000);
>
> Do you have any thoughts?
>
> Many thanks again for your help so far,
> Kind regards,
> Sharon
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
> Sent: 10 October 2011 11:46
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: Problem returning the e(V) covariance matrix for looped regression
>
> You need to loop over your countries saving the matrix each time. Here
> is some technique:
>
> sysuse auto
> egen group = group(rep78)
> su group
>
> forval i = 1/`r(max)' {
>      regress mpg weight if group == `i'
>      mat V`i' = e(V)
>      mat li V`i'
> }
>
> Also -search levelsof-.
>
> Nick
>
>
> On Mon, Oct 10, 2011 at 11:37 AM, sharoncatherine <sharon.walsh@esri.ie> wrote:
>
>> I have StataSE 11 for Windows. I have sorted my data by country of origin
>> and I ran an OLS regression *by* country. I now need to get the covariance
>> matrix for each country, however, when I enter the command matrix list e(V)
>> it only returns the most recently run regression which in this instance is
>> the last country in the list. I would really appreciate if someone could
>> guide me as to how to get the covariance matrix for each country run.
>>
>> Any help would be greatly appreciated!!
>>
>>
> *
> *   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/
>
> *
> *   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/
>

*
*   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/