Re: st: how to index regressions inside a foreach loop in order to avoid writing over the estimates

[Richard Williams <richardwilliams.ndu@gmail.com>]

At 04:54 PM 10/13/2011, hind lazrak wrote:
> Hello
>
> I am using Stata Version 10 on Windows Vista.
> The analysis I am conducting is exploratory and involves a long list
> of independent variables I am testing using simple linear regression.
> In order to see which variables are "promising" I'd like to find a way
> to store each model estimate and ideally figure out how to tabulate
> only those that have a p-value<0.1.
>
> The code I used is as follow
>
> foreach var of varlist [list of 55 vars] {
> qui reg y1 `var'   */ first set of regressions looking at Y1
> eststo model1`var'
>
> qui reg y2 `var'  */ second set of regressions looking at Y2
> eststo model2`var'
> }
> estimates table model1`var' model`var', beta not
>
> This code is not working because it overwrites all the estimates in
> each regression and only keeps the last one. Also I did not figure out
> how to only show those with p-val<0.1

The line

estimates table model1`var' model`var', beta not

should probably be

estimates table model1`var' model2`var', beta not

And, it should come before the }, not afterwards.

This is just a bunch of bivariate regressions, right? Why not something like

pwcorr y1 y2 x1-x55, star(.10)

You could probably also fiddle around with the ereturned results and 
make the estimates table command conditional on one p value or the 
other being significant.

-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

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