Re: st: RE: How to get coefficient and R square from time series regression

[Xixi Lin <winnielxx@gmail.com>]

Hi Joe,

I do have all values of ID from 1 to 1894, since the following similar
code works and generates all values for NIBE_RS_SD

forvalues z=1/1894{
qui sum NIBE_RS if ID==`z'
replace NIBE_RS_SD=r(sd) if ID==`z'
}

Best,
Xixi Lin

On Fri, Sep 20, 2013 at 4:26 PM, Joe Canner <jcanner1@jhmi.edu> wrote:
> Do you have observations in your dataset for all values of ID from 1 to 1894?
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Xixi Lin
> Sent: Friday, September 20, 2013 3:44 PM
> To: statalist
> Subject: Re: st: RE: How to get coefficient and R square from time series regression
>
> Hi Joe,
>
> When I changed it into forvalues z=1/1894, it works in the beginning, and then stops, showing the following errors: no variables defined, do you know why?
>
> Thanks,
> Xixi Lin
>
> On Fri, Sep 20, 2013 at 3:01 PM, Joe Canner <jcanner1@jhmi.edu> wrote:
>> forvalues z=1/1894
>>
>> -----Original Message-----
>> From: owner-statalist@hsphsun2.harvard.edu
>> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Xixi Lin
>> Sent: Friday, September 20, 2013 2:59 PM
>> To: statalist
>> Subject: st: How to get coefficient and R square from time series
>> regression
>>
>> Hi,
>>
>> The following is the code I am using to generate coefficient and R
>> square, but it gives errors as:invalid numlist has too many elements
>>
>> gen EQ1= .
>> gen EQ2= .
>> tsset Period
>> foreach z of numlist 1/1894{
>> capture reg NIBE_RS NIBE_RSL if ID==`z'
>> replace EQ1=_b[NIBE_RSL] if ID==`z'
>> replace EQ2=e(r2) if ID==`z'
>> }
>>
>> Does anyone knows how to fix it? Thanks.
>>
>> Best,
>> Xixi Lin
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