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

[Joe Canner <jcanner1@jhmi.edu>]

Xixi,

One more question: Are there at least two observations for each ID from 1 to 1894?  Linear regression with one independent variable cannot be done with only one observation.  (I'm not sure what effect tsset has in this case; I don't do much with time series.)

In any case, I would recommend, for debugging purpses, removing the -capture- before the -reg-, so that you can see what happens right before you get the "no variables defined error".  My guess is that there is an error in the -reg- statement, which you are not seeing because of -capture- and then when you try to use the _b[] and r[] vectors they do not exist and you get "no variables defined".  (I was able to reproduce this behavior for several kinds of regression errors, including "insufficient" observations.)

Regards,
Joe

________________________________________
From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of Xixi Lin [winnielxx@gmail.com]
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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