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From | Xixi Lin <winnielxx@gmail.com> |
To | statalist <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: RE: How to get coefficient and R square from time series regression |
Date | Tue, 24 Sep 2013 09:47:29 -0400 |
Thanks, Joe. Best, Xixi Lin On Mon, Sep 23, 2013 at 11:33 AM, Joe Canner <jcanner1@jhmi.edu> wrote: > Xixi, > > Since you are using -capture-, how about taking advantage of the return code that it generates: > > forvalues z=1/1894 { > capture reg NIBE_RS NIBE_RSL if ID==`z' > if (_rc==0) { > replace EQ1=_b[NIBE_RSL] if ID==`z' > replace EQ2=e(r2) if ID==`z' > } > } > > Using this method you don't even have to delete IDs with <=2 observations, because this will work for any error, whether it be "no observations" or "insufficient observations". > > Regards, > Joe > > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Xixi Lin > Sent: Monday, September 23, 2013 10:03 AM > To: statalist > Subject: Re: st: RE: How to get coefficient and R square from time series regression > > Hi Joe, > > You are right, some ID only has 1 or 2 observations, which render the error. However, if I delete them, there would be incomplete number list of IDs, then I can not use forvalues z=1/1894 since there are some gaps in between them. Do you happen to have a solution to solve this? Thanks. > > Best, > Xixi Lin > > On Sat, Sep 21, 2013 at 4:55 PM, Joe Canner <jcanner1@jhmi.edu> wrote: >> 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 >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/faqs/resources/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/faqs/resources/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/faqs/resources/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/faqs/resources/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/faqs/resources/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/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/