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st: Loop fails to replace missing values
From
"Francis, Richard N" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Loop fails to replace missing values
Date
Wed, 4 Dec 2013 14:07:39 +0000
Hi Statalist users,
Have a loop with a REPLACE command which fails to update the missing values with valid numeric values.
The loop is as follows:
destring gvkey, replace
egen id = group(gvkey), label
gen date1 = yq(year, fqtr)
tsset id date1, quarterly
su id, meanonly
local limit=r(max)
foreach v in tstat {
g `v' = .
}
gen which = ""
forval i = 1/`limit' {
display "Iteration of `i' of `limit"
replace which = "`: label (id) `i''" in `i'
dfgls fcf if id == `i' , maxlag(4) ers
matrix b = e(b)
matrix v1 = e(V)
scalar coeff = b[1,1]
scalar se1 = sqrt(v1[1,1])
scalar tstat = coeff/se1
qui foreach v in tstat {
replace `v' = r(`v') in `i'
}
}
The -dfgls- program generates the e(b) and e(V) matrices, but I'm unsure if my use of "scalar" in this situation is correct.
Any help is greatly appreciated.
Thank you!
Rick
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