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st: Extract value from user written program
From
"Francis, Richard N" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Extract value from user written program
Date
Thu, 26 Dec 2013 03:54:39 +0000
Hi Statalist members,
A user-written program (sroot) requires the following syntax:
srootfix varname [if] [in] [, noconstant trend season(varlist) regress lags(#) generate(string) residuals(string)
... where residuals(string) generates a variable containing the residual terms.
I supply a name for the residual string of -resid- in the following program (near the end of the loop):
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 Z14 Z24 Z34 Z4t Z3t Z2t Z1t {
g `v' = .
}
gen which = ""
forval i = 1/`limit' {
display "Iteration of `i' of `limit"
replace which = "`: label (id) `i''" in `i'
srootfix fcf if id == `i' , residuals (resid)
qui foreach v in Z14 Z24 Z34 Z4t Z3t Z2t Z1t {
replace `v' = r(`v') in `i'
}
}
My question is HOW do I extract the residual values and include them in the replace statement near the end of the loop?
I apologize for the elementary nature of this question.
Thank you!
Rick Francis
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