Nick Cox
2020-12-03 07:52:28
Does this code make sense? As you say, it does not work.
I see three bugs.
After each regression, the coefficients are not stored in
e(x1)and so on. Such references are not illegal, but they just return missing values.Similarly a command like
matrix b1 = e(x1)
just creates a 1 x 1 matrix with a single missing value.
- Each time around the loop you just overwrite the previous matrices. Nothing in the code accumulates results, even if #1 and #2 were what you want.
Hence, a natural question is: where did this code come from?
There are several ways to get coefficients stored from say 100 regressions. See for example statsby and the community-contributed rangestat (SSC).