Running a multiple regressions at once

[Agata Holland]

Hi all,

I'm new into Stata and I'm struggling with running a multiple of regressions automotically. I need to run a number of following regressions on panel data, that would basically look like:

xtreg spot x1
xtreg spot x2
xtreg spot x3
xtreg spot x4 etc.

My current commands look like following, however its not working...

foreach v of varlist LogIndustriallagged1380-LogIndustriallagged1800 {
xtreg Spot v
}

Or maybe the idea itself is wrong and I should use different command? I would appreciate your help.

Regards,
Agata

[Nick Cox]

You have to refer to the local macro implied with appropriate punctuation, as otherwise v means a variable with that name (or if abbreviation is allowed) a variable whose name can be so abbreviated without ambiguity.

xtreg Spot  `v'

Check whether you mean spot or Spot as different spellings imply different variables.

[Agata Holland]

`v' was the mistake Thank you so much for your help!

[Agata Holland]

Is it now somehow possible to export outcomes of all regressions into one excel file? When i use outreg2 command, it gives me only the data only on the very last regression, not all of them as I need.

ssc install outreg2
outreg2 using filefinal, replace excel

Regards,
Agata

[Nick Cox]

I don't use outreg2 ever, but someone else may be able to help.

[Biswa bhusan]

I will suggest you to use putexcel code.

[River Huang]

Hi, Agata: Please have a look of the following code

sysuse auto, clear

local replace replace
foreach v of varlist mpg rep78 length {
  reg price `v'
  outreg2 using "out", word excel dec(3) ctitle(`v') `replace'
  local replace append
}