Dear Clyde Schechter
There is a slight twist in my qreg variables, which is giving me troubles while running them in a loop.. mentioned below is the code that I am using, where XtsysCFI is the dependant variable and all others are independant vars. Please note that XtsysCFI and XIFI belong to different panels. or in a way it is a cross panel sort of regression. that i want to see the effect of XIFI(one set of panel type) on XtsysCFI(other set of panel type). next to the codes is my data example.
program define one_id
qreg XtsysCFI XIFI L_Tbills L_MktR L_EV L_TEDSp L_Inf, q(0.99)
foreach v of varlist XIFI L_Tbills L_MktR L_EV L_TEDSp L_Inf {
gen coeff_`v' = _b[`v']
gen se_`v' = _se[`v']
gen t_`v' = coeff_`v'/se_`v'
gen p_`v' = 2*t(e(df_r), -abs( t_`v'))
}
gen constant_term = _b[_cons]
gen se_constant = _se[_cons]
predict V
exit
end
runby one_id, by(FI) status
Could you please assist me how to loop the panels for qreg while the variables belong to different panel ids?
Thanking in anticipation
There is a slight twist in my qreg variables, which is giving me troubles while running them in a loop.. mentioned below is the code that I am using, where XtsysCFI is the dependant variable and all others are independant vars. Please note that XtsysCFI and XIFI belong to different panels. or in a way it is a cross panel sort of regression. that i want to see the effect of XIFI(one set of panel type) on XtsysCFI(other set of panel type). next to the codes is my data example.
program define one_id
qreg XtsysCFI XIFI L_Tbills L_MktR L_EV L_TEDSp L_Inf, q(0.99)
foreach v of varlist XIFI L_Tbills L_MktR L_EV L_TEDSp L_Inf {
gen coeff_`v' = _b[`v']
gen se_`v' = _se[`v']
gen t_`v' = coeff_`v'/se_`v'
gen p_`v' = 2*t(e(df_r), -abs( t_`v'))
}
gen constant_term = _b[_cons]
gen se_constant = _se[_cons]
predict V
exit
end
runby one_id, by(FI) status
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input long FI float(Time_Period XtsysCFI XIFI L_Prices L_Tbills L_MktR L_EV L_Inf L_TEDSp) 1 480 . . . . . . . . 1 481 .14411725 . .0672038 -16.535 . . . -2.3525 1 482 .15156017 . .0835295 -11.625 8.9 . -11.95 -1.34125 1 483 .21712346 . .0798496 -.134 3.516 . 18.21 -1.15 1 484 .3422176 . .0781215 -4.167 -5.058 . 8.68 -.6275 1 485 .002527645 . .0903209 .982 -21.281 . -1.03 -.3375 1 486 .015975993 . .0657473 .278 -1.041 . 32.81 -.45062 1 487 -.04165486 . .074969 .139 2.221 . -2.35 -.50812 1 488 .8570709 . .0736191 2.075 -2.384 . -11.04 -.7 1 489 .0031250215 . .0654767 10.298 3.017 . 14 -1.32875 1 490 .2175392 . .0733345 35.135 -5.01 . -9.7 -4.24 1 491 .25854942 . .0745745 -.727 -15.387 . 18.64 -4.205 1 492 -.01926262 . .07685 .366 16.674 . -6.65 -4.56125 1 493 .02069786 . .0745791 0 -3.098 . -7.52 -5.53875 1 494 .3173947 . .0580505 0 -2.664 . -1.5 -5.9075 1 495 .2068724 . .0498555 5.383 -7.193 . -9.13 -6.67125 1 496 .426964 . .0479043 -.087 3.169 . -5.5 -7.20375 1 497 -.0753018 . .0466443 .52 .769 . -9.11 -7.61 1 498 .10299566 . .0375243 11.034 -.815 . -29.81 -9.04375 1 499 -.21613307 . .0303341 -10.093 -10.609 . -1.59 -7.91 1 500 .2027448 . .0321417 -9.585 2.375 . 33.47 -7.0075 1 501 -.3093559 . .031865 .287 -10.462 . -25.98 -7.91 1 502 -.16420217 . .0308261 -2 21.554 . 2.45 -8.09 1 503 -.08708863 . .0338145 -19.728 -3.465 . -22.71 -6.22812 1 504 -.2005374 . .0336571 -3.995 -6.471 9.25 -8.76 -6.05 1 505 -.0002454049 . .0279009 -19.924 24.111 10.75 12.99 -4.47 1 506 -.10337656 . .03609 .63 8.615 10.89 21.5 -4.49 1 507 -.003704032 . .0309914 .782 5.624 9.9 37.04 -4.41 1 508 .01020024 . .0282982 .155 1.637 9.89 -.3 -4.53 1 509 .12938884 . .033633 -.31 -13.247 10.34 -12.05 -4.53 2 510 . .3849556 . . . . . . 1 510 .032016464 . .04408 -2.333 6.221 10.39 25 -4.42 1 511 -.06109645 . .0330991 1.911 .983 10.38 15.89 -4.58 2 511 . -.0415979 .3431187 2.82 -1.17 . 257.58 -.996 1 512 .09693163 . .0316686 0 9.949 10.48 -10.64 -4.59 2 512 . -.2283536 .3281123 2.78 -1.41 . -24.58 -.974 2 513 . 0 .3296109 2.82 -8.78 . -73.03 -1.03 1 513 .14152934 . .0351229 -.469 2.212 9.8 1.32 -4.58 1 514 -.05514001 . .0334291 -.471 12.106 9.52 -9.4 -4.65 2 514 . 0 .32543 2.58 3.64 . 25 -.894 2 515 . 0 .32543 0 8.26 . -430 1.425 1 515 -.04051322 . .0434067 -24.921 .321 9.46 -12.68 -3.34 1 516 .3020173 . .04959 -9.244 16.703 9.9 12.54 -2.94 2 516 . -.4291332 .32543 2.04 5.97 . 6.06 -.66 1 517 .15097298 . .058837 -11.111 -5.962 9.84 3.23 -2.49 2 517 . -.3982469 .3976787 2.28 5.04 . 4.3 -.93 2 518 . -.3725341 .4287735 0 3.45 . 87.64 1.34 1 518 -.0082018105 . .0553855 -16.927 -5.905 10.02 3.69 -1.85 2 519 . -.3876064 .4756424 2.3 10.55 . 81.82 -1.021 1 519 -.0747935 . .0612581 -34.483 12.394 10.23 -37.26 -.81 2 520 . -.0865148 .5084478 2.39 18.44 . 300 -1.08 1 520 -.20991796 . .0718027 -21.531 6.649 10.21 0 -.33 1 521 -.06638288 . .0797373 9.756 6.555 9.74 25.33 -.52 2 521 . -.1282595 .5422959 2.38 7.81 . 450 -1.1 2 522 . .357486 .5570995 2.25 -3.98 . 304.55 -1.134 1 522 -.16017137 . .12406 -7.778 9.341 9.79 -32.75 -.54 2 523 . -.5621945 .5407044 2.2 3.07 . 5.62 -1.086 1 523 -.1714864 . .1145765 -27.108 14.499 9.41 -26.94 -.1 1 524 -.0406557 . .1088409 0 12.598 8.86 24.82 -.07 2 524 . .0264065 .5507024 0 6.29 . 45.74 1.14 1 525 -.0044194986 . .1100355 0 -10.237 9.29 23.86 -.05 2 525 . -.0222192 .5858518 2.37 10.04 . -7.3 -1.21 1 526 .037139542 . .1140039 0 -6.311 9.28 61.01 -.04 2 526 . -.0933437 .6098683 2.37 .64 . -30.71 -1.201 2 527 . -.4315497 .6122505 0 3.02 . -100 1.172 1 527 -.1508766 . .091113 37.19 7.323 8.26 20.23 -.49 1 528 -.19442508 . .0838474 -1.205 9.452 8.29 28.2 -.49 2 528 . -.2398862 .6069409 2.46 5.77 . . -1.308 2 529 . -.126793 .7043023 2.18 7.03 . -66.67 -1.05 1 529 -.0772997 . .1004205 0 7.944 8.32 -4.81 -.51 2 530 . -.0273112 .790715 0 1.55 . 34.48 1.12 1 530 -.14642256 . .105205 2.439 -.02 8.35 -16.31 -.56 2 531 . -.4355585 .7682244 1.7 -5.35 . 0 -.59 1 531 .008173214 . .1129339 3.571 5.355 7.38 23.9 -.63 1 532 .16021617 . .1099791 5.747 6.147 7.38 12.17 -.66 2 532 . .1995203 .7063832 .91 2.05 6.052 174.36 .27 1 533 -.13840793 . .1099219 13.043 1.233 7.37 17.53 -.77 2 533 . .0047507 .6672567 0 4.49 5.918 -27.1 1.315 1 534 -.21261966 . .1230468 0 -4.058 7.54 20.03 -.47 2 534 . -.368475 .6758518 .6 3.23 5.818 -50 1.01 1 535 -.066786736 . .1174582 22.596 .203 7.58 10.41 -.85 2 535 . -.3785119 .7043523 2.4 4.01 5.696 -25.64 -.7 2 536 . -.4216251 .704395 0 3.89 4.906 165.52 1.8 1 536 -.12084915 . .11671 2.745 1.057 7.41 -.96 -.82 2 537 . -.1181883 .7933378 2.66 2.68 4.904 112.99 -.64 1 537 .017371073 . .1027805 14.504 -2.433 7.49 -2.6 -.98 1 538 -.19863896 . .0998014 6.333 2.172 6.92 -3.33 -1.02 2 538 . -.1018165 .8354295 2.66 1.04 4.859 23.78 -.49 1 539 -.10281584 . .1004495 16.928 4.323 6.62 6.44 -1.32 2 539 . -.2933779 .8149614 0 3.83 4.904 48.77 2.41 1 540 -.2062522 . .0903648 1.877 11.051 6.45 -20.41 -1.24 2 540 . -.1129385 .8334031 .87 .67 4.902 -13.91 1.694 2 541 . .0463896 .8346148 1.99 1.51 4.959 19.23 .76 1 541 -.17810403 . .0934748 31.579 8.164 6.25 15.47 -2.25 1 542 -.000890707 . .099512 -6 20.228 7.12 16.92 -1.78 2 542 . .1280549 .8160575 0 3.54 4.772 2.9 2.92 2 543 . -.1688652 .939693 0 15.47 3.459 18.18 3.12 3 543 . .3437548 . . . . . . 1 543 -.021723453 . .0927309 14.894 -6.112 7.47 3.02 -2.28 1 544 .1960406 . .0965819 24.074 -8.956 7.88 8.29 -3.49 end format %tm Time_Period label values FI FI label def FI 1 "786 PA Equity", modify label def FI 2 "AAYAN KK Equity", modify label def FI 3 "AAYANRE KK Equity", modify
Thanking in anticipation
