Multivariate regression loop
Dear Statalist,
first of all i want to let u guys know that i really appreciate the efforts you put in to help each other.
My problem is as follows:
I want to compute multiple multivariate regressions, where Q is the dependent variable and Diversifik~y to Dividend~y are the predicting variables.
There are 2610 observations from 90 businesses over the periode from 1990-2018.
The desired outcome should be a Table that shows the regressioncoefficients and t-statistics for each year.
Furthermore i want to test for heteroscedasticity using the Breusch-Pagan-test.
My supervisor suggested to do a simple loop since panaldataanalysis is above the requirement level of my seminar work.
The most recent code i used:
result:
I would really appreciate any sort of help i can get!
I know this looks like absolute basics to most of you, still i'm not even sure if this is the way to go.
I will gladly supply more information about my work and/or my data set if needed.
Thank you for your attention.
Kind regards,
Tom
first of all i want to let u guys know that i really appreciate the efforts you put in to help each other.
My problem is as follows:
I want to compute multiple multivariate regressions, where Q is the dependent variable and Diversifik~y to Dividend~y are the predicting variables.
There are 2610 observations from 90 businesses over the periode from 1990-2018.
The desired outcome should be a Table that shows the regressioncoefficients and t-statistics for each year.
Furthermore i want to test for heteroscedasticity using the Breusch-Pagan-test.
My supervisor suggested to do a simple loop since panaldataanalysis is above the requirement level of my seminar work.
The most recent code i used:
Code:
import excel "C:\Users\toudy\Desktop\Uni\Semester 5 (WS 19 - 20)\SEMINAR\Robustheitstest-Stata.xlsx", sheet("Tabelle1") firstrow
destring Q DiversifikationsDummy HSales ROA RISK DividendenDummy, replace force
egen obs = group(YEAR)
sort obs, stable
forvalues i=1(1)29 {
regress Q DiversifikationsDummy HSales ROA RISK DividendenDummy if obs == `i'
estat hettest
outreg2 using Diversificationdiscount.xls, append
}
Code:
no observations r(2000);
I know this looks like absolute basics to most of you, still i'm not even sure if this is the way to go.
I will gladly supply more information about my work and/or my data set if needed.
Thank you for your attention.
Kind regards,
Tom
