How to save my y and residual errors from a regression loop

[Frank Lobue]

Could you tell me why I cannot save my y or residuals here? Everything working except last and I dont know how to store y.
In addition the looping over values is not performing, it only does the 10 obs specified in local mc = 10.

Thanks much!
clear local mc = 10

set obs `mc'

g data_store_x3 =.

g data_store_x2 =.

g data_store_con= .

g data_store_y =.

quietly{
forvalues i = 1(1) `mc' {
if floor((`i'-1)/100) == ((`i'-1)/100) {
noisily display "Working on `i' out of `mc' at $S_TIME"
}

preserve
clear
set obs 10
g x2 = rnormal()
g x3 = rnormal()
g e = runiform()
g y = 1 -3*x2 + 2*x3 + e
reg y x2 x3
local x2coeff = _b[x2]
local x3coeff = _b[x3]
local const = _b[_cons]
restore
replace data_store_x3 = `x3coeff' in `i'
replace data_store_x2 = `x2coeff' in `i'
replace data_store_con = `const' in `i'
}
}
summ data_store_con data_store_x2 data_store_x3 data_store_y
display e(rmse)
predict res, resid

[Frank Lobue]

You can ignore the second comment, this one has no loop. Just want to know how to store my y's and residuals. thanks!!!!!!

[Frank Lobue]

My main issue is how to save my y variable on a looped regression or otherwise how to get the ANOVA to print out over the 10 iterations.

[William Lisowski]

My main issue is how to save my y variable on a looped regression

This is what's happening to your y variable

preserve // preserves a copy of the dataset
clear // creates a new dataset
set obs 10
g x2 = rnormal()
g x3 = rnormal()
g e = runiform()
g y = 1 -3*x2 + 2*x3 + e // creates the variable y in the new dataset
reg y x2 x3
local x2coeff = _b[x2]
local x3coeff = _b[x3]
local const = _b[_cons]
restore // replaces the new dataset with the preserved dataset that does not have the variable y

or otherwise how to get the ANOVA to print out over the 10 iterations

noisily reg y x2 x3 // undo the effect of the "queitly" block this is surrounded by

[Phil Bromiley]

It may be that you need to assign a different name to the y in each iteration of the loop so it doesn't overwrite.