lincom command with same variable after sureg

[Oscar Damgaard]

Dear all,

I am running a Seemingly-Unrelated-Regression using -sureg- for 80 banks. Brief background: the purpose is to test whether there is, on average, a statistically significant change in stock prices on the event day.

local subsetvar HSBC-UBS
sureg (`subsetvar' = StoxxGlobal1800 eventdaypre eventday eventdaypost)

Then I want to test if the average of the eventday dummy of all 80 regressions is equal to 0. For this I have successfully used this code so far:

lincom ([HSBC]eventday+.....+[UBS]eventday)/80

This code is very long for 80 banks. So I wanted to ask how to shorten the code? For example with a loop and a macro.

I have already read the help file from -lincom- and other threads in the forum, however, I did not come up with a solution.
Thanks for the help.

Best,
Oscar
(Stata 16)

[Andrew Musau]

local subsetvar HSBC Barclays JPMorgan Citi UBS
local banks
foreach bank of local subsetvar{
    local banks "`banks' [`bank']eventday+ "
}
di "`banks'"

So the command line becomes

lincom (`banks'0)/80

Res.:

. di "`banks'"
 [HSBC]eventday+  [Barclays]eventday+  [JPMorgan]eventday+  [Citi]eventday+  [UBS]eventday+