Regression Loop String Variables

[Max Backhaus]

Dear all,

I have a very detailed but important problem/question: My goal is to run 69 regression in a panel setting for each cross-section individually with some of the same independent being the same and some differ. What I want to set up is, that depending on the id I want to choose a local / string that indicates which variables to choose for the respective cross-section. The variables to choose are being defined by the maximum of product (either 1 2 or 3), which I calculate as a product.

Here is my approach:

local xy1 "d(x1)"
local xy2 "d(x1) d(x2)"
local xy3 "d(x1) d(x2) d(x3)"

forval i = 1/69 {
summarize product if id == `i'
scalar d`i' = (r(max))
}

forval i = 1/69 {
ivreg2 l.ln_ind_rel d.ind_av_i l.adv `xy`d`i''' (d.adv = d.advprod2 d.advprod3 d.advprod4 l.advprod2 l.advprod3 l.advprod4 `xy`d`i''' ) if id ==`i'
}

Stats does not recognize my XY identifier though... Can anyone help me with this??

Thank you so much.

MAx

[Stephen Jenkins]

Dear Max: welcome to the Forum. You've posted a question about Stata; this subforum is reserved for Mata issues. Please re-post to the General subforum.