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I am attempting to execute first differenced equations that include polynomial lags. I do not want the first differenced equations to contain a constant, as the constant should cancel out of this type of equation. However, I got a lag specification error in my first differenced regression equation e...

Alright, that's unfortunate. Thanks for the quick responses. I've got it all working with a conditional based on the string contents of the general statistic cells.

Look at eq2 and eq3. eq2 is !X=2, !OL=3 !TFPL=3 !TSAL=4 eq3 is !X=3 !OL=3 !TFPL=3 !TSAL=5 Both eqs have !D=3, !C=1. eq!X.ls(cov=hac) ps1 c time pdl(ipr,!OL,!D,!C) pdl(un,!OL,!D,!C) pdl(unionprq,!OL,!D,!C) pdl(unipr,!OL,!D,!C) pdl(unionipr,!OL,!D,!C) pdl(tsaspl,!TSAL,!D,!C) pdl(tfp4,!TFPL,!D,!C) Eq2 ...

I also have a constant in every equation (eq!X.ls(cov=hac) ps1 c time ...), is there another criterion?

Sorry about this...

eq!X.ls(cov=hac) ps1 c time pdl(ipr,!OL,!D,!C) pdl(un,!OL,!D,!C) pdl(unionprq,!OL,!D,!C) pdl(unipr,!OL,!D,!C) pdl(unionipr,!OL,!D,!C) pdl(tsaspl,!TSAL,!D,!C) pdl(tfp4,!TFPL,!D,!C) For each regression I am running, I'm using the Newey West option, so shouldn't every model have robust standard errors ...

I'm attempting to store the sum of lagged t statistics for a number of PDL regression models. To do this, I am freezing each PDL regerssion output into a table and attempting to select the sum of lagged t statistics for a specific variable. Where this sum is in the table is dependent on the # of lag...

Sorry, I meant: 'This calculates the sum of lagged t statistics for a number of variables freeze(tablet!X) eq!X 'Add something like, if (condition for appearance of Wald) !tsa= 1 + 19 + 2 + (!D*7) + ((3 + !OL+1 + 2)*5) + (3 + !TSAL + 1 + 2) else, !tsa=19 + 2 + (!D*7) + ((3 + !OL+1 + 2)*5) + (3 + !TS...

I'm unfortunately still having issues. This is an example of a subset of regressions I am running, followed by an attempt at storing the coefficient values in a matrix. I'm getting two types of errors, either a non-numeric value error or a matrix size mismatch error. They both happen with the very f...

I'm working on a project in which I need to compare statistics for PDL regressions over many different models. I would like to store the sum of lags coefficient and t-Statistic for specific variables in each model. So far, I have been able to store the Akiake info criterion, Schwarz criterion and Du...