Looking for sample program to run a batch of regressions
Posted: Tue Aug 02, 2011 11:13 am
I'm interested in running a batch of regressions in a single program, with varying dependent (left hand side) variables but the same explanatory (right hand side) variables. I also want to specify the data range to be between 1/1/2009 and 6/30/2011.
For instance I want to run "ls dep1 c explan_a explan_b explan_c" and then "ls dep2 c explan_a explan_b explan_c" and then "ls dep3 c explan_a explan_b explan_c", etc.
I'd also like to collect all the regression coefficients (for explan_a, explan_b, explan_c) from each regression somewhere, in a manner as easy as possible.
Much appreciation to anyone who can help with this.
For instance I want to run "ls dep1 c explan_a explan_b explan_c" and then "ls dep2 c explan_a explan_b explan_c" and then "ls dep3 c explan_a explan_b explan_c", etc.
I'd also like to collect all the regression coefficients (for explan_a, explan_b, explan_c) from each regression somewhere, in a manner as easy as possible.
Much appreciation to anyone who can help with this.