On Fri, March 2, 2007 11:04, Montse Farell wrote:
Hello,
I am trying to estimate experimentally a sampling distribution. You can
do that inside a loop, if you are doing it for the OLS estimator the
command x = $coeff(y) will create a vector with every realization in the
loop. I would like to do this just with the sample mean or the median or
any other estimator that does not involve OLS estimation, then the
command $coeff does not work. Is there anyway to do it ?
Check out the --progressive option for the loop command. It's all in the
manual, but basically:
loop 100 --progressive
e = normal()
mn = mean(e)
md = median(e)
store foo.gdt mn md
end loop
should do what you want. HTH,
Riccardo (Jack) Lucchetti
Dipartimento di Economia
FacoltĂ di Economia "G. FuĂ "
Ancona