Totally. It is good that I can loop over the set command.

Thanks Jack.

Alecos Papadopoulos PhD
Athens University of Economics and Business
web: alecospapadopoulos.wordpress.com/
scholar:https://g.co/kgs/BqH2YU

On Fri, 12 Mar 2021, Alecos Papadopoulos wrote:

For a simulation study, I need to compute OLS with plain std errors, and with all versions of heteroskedasticity-robust std errors.

Do I go something like the following? (Essentially I want to know if the next "set" command on the same thing overrides the previous or whether the previous needs clearing first)

Is this useful?

<hansl>
open data4-1 --quiet
list X = const sqft
ols price X --quiet
b = $coeff
s = $stderr
loop foreach i 0 1 2 3 3a
    set hc_version $i
    ols price X --quiet --robust
    s = s ~ $stderr
endloop

print b
print s
</hansl>


-------------------------------------------------------
  Riccardo (Jack) Lucchetti
  Dipartimento di Scienze Economiche e Sociali (DiSES)

  Università Politecnica delle Marche
  (formerly known as Università di Ancona)

  r.lucchetti@univpm.it
  http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------

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