I am trying to run the loop below but it returns error r(111) lt3m_qe not found . However, this variable is created (it should be found). Any idea about it?
Thank you so much!
Code:
foreach s in qe nqe { foreach pi in t3m t6m t1y t2y t3y t5y t7y t10y { foreach iv of varlist mp1 mp2 mp3 mp4 ff1 ff2 ff3 ff4 ed1 ed2 ed3 ed4 { forval h = 0(1)7{ set level 90 qui: xtivreg2 lr_p_asset (`pi'_e=`iv') l(1/3).lr_p_asset_`s' l(0/3).p_grgdp_`s' l(1/3).`pi' l(0/3).qe , fe cluster(pairid) replace F10_`pi'_`iv'_`s'_90= e(widstat)-16.38 if _n == `h'+1 /* Diff with Kleibergen-Paap rk Wald F statistic*/ replace F15_`pi'_`iv'_`s'_90= e(widstat)-8.96 if _n == `h'+1 /* Diff with Kleibergen-Paap rk Wald F statistic*/ qui: lincomest l`pi'_`s' tab date if e(sample)==1 parmest,label saving(`"asset_`pi'_`iv'_`h'_90_`s'"', replace) set level 68 qui: xtivreg2 lr_p_asset (`pi'_e=`iv') l(1/3).lr_p_asset_`s' l(0/3).p_grgdp_`s' l(1/3).`pi' l(0/3).qe , fe cluster(pairid) replace F10_`pi'_`iv'_`s'_68= e(widstat)-16.38 if _n == `h'+1 /* Diff with Kleibergen-Paap rk Wald F statistic*/ replace F15_`pi'_`iv'_`s'_68= e(widstat)-8.96 if _n == `h'+1 /* Diff with Kleibergen-Paap rk Wald F statistic*/ qui: lincomest l`pi'_`s' parmest,label saving(`"asset_`pi'_`iv'_`h'_68_`s'"', replace) } } } }
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