I am trying to store results across a large loop. I have previously done as follows but am limited to the matrix size (11000).
matrix z=J[1,6,.]
matrix Catch=J[`n',1]
forval i =1/`n' {
quietly reg y x`i'
quietly estat ic
matrix z=r(S)
matrix Catch(`i',1)=z[1,5]
}
Where `n' is a number significantly greater than >11000.
Is there a way to store these values elsewhere or output them quickly? I know I can use the "putexcel" command but it is slow having to call the command in each loop. Are there other options?
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