So my problem is that i have a dataset of 502 firms but some of them have no observations.
The thing is, i want to include these results into my matrix because otherwise the coefficients, p-values and adjusted R2 are shifted so that the firms don´t have the right values standing next to them in the matrix.
My code is like that:
set matsize 510
unab y : TOYOTAMOTORTOTRETURNIND-COMMUTUREDEADDELIST280910
local l : word count `y'
matrix p = J(`l',3,.)
matrix rownames p = `y'
matrix colnames p = "adjR2" "coef" "p"
matlist p
local i = 1
foreach var of local y {
{
capture noisily reg `var' RenditenTopix PercentageChangeTWEXR if `var'>-1000, robust
if c(rc) ==0 {
matrix p[`i++',1] = (1-(1-e(r2))*(e(df_r)+e(df_m))/(e(df_r))), _b[PercentageChangeTWEXR], 2*ttail(e(df_r), abs(_b[PercentageChangeTWEXR]/_se[PercentageChangeTWEXR]))
}
else if c(rc) !=2000{
exit (c(rc))
}
}
}
matlist p
So thank you very much for your help in advance!
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