I run a structural break test using the command estat sbsingle for a large number of regressions. I would like to generate a matrix called mbreak with the estimation results. I have no problem adding the p-value and test statistic from the return list to my matrix, but I have difficulties, adding the break date. The break date is stored in the results list as a macro r(breaktest). How can I add it to my matrix? The break date variable is in date format...
It tried already:
matrix mbreak[`x',4] = r(breakdate)
or
local Date = r(breakdate)
matrix mbreak_`y'[`x',4] = `Date'
But it doesn't work.
Thanks in advance for your support!
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