Hi Statalister,

i am runnig a simple regression as the following:

Code:
eststo: xtreg y recalls_normalized L.recalls_normalized L2.recalls_normalized hhi i.Year, fe vce(cluster idatc3)
the specific meaning of regressors is not relevant ( I guess). Now what I would like to do Is to perform a loop that changes basically the values of the first 3 variables and see at which point of the loop appears a significant value for one of the three, 2 of the three or all the three. So say, recalls_normalized is = (percrecalls/nprod). I would like to perform a loop for a range of values of recalls (say from -0.4 to 0.4) possibly uniformly distributed in the interval. Then I guess I need to store the results of _b[recalls_normalized], _b[L.recalls_normalized], _b[L2.recalls_normalized]. But how can I ask STATA to show me (i.e. either display or save somewhere) the values of percrecalls for which I obtained significant results for the three coefficients? Do I need aa while loop?

Is it possible?


Thank you