Hello everyone,

I would like to run a loop of 10 logit regressions following more or less the example provided in 1379714-help-on-writing-a-loop-for-multiple-regressions where:


logit y x1
logit y x1 x2
logit y x1 x2 x3
logit y x1 x2 x3 x4
​​​​​​​logit y x1 x2 x3 x4 x5
​​​​​​​logit y x1 x2 x3 x4 x5 x6
​​​​​​​logit y x1 x2 x3 x4 x5 x6 x7
​​​​​​​logit y x1 x2 x3 x4 x5 x6 x7 x8
​​​​​​​logit y x1 x2 x3 x4 x5 x6 x7 x8 x9
​​​​​​​logit y x1 x2 x3 x4 x5 x6 x7 x8 x10
[/CODE]

And thus I followed the code suggested in the post:

Code:
local predictors x1 x2 x3 x4 x5 x6 x7 x8 x9 x10
local regressors

foreach p of local predictors {
     local regressors `regressors' `p'
     logit y `regressors'
}
I would like to weigh each of these 10 regressions by the pseudo R^2 of each one to make a table in the end with maximum, minimum and average coefficients. I've tried running:

Code:
foreach p of local predictors {
     local regressors `regressors' `p'
     quietly logit y `regressors'
     local pr2_`p' = `e(r2_p)'
        foreach v of local earliest {
             local regressors `regressors' `p'
             logit y `regressors' [weight=pr2_`p']
        }
}
But it offers an obvious code of
Code:
pr2_ not found
I think (honestly not very sure at this point) that what I'm doing wrong is that the pseudo R^2 is not associated with each variable v but to the whole model in general, but I don't know how to create a local for all of the 10 regressions models. Do I need to create a local for each of the 10 models? If yes, how do I do this?

I'd appreciate it if anyone has any advice on how to do this.

Thanks,
Jonas