Hello,
I need to calculate Oster's bounds for many regressions for various R^2 and various dependent variables (y1, ..., y10) and independent variables (x1,...x10). In each regression participates only one y and only one x. For example, he calculations for the 1st regression, of y1 on x1 without looping looks as follows:
global controls a b c d f g h
reg y1 x1 $controls , robust
keep if e(sample)==1
display e(r2)
*.23529605
display=e(r2)*1.1
psacalc beta x1 , rmax(.25882565) delta(1)
display=e(r2)*1.2
psacalc beta x1, rmax(.28235526) delta(1)
display=e(r2)*1.3
psacalc beta x1, rmax(.30588486) delta(1)
display=e(r2)*1.8
psacalc beta x1, rmax(.42353289) delta(1)
display=e(r2)*2.0
psacalc beta x1, rmax(.4705921) delta(1)
display=e(r2)*2.2
psacalc beta x1, rmax(.51765131) delta(1)
psacalc beta x1, rmax(1) delta(1)
My question: how to calculate this in a loop of the type below or somehow to automate it in another way?
foreach y in y1 y2 y3 {
foreach x in x1 x2 x3 {
...
}
}
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