Hello everybody,
I am a beginner in stata programming. However, I am looking for help in programming a loop.
I would like to replicate a number of regressions by simply changing some options and saving the regression results in a table where each column represents the results of a regression.
For example, I want to replicate a number of times:
xtdpdgmm y x, gmm (y, l (i j) c m (l)) iv (i.Year, l (p q) m (l)) twostep overid nocons
underid
underid, overid
changing i, j, p and q (where i <j and p <q) according to some predefined ranges. And saving the results of each regression in a column of a table, if they pass the underidentification and overidentification tests indicated below.
Can someone help me to compose a program that does this routine?
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