I am trying to store estimates of a (reghdfe) regression in a loop. The regressions of the loop are all running fine, but only the last estimate is stored. What am I doing wrong?
Code:
sysuse auto, clear foreach y of varlist price mpg turn { reghdfe `y' length trunk, absorb(gear_ratio) vce(cluster displacement) eststo m`i' } est dir
Nicolas Charette
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