本人需要处理大批量数据的回归。具体如下:有很多个文件,每个文件格式相同,文件内容可以看做一个矩阵,然后利用每一个文件的某几列数据(经过一定地变换)做一次回归,得到的系数为需要的结果。我已经将很简单却繁琐的命令写了出来,不过还需要手动复制粘贴去取系数,很麻烦。很早前的分组回归的帖子也看了,恐怕解决不了我的问题。望各位高手指教。代码如下:
cap log close
drop _all
insheet using "d:\stata\mydata\000001 (1).txt"
gen x=log((v8+v18)/2)
gen y=log(v5)-x
gen z=x[_n+1]
gen w=z-x
regress w y
drop _all
insheet using "d:\stata\mydata\000001 (2).txt"
gen x=log((v8+v18)/2)
gen y=log(v5)-x
gen z=x[_n+1]
gen w=z-x
regress w y
drop _all
insheet using "d:\stata\mydata\000001 (3).txt"
gen x=log((v8+v18)/2)
gen y=log(v5)-x
gen z=x[_n+1]
gen w=z-x
regress w y
drop _all
*试一下
clear
cap log close
cd "d:\stata\mydata\"
tempfile wy
gen w=.
gen y=.
save `wy'
loca ftxt "000001 (1) 000001 (2) 000001 (3)"
foreach fil of loc `ftxt'{
insheet using `fil'.txt,clear
gen x=log((v8+v18)/2)
gen y=log(v5)-x
gen z=x[_n+1]
gen w=z-x
keep w y
gen f="`fil'"
append using `wy'
save `wy',replace
}
statsby, by(f): regress w y
forv i=1/3{ insheet using "d:\stata\mydata\000001 (`i').txt",clear
g x=log((v8+v18)/2) g y=log(v5)-x g z=x[_n+1] g w=z-x reg w y mat b=(nullmat(b)\e(b)) }