Automated regression procedure in Stata -

Automated regression procedure in Stata -

i'm going study relationship between illiquidity , returns in stock markets, using amihud model proposed in paper "illiquidity , stock returns: cross-section , time-series effects" (2002). know if possible automate regression analysis. i've have more 2000 stocks in sample , i'd avoid run each regression one-by-one, speeding process up. know if possible automate process in stata? or if possible using other statistical software (r, sas, matlab, gretl,...) ? if is, how that?

you should @ foreach , forval ways of looping.

forval = 1/3 { regress ystock`i' xstock`i' }

would illustration if , if there variables names indicated. if have other names, or different info structure, loop still possible.

stata linear-regression