stata - Remove an entity in recursive regressions with a for loop

Question

I am running a panel data regression. I want to run a for loop to obtain regression results where every time one of the entities has been dropped, so that I can see, by comparing the different coefficients, whether my results are driven by a particular entity or they are consistent across the sample. I am currently using this for loop

forvalues i = 1/19{
use "sample_seven.dta", clear
drop if countryid == i
xtscc ln_gdp tech population inflation tradebalance i.year, fe}

However, when I run the above code what I get is 19 regressions where only two observations have been dropped in each of them.

Answer 1

use "sample_seven.dta", clear

forvalues i = 1/19 { 
    di _n "Omitting `i'" 
    xtscc ln_gdp tech population inflation tradebalance i.year if countryid != `i', fe}
} 

The error in your code was not using single quotation marks to specify the local macro i. Your code worked, so a reference to i was interpreted as a reference to some variable, possibly inflation.

Beyond that, there is no need to read in the dataset repeatedly. But it would help to spell out which country is being omitted.