Storing structural break points with "foreach" loop in stata - loops

Question

read.csv("C:\Users\easy\Desktop\workbook.csv")
I need to estimate the structural breakpoint of regression over a list of countries in my dataset and I need to store these breakeven points for each country I have and display these breakeven points in a table form once the loop finishes. My dataset is panel data that is why I need to loop over the countries.
I estimate the regression for each country in my countrynum variable of countries' list. And I try to store the breakeven point for each country regression estimation as follows
foreach i in countrynum {
by countrynum, sort: reg y x1 x2 x3 if `i'== countrynum
est store `r'(breakdate)
}
Stata is returning the following error message:
( invalid name
) invalid name
r(7);
Any idea what is wrong with my code?

Answer 1

Assuming the syntax fixes that Nick Cox aptly laid out, what you are missing is sbsingle or some other structural break command before asking Stata for r(breakdate); see here for more. After that you could do something like this, assuming that your panels are identified by countrynum.
* EX DATA
webuse usmacro, clear
tempfile append
save `append', replace
append using `append', gen(countrynum)
* Run By program (ssc install runby)
capture program drop panel_breakdate
program panel_breakdate
tsset date
regress fedfunds L.fedfunds
estat sbsingle
gen breakdate = r(breakdate)
end
runby panel_breakdate, by(countrynum) verbose
* After this format your breakdate how you please.

Answer 2

There is a lot wrong with your code, unfortunately, although you haven't noticed various errors because they are errors of meaning, not errors of syntax.
For a start,
foreach i in countrynum {
does not trigger a loop over the distinct values of countrynum. It is a loop over one item, the variable name countrynum.
So your test becomes
if countrynum == countrynum
which is always true, and the loop is no loop, but equivalent to
by countrynum, sort: reg y x1 x2 x3
est store `r'(breakdate)
Now the next problem is that the first command runs through several regressions, but only results for the last regression (for the last country named) will remain in memory.
The error that Stata noticed is that it does not know what you mean by
`r'(breakdate)
You are, it seems, referring to a result that requires extra syntax to get
`r(breakdate)'
Positive suggestion. Using statsby is a much better idea.

Answer 3

General Solution
I have a solution to your problem I believe. This program needs to all be run at the same time due to the use of local variables. This worked for me on the usmacro test data where I made half the observations country 1 and the other half country 2. It should work for you as well as long as your data is tsset already.
levelsof countrynum
foreach lev in `r(levels)' {
reg y x1 x2 x3 if countrynum == `lev'
estat sbsingle
scalar break`lev' = r(breakdate)
}
scalar list
As long as you have no scalars previously made, it will return a list of all the breakdates for the countries with the syntax of (break)(countrynum) without the parentheses. Let me know if this doesn't work for you, it's difficult without any example data from you but it works in my test environment.
Example
If you want to see how this works before you run it on your dataset use the following commands at once,
clear all
webuse usmacro
gen countrynum = 01 if _n < 35
replace countrynum = 22 if countrynum == .
tsset date
levelsof countrynum
foreach lev in `r(levels)' {
reg fedfunds L.fedfunds inflation if countrynum == `lev'
estat sbsingle
scalar break`lev' = r(breakdate)
}
scalar list
which will return the following in the stata output,
. scalar list
break22 = 1980q4
break1 = 1958q1