Looping over macro of macros

Question

I've defined a macro of macros:

local my_macros "`macro1' `macro2' `macro3'"

Each of the individual macros has a list of covariates, e.g.

local macro1 "cov1 cov2 cov3"
local macro2 "cov4 cov5 cov6"
local macro3 "cov7 cov8 cov9"

When I loop over my_macros, I want to extract each individual macro. So for example, if I have

for each m in my_macros{
    di `m'
}

then it would ideally print the three macros, something like

`macro1'
`macro2'
`macro3'

or

cov1 cov2 cov3
cov4 cov5 cov6
cov7 cov8 cov9

This is because the actual loop I'm running is a regression, and each macro is a list of covariates I want to run. However, the output instead looks like

for each m in my_macros{
    di `m'
}

0
0
0
0
0
0
0
0
0
0

So in the full regression loop, only one covariate is being included in a regression at a time. Does anyone know what's going on and how to get each macro as a line of output when I print `my_macros'?

Answer 1

Solution What you want can be done by nesting macro references.

local macro1 "cov1 cov2 cov3"
local macro2 "cov4 cov5 cov6"
local macro3 "cov7 cov8 cov9"

That's fine. But now the crucial step to loop over such macros could be

forval j = 1/3 {
    ... `macro`j'' ... 
} 

where the dots indicate whatever else is needed. Evaluation of macros is exactly like evaluation in elementary algebra or arithmetic whenever parentheses, brackets or braces are used: innermost references are evaluated first, so a reference to macro j is evaluated first.

Misunderstandings The question contains various small and large misunderstandings.

M1. for each is a repeated typo for foreach.

M2. in my_macros is written where only of local my_macros makes sense.

M3. Once you define a macro from three macros each containing three words, the original macros no longer have any identity as three separate entities. The levels are the new macro; its constituent words (here variable names); and the individual characters (not relevant here). To retain such identities you would need to introduce punctuation, say commas, and parse the contents using that punctuation. But here it is easier to use nested references, and not to define a wider macro at all.

M4. Assuming that you really defined my_macros in two steps so that it eventually contained nine variable names, then a loop like

  foreach m of local my_macros { 
      di `m' 
  } 

would be issuing in turn nine commands like

     di cov1 

Each such command displays the value of each variable in the first observation (it's not obvious that Stata does that, but it's true). That is,

    di `m' 

(where local macro m contains a variable name) is exactly equivalent to

    di `m'[1] 

To see the name, i.e. the text inside the macro, here a variable name, and not the value, you would need the statement inside the loop to be

   di "`m'" 

Hence the double quotes " " insist on the name, not the value, being displayed. Although you don't give a data example or reproducible code, a series of nine (not ten) zeros would be displayed if and only if all those nine variables contain zeros in the first observation.

The same confusion between name and value occurred in your previous thread Stata type mismatch with local macro?