Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: rolling regression


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: rolling regression
Date   Wed, 9 Jun 2004 22:43:44 +0100

We rolled around this one last week. Please 
see e.g. Kit Baum's reply 

http://www.hsph.harvard.edu/cgi-bin/lwgate/STATALIST/archives/statalist.0406/Author/article-121.html

Nick
[email protected]

... and please, please, please don't send MIME/HTML to the list. 
 
Mutysheva, Dinara

I want to estimate income elasticities of energy demand 
and record how they change by adding one observation at a time. 
If I understand this correctly I have to do a rolling regression. 
How do I program a "rolling regression" in Stata 8? I want to do 
a rolling regression in a loop. Each time through the loop, I want 
to add one period to the end of the estimation range, keeping the 
starting date fixed and saving estimated coefficients each time

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index