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st: RE: rolling regression

From   "Nick Cox" <>
To   <>
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


... 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

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