Re: st: re: rollreg

[Cameron Hooper <chooper@umich.edu>]

Christopher F Baum wrote:
> The coefficients which you are getting from rollreg correspond to those 
> calculated from observations 2/6, not 1/5 (that is, for 1981-1985 rather 
> than 1980-1984): that is why they are labeled as aligned with 1985. Now 
> why rollreg does not produce the estimate for obs. 1-5 I do not know, 
> and will have to investigate. But the rollreg ests. match those 
> generated by "reg y x1 x2 in 2/6" exactly.
Ah! Thank you. I'd offer to help investigate, but I'm a complete novice 
as far as programming is concerned. Still I've give it a shot. Anyway, 
thanks for both your answer and for writing this useful routine.

Cameron
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