[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
David Kantor <dkantor@jhu.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Programming question |

Date |
Fri, 04 Mar 2005 15:11:35 -0500 |

At 01:06 PM 3/4/2005 -0500, Cameron Hooper wrote:

Here is my full problem.Nick Cox gave you some good advice about using -rollreg-. While I have never used -rollreg-, your problem looks like it might fit into a scheme such as...

I want to estimate rolling regressions on a firm by firm basis. Then for each regression I want to find the standard deviation of the residuals.

levels id, local(idlist)

foreach i of local idlist {

rollreg ... if id==`i'

<plus code to make use of or store the results from each iteration>

}

I hope this helps.

-- David

David Kantor

Institute for Policy Studies

Johns Hopkins University

dkantor@jhu.edu

410-516-5404

*

* 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/

**References**:**Re: st: Programming question***From:*David Kantor <dkantor@jhu.edu>

**Re: st: Programming question***From:*Cameron Hooper <chooper@umich.edu>

- Prev by Date:
**RE: st: Programming question** - Next by Date:
**st: Sala-i-Martin 4-million regressions implemantation for STATA?** - Previous by thread:
**Re: st: Programming question** - Next by thread:
**Re: st: Programming question** - Index(es):

© Copyright 1996–2015 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |