To make this more scrutable, so to speak, please
spell out "doesn't seem to work well".
Nick
[email protected]
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of
> [email protected]
> Sent: 16 July 2006 18:00
> To: [email protected]
> Subject: st: rolling prais regression in paneld dataset
>
>
> Hi I am using Stata9's new rolling capability with prais regression
> on a panel dataset (unbalanced panal with about 10,000 individuals
> and roughly 15 years for each).
>
> Stata-tech support helped me write a little program that collects,
> in addition to coefficients of the regression, its predicted values
> and residuals. But the program doesn't seem to work well, and I am
> not sure where the bug is, I tried recontacting tech support, but
> so far no answer. Here is my code, any help would be greately
> appreciated:
> *************************
>
> tsset person year
>
> program myforecast, rclass
> syntax [if]
> prais r exp `if'
> summ year if e(sample)
> local min=r(min)
> predict pred`min' if e(sample)
> predict resid`min' if e(sample), r
> return scalar n=r(N)
> return scalar rho=e(rho)
> end
>
>
> rolling rho=r(rho) n=r(n), window(15) ///
> saving(roll, replace): myforecast
> save pred, replace
> *****************************
>
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