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st: rolling regression


From   sola5@hei.unige.ch
To   statalist@hsphsun2.harvard.edu
Subject   st: rolling regression
Date   Wed, 08 Aug 2007 17:11:45 +0200



Dear statalisters,
I am estimating a standard linear model for a panel of the type:
y(i,t) = b0 + b1x(i,t) + b2z(i,t) +...+ u(i,t)
I want to see how does the coefficient b1 change over the whole range of another
variable k not included in the model.

Can I use something similar to a rolling regression even if my variable k is not
time?

Thank you very much for your help.

Best regards
Sergio Sola




P.S.
I think I sent an empty email just before, sorry for that!

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