Statalist


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

st: rolling regression / xtgls


From   sola5@hei.unige.ch
To   statalist@hsphsun2.harvard.edu
Subject   st: rolling regression / xtgls
Date   Thu, 09 Aug 2007 10:43:56 +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?


I have another question as well,
I am also estimating a simple linear model for a panel of countries using GLS to
take into account autoregression; but as I need to use country dummies I
proceed as follows
xi: xtgls y x1... xn i.country, [options]

can anybody tell me if this way of proceeding is correct? Because I am basically
trying to use fixed effects (my country dummies) with a procedure that
estimates random effecta models only (the xtgls command)

I am sorry if these questions might seem basic for the majority of you.

Thank you very much for your help.

Best regards
Sergio

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index