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st: cross-sectional (retarded) averages


From   "Daniele Gori" <west--@libero.it>
To   "statalist" <statalist@hsphsun2.harvard.edu>
Subject   st: cross-sectional (retarded) averages
Date   Thu, 18 Oct 2007 21:15:35 +0200

Dear all,

I have a large (but incomplete) panel database of firm level data and many variable, from 1995 to 2005. I would like to adopt the cross-section average estimation technique. My goal is to compute time-varying predicted values of the dependent variable. In particular, in my case I wish to estimate the following equation:

yi = x1i + x2i + ui  (1)

where the dependent variable is in level for each year of the estimation period; the two explanatory variables are averaged over the two years preceding the year of the dependent variable; ui is the error term.
I would really appreciate if somebody could:
- help me, writing a short Stata example useful to let me produce this sequence of regressions (an old thread only summarize a command).
- write me how to get from the "result window" ALL cross-sectional results TOGETHER (year by year), for the yi model. 

Sorry for these questions... they are very important for me. Many thanks in advance.

Sincerely,

Daniele


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