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Re: st: option error for rollreg function

From   Benjamin Volland <>
Subject   Re: st: option error for rollreg function
Date   Mon, 29 Jun 2009 15:57:39 +0200

Dear Martin & Maarten,

thanks so much for your help. I will certainly try the rolling function, but I suppose the problem might be a bit deeper rooted... but as rolling seems to offer similar possibilities I shall be content turning thereto. I just got word from a colleague that the sample program runs smoothly for him as well. I guess I'll have to check my set-up :), as this is the same for him, Martin and me (all using STATA 10.1):
. which rollreg
*! rollreg  1.0.8  05mar2005 CFBaum

Cheers and have a nice week

Maarten buis wrote:
--- Benjamin Volland wrote:
I've tried to run the rollreg function on some simple data of mine
and always got a

option / required

error message.

Being slightly frustrated after a little while I tried the illustration provided by Baum (2006) and stumbled upon the very
same problem, i.e.

-rollreg- is a user written command by Kit Baum and available from SSC. Also please give the full reference of any paper and not just an author year reference. Telling where you found a program and giving full references is not just a Statalist FAQ fettish of mine (and others) but also in your own interest, as people who answer your question need to know what you are refering to.

Anyhow, I think I remember that -rollreg- has been superseded by
the -rolling- prefix in official Stata, see -help rolling-.
Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen

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