Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Rolling Windows with XTregar


From   "Degas Wright" <dwright@cornerstoneadvice.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Rolling Windows with XTregar
Date   Wed, 27 Oct 2010 15:00:36 -0400

To all,
What is the best way to perform rolling regressions in panel data, I am
using the -xtregar- command and the -rolling- command seems to work only
in time series. I would like to perform -xtregar- over the complete
cross section and 12 observations.

Rolling _b, window(12): xtregar (D.(r ep mom)), fe lbi

Gives an error message:
xtregar(D.(r command not found
r(111);

Thank you in advance for your comments.

Degas A. Wright, CFA
Chief Investment Officer
Decatur Capital Management, Inc.
250 East Ponce De Leon Avenue, Suite 325
Decatur, Georgia  30030
Voice: 404.270.9838
Fax:404.270.9840
Website: www.decaturcapital.com


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   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   |   Site index