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 regression and hypothesis testing


From   Nat Tharnpanich <nt289@cam.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: rolling regression and hypothesis testing
Date   04 Apr 2011 18:42:27 +0100

Hi all, I would like to run rolling OLS regression of, say, overlapping 20-year periods and test a hypothesis whether the coefficient is statistically different from 1. As far as I know, the rolling command in Stata allows you to execute only one command at a time. But in my case, I want to run a regression of each subperiod and then test the hypothesis for that subperiod before Stata goes on to subsequent subperiods and this involves two commands, reg and test.
   Any suggestions would be very much appreciated.
Regards,
Nat

*
*   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