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st: Rollover regression


From   Rui Zeng <rzeng@wisc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Rollover regression
Date   Thu, 05 Apr 2012 00:32:42 -0500

Dear Statalist, 
 
How can I do rollover regression using a time series of data?  
 
For example, for every month, I need to estimate a coefficient by running a regression with data of the previous 60 months. Thanks!
 
Rui 
 
 
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