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, is already up and running.

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

Re: st: Rollover regression

From   Maarten Buis <>
Subject   Re: st: Rollover regression
Date   Thu, 5 Apr 2012 09:33:05 +0200

On Thu, Apr 5, 2012 at 7:32 AM, Rui Zeng wrote:
> 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.

-help rolling-

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index