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Re: st: Rollover regression


From   Rui Zeng <rzeng@wisc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Rollover regression
Date   Sat, 14 Apr 2012 21:55:22 -0500

Rolling helps. Thanks Maarten. 
 
Now I need to do this rolling regression by different groups. I do not think the -by-command can work with the -rolling- command, is there an alternative way to do this? thanks! 
 
 
 
On 04/05/12, Maarten Buis wrote:
> 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
> 
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
> 
> 
> http://www.maartenbuis.nl
> --------------------------
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