Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


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

st: Looping Regression with Estimates Extraction (REPOST)


From   rs.net@me.com
To   statalist@hsphsun2.harvard.edu
Subject   st: Looping Regression with Estimates Extraction (REPOST)
Date   Fri, 27 Apr 2012 14:16:14 +0100

Hello StataList,
I HAD SOME DIFFICULTY RESPONDING TO THE RESPONSES I RECEIVED TO THIS QUERY. HENCE, I AM REPOSTING THIS.

I am unfamiliar with programming in Stata, hence the need for assistance. I have a long panel dataset of daily prices of different companies from 1990 to 2010. I am trying to understand how I can run a regression of the daily stock return (y) on, say, stock index return (x) on a daily basis using only the last 1000 observations or so? I would like to loop this regression daily, while also able to extract, to a column in the data file, some estimates like the R-squared, Root MSE, etc.

Any help on this would be greatly appreciated.

Thanks!
Rohit



© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index