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: run cross-sectional regression for a subset of panel data


From   Huanhuan Shi <[email protected]>
To   [email protected]
Subject   st: run cross-sectional regression for a subset of panel data
Date   Wed, 6 Nov 2013 16:35:03 -0500

Dear Statalist,

I've been tried to solve this problem with a few lines of command but
failed. Could you please give me some suggestions?
The problem is: I have panel data with firms and years and I have a
variable called sales. I want to create a new variable called coeff.
The way to get coeff is: For firm i at time t, run a regression using
firm i's past 5 years sales as dependent variable and use 5, 4, 3, 2,
1 as independent variable. For this cross sectional regression with
only 5 datapoints, I want to collect the coefficent of sales as the
new variable coeff. By repeating this procedure for each firm i at
time t, coeff is created.

Thank you so much for your help!!!!!

Best,

Lucy
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index