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Re: st: re: rollreg

From   Cameron Hooper <[email protected]>
To   [email protected]
Subject   Re: st: re: rollreg
Date   Thu, 03 Mar 2005 17:21:04 -0500

Christopher F Baum wrote:

The coefficients which you are getting from rollreg correspond to those calculated from observations 2/6, not 1/5 (that is, for 1981-1985 rather than 1980-1984): that is why they are labeled as aligned with 1985. Now why rollreg does not produce the estimate for obs. 1-5 I do not know, and will have to investigate. But the rollreg ests. match those generated by "reg y x1 x2 in 2/6" exactly.

Ah! Thank you. I'd offer to help investigate, but I'm a complete novice as far as programming is concerned. Still I've give it a shot. Anyway, thanks for both your answer and for writing this useful routine.

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