Dear statalisters,
I am estimating a standard linear model for a panel of the type:
y(i,t) = b0 + b1x(i,t) + b2z(i,t) +...+ u(i,t)
I want to see how does the coefficient b1 change over the whole range of another
variable k not included in the model.
Can I use something similar to a rolling regression even if my variable k is not
time?
Thank you very much for your help.
Best regards
Sergio Sola
P.S.
I think I sent an empty email just before, sorry for that!
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