[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: rolling regression

Subject   st: rolling regression
Date   Wed, 08 Aug 2007 17:11:45 +0200

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

Thank you very much for your help.

Best regards
Sergio Sola

I think I sent an empty email just before, sorry for that!

*   For searches and help try:

© Copyright 1996–2022 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index