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?
I have another question as well,
I am also estimating a simple linear model for a panel of countries using GLS to
take into account autoregression; but as I need to use country dummies I
proceed as follows
xi: xtgls y x1... xn i.country, [options]
can anybody tell me if this way of proceeding is correct? Because I am basically
trying to use fixed effects (my country dummies) with a procedure that
estimates random effecta models only (the xtgls command)
I am sorry if these questions might seem basic for the majority of you.
Thank you very much for your help.
Best regards
Sergio
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
