st: problem with missing data in a loop

[Indrit Hoxha <Indrit.Hoxha@mail.uh.edu>]

I am sorry for sending many times but my code was broken somehow in the previous emails.

 

 

 I have a panel dataset with countries and years. I am trying to do some overlapping  regressions for every country in windows of 5 years. I want these 5 years to be overlapping so for example for United States, I want the first regression to be for 1980-1984, the second 1981-1985, third 1982-1986 and goes on like this. I have used loop within a loop to do this. As you can see from the do file below

i stands for countries and j stands for years

 

local i=1

while `i'<131 {

local j=1980

while `j'< 2006 {

reg y  x1 x2 x3  if cc==`i' & (year==`j'|year ==`j'+1|year ==`j'+2|year ==`j'+3|year ==`j'+4)

local j= `j'+1

}

local i= `i'+1

}

 

However I have missing data for some countries and years, so when the loop starts if it does not find any data for the first country and/or first group of years the do file stops.

I have tried to use capture command, but still was unable to make the loop work.
Could someone help me out here, how should I do these regressions.
I'd really appreciate any help .

 

Indrit Hoxha

Univesity of Houston