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Re: st: Estimating pairwise regression in a panel setting


From   Syed Basher <[email protected]>
To   [email protected]
Subject   Re: st: Estimating pairwise regression in a panel setting
Date   Mon, 21 Mar 2011 12:37:05 -0700 (PDT)

Hi Statalisters,

The following problem has been solved! The trick was to use -reshape- to convert 
data from wide into long format. How clumsy of me to not have picking it up in 
the first place.

 Syed Basher
Doha, Qatar.


Syed Basher <[email protected]> wrote:

Hello Statalisters,

With reference to my inquiry below, here are the commands I have used to obtain 
45 pairs of time series regression:
*-------- begin ----------------
local rhs "canrgdppc usrgdppc"
local i=1
local j=1
while `i' <=45 {
   newey y`i' x`j' `rhs', lag(3)
   local ++i
   local ++j
}
*-------- end ----------------
Now I want to re-estimate the above in a panel setting using Stata's -xtreg-. 
One challenge is to define -tsset- for panel since my data are not stacked, nor 
I have any cross-sectional identifier. The above time series regressions use 
year as -tsset-. Any help/hint on how to run the above pairwise regression in a 
panel setting would be very helpful. Thanks.

Syed Basher
Doha, Qatar.



Syed Basher <[email protected]> wrote:

I have recently estimated 45 pairs of time series regressions in Stata (thus I 
have 10 countries). Now I would like to reestimate these 45 regressions in a 
panel dimension (say using Stata's "xtreg") so that I am able to capture the 
time variation for each regression pair. Could you advice (or provide hints) how 


to perform this in Stata? Thank you.

Syed Basher
Doha, Qatar.



      
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