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Re: st: Estimating multiple regression on panel dataset by year, saving and testing results.


From   Chipengovich Shpeng <shpenglipeng@yandex.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Estimating multiple regression on panel dataset by year, saving and testing results.
Date   Sun, 13 May 2012 18:30:16 +0400

Solution
For data like, columns : year var1-varn(stock returns) indexes
correlation of stocks to indexes by year

forval j=1/100 {
forval i=1/11 {
qui reg var`j' mcsi var55 if year==`i'
di "`j'_`i'	{col 10}Beta: " %9.4f  _b[mcsi]  " Beta2: " %9.4f  _b[index2]  "  Rsq: " %9.4f   e(r2)
}
}

Thanks for your help!
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