naddiasimoes
> I'm regressing productivity on time for a panel of 2000 firms for
> five years. can someone tell me how can I create a macro and run a
> program with foreach, regressing this for each firm and store the
> coefficients in a matrix?
With the obvious reservations about fitting
a regression to subsets of five data points,
I recommend -statsby- for this problem.
That is, there is a wired-in command that
makes it unnecessary to write your own here.
If you really want a matrix, not variables,
to store results then use -mkmat-.
Nick
[email protected]
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