We rolled around this one last week. Please
see e.g. Kit Baum's reply
http://www.hsph.harvard.edu/cgi-bin/lwgate/STATALIST/archives/statalist.0406/Author/article-121.html
Nick
[email protected]
... and please, please, please don't send MIME/HTML to the list.
Mutysheva, Dinara
I want to estimate income elasticities of energy demand
and record how they change by adding one observation at a time.
If I understand this correctly I have to do a rolling regression.
How do I program a "rolling regression" in Stata 8? I want to do
a rolling regression in a loop. Each time through the loop, I want
to add one period to the end of the estimation range, keeping the
starting date fixed and saving estimated coefficients each time
*
* 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/
