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Re: st: upper case to lower case for all variable names


From   Mindell Nitkin <[email protected]>
To   [email protected]
Subject   Re: st: upper case to lower case for all variable names
Date   Wed, 16 Nov 2005 12:09:52 -0500

Thanks for the help on my question from yesterday. It worked wonderfully. Now I have a second question.

I am running a series of regressions on industry specific data,for example
sort SIC
by SIC: regress WCj,t-1 CFj,t-2 CFj,t-1 CFj, t

The resulting coefficencts from the lagged industry regressions, need to be applied to current year values for each firm in the industry in order to predict the level of WCj,t and to calculate the residual which will be used in as an earnings quality metric in other regressions.

Any suggestions would be appreciated,
Mindy Nitkin






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