Dear all,
I have a large (but incomplete) panel database of firm level data and many variable, from 1995 to 2005. I would like to adopt the cross-section average estimation technique. My goal is to compute time-varying predicted values of the dependent variable. In particular, in my case I wish to estimate the following equation:
yi = x1i + x2i + ui (1)
where the dependent variable is in level for each year of the estimation period; the two explanatory variables are averaged over the two years preceding the year of the dependent variable; ui is the error term.
I would really appreciate if somebody could:
- help me, writing a short Stata example useful to let me produce this sequence of regressions (an old thread only summarize a command).
- write me how to get from the "result window" ALL cross-sectional results TOGETHER (year by year), for the yi model.
Sorry for these questions... they are very important for me. Many thanks in advance.
Sincerely,
Daniele
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