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Re: st: multiple rolling regressions


From   "Austin Nichols" <[email protected]>
To   [email protected]
Subject   Re: st: multiple rolling regressions
Date   Fri, 9 May 2008 11:31:09 -0400

Did you leave out the -fillin- command I added after you mentioned you
might have gaps in years?  I am just guessing--as you are still asking
incomplete questions (per the Statalist FAQ: show what you typed and
what output you got).

On Fri, May 9, 2008 at 6:20 AM, Erasmo Giambona <[email protected]> wrote:
> Thanks Austin. There is still something I don't quite grasp. Thanks in
> advance for your patience. 1. If I insert another row of data for firm
> 1 in the dataset from your example, say: 1 2004 33 45, then I noticed
> that the code does not create missing values from 1988-2003, but
> rather uses data from 1984-1987 and 2004 to estimate d for 2004, while
> I would like to get a missing d in this case; 2. When I run the code
> with my data I cannot obtain any results, despite the fact that the
> data look very similar to the example at least to me. Here is an
> excerpt from the real data:
>
> 1 1984 1.061948 3.49672
> 1 1985 1.83066 4.003654
> 2 1984 0.5492768 2.696585
> 2 1985 0.5056121 3.226407
> 2 1986 1.076026 3.619208
> 2 1987 -0.3400373 3.646911
> 2 1988 -1.6812 3.520697
> 2 1989 -1.200567 3.008994
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