I have a panel dataset with countries and years. I
am trying to do some regressions for every country in windows of 5 years. I want
these 5 years to be overlapping so for example for United States, I want the
first regression to be for 1980-1984, the second 1981-1985, third 1982-1986 and
goes on like this. I have used loop within a loop to do this. As you can see
from the do file below
local i=1
while `i'<131 {
local j=1980
while `j'< 2006 {
reg y x1 x2 x3 if cc==`i' & (year==`j'|year ==`j'+1|year
==`j'+2|year ==`j'+3|year ==`j'+4)
local j= `j'+1
}
local i= `i'+1
}
However I have missing data for some countries and
years, so when the loop starts if it does not find any data for the first
country and first group of years the do file stops.
Could someone help me out here, how should I do
these regressions.
I'd really appreciate any help .
Indrit Hoxha PhD Candidate University of
Houston
Department of
Economics
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