I am sorry for sending many times but my code was broken
somehow in the previous emails.
I have a panel dataset with countries and years. I
am trying to do some overlapping 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
i stands for countries and j stands for
years
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/or first group of years the do file
stops.
I have tried to use capture command, but still was
unable to make the loop work.
Could someone help me out here, how should I do
these regressions.
I'd really appreciate any help .
Indrit Hoxha
Univesity of Houston
