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st: RE: rollreg
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: rollreg
Date
Wed, 9 Mar 2011 20:07:48 +0000
Open a new Stata, do one regression. Then multiply by however many times you are expecting -rollreg- to repeat. That will give you a ballpark figure for how long you should wait.
Nick
[email protected]
[email protected]
I am trying to run some rolling regressions with Baum's rollreg. It has
been more than an hour and stata keeps working. I have a panel data of 500
months with an average around 1000 firms each month. Do you know if this
is normal? why it is taking so long? And should I wait? Or try to run the
regression with another command? and what could be that command?
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