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Re: st: Rollover regression
From
Rui Zeng <[email protected]>
To
[email protected]
Subject
Re: st: Rollover regression
Date
Sat, 14 Apr 2012 21:55:22 -0500
Rolling helps. Thanks Maarten.
Now I need to do this rolling regression by different groups. I do not think the -by-command can work with the -rolling- command, is there an alternative way to do this? thanks!
On 04/05/12, Maarten Buis wrote:
> On Thu, Apr 5, 2012 at 7:32 AM, Rui Zeng wrote:
> > How can I do rollover regression using a time series of data?
> >
> > For example, for every month, I need to estimate a coefficient by running a regression with data of the previous 60 months.
>
> -help rolling-
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
>
> http://www.maartenbuis.nl
> --------------------------
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