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Re: st: Estimating multiple regression on panel dataset by year, saving and testing results.
From
Chipengovich Shpeng <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Estimating multiple regression on panel dataset by year, saving and testing results.
Date
Sun, 13 May 2012 18:30:16 +0400
Solution
For data like, columns : year var1-varn(stock returns) indexes
correlation of stocks to indexes by year
forval j=1/100 {
forval i=1/11 {
qui reg var`j' mcsi var55 if year==`i'
di "`j'_`i' {col 10}Beta: " %9.4f _b[mcsi] " Beta2: " %9.4f _b[index2] " Rsq: " %9.4f e(r2)
}
}
Thanks for your help!
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