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st: run cross-sectional regression for a subset of panel data
From
Huanhuan Shi <[email protected]>
To
[email protected]
Subject
st: run cross-sectional regression for a subset of panel data
Date
Wed, 6 Nov 2013 16:35:03 -0500
Dear Statalist,
I've been tried to solve this problem with a few lines of command but
failed. Could you please give me some suggestions?
The problem is: I have panel data with firms and years and I have a
variable called sales. I want to create a new variable called coeff.
The way to get coeff is: For firm i at time t, run a regression using
firm i's past 5 years sales as dependent variable and use 5, 4, 3, 2,
1 as independent variable. For this cross sectional regression with
only 5 datapoints, I want to collect the coefficent of sales as the
new variable coeff. By repeating this procedure for each firm i at
time t, coeff is created.
Thank you so much for your help!!!!!
Best,
Lucy
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