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Re: st: run cross-sectional regression for a subset of panel data
From
Huanhuan Shi <[email protected]>
To
[email protected]
Subject
Re: st: run cross-sectional regression for a subset of panel data
Date
Wed, 6 Nov 2013 20:39:26 -0500
Hi Rich,
Thank you for your clue. I will check it.
Best,
Lucy
On Wed, Nov 6, 2013 at 4:37 PM, Richard Goldstein
<[email protected]> wrote:
> have you looked at the -statsby- command?
>
> Rich
>
> On 11/6/13, 4:35 PM, Huanhuan Shi wrote:
>> 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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